Historical Volatility (Parkinson) (10-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

RenaissanceRe Holdings Ltd. (RNR) had 10-Day Historical Volatility (Parkinson) of 0.2911 for 2026-07-06.

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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2988
Historical Volatility (Parkinson)	0.2911
Implied Volatility (Calls)	0.2741
Implied Volatility (Puts)	0.2485
Implied Volatility (Mean)	0.2613
Put-Call Implied Volatility Ratio	0.9066
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7500
Put-Call Ratio (Open Interest)	0.6074