Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

RenaissanceRe Holdings Ltd. (RNR) had 120-Day Historical Volatility (Close-to-Close) of 0.2212 for 2024-04-18.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2212
Historical Volatility (Parkinson)	0.2036
Implied Volatility (Calls)	0.2605
Implied Volatility (Puts)	0.2711
Implied Volatility (Mean)	0.2658
Put-Call Implied Volatility Ratio	1.0405
Implied Volatility Skew	0.0223
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	2.3650
Forward Price	226.19
Call Breakeven Price	264.80
Put Breakeven Price	170.83
Option Breakeven Price	198.90