Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2448 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2448
Historical Volatility (Parkinson)	0.2219
Implied Volatility (Calls)	0.2581
Implied Volatility (Puts)	0.2712
Implied Volatility (Mean)	0.2646
Put-Call Implied Volatility Ratio	1.0511
Implied Volatility Skew	0.0124
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.3701
Forward Price	223.72
Call Breakeven Price	280.42
Put Breakeven Price	170.21
Option Breakeven Price	202.95