Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

RenaissanceRe Holdings Ltd. (RNR) had 150-Day Implied Volatility Skew of 0.0120 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2385
Historical Volatility (Parkinson)	0.2197
Implied Volatility (Calls)	0.2506
Implied Volatility (Puts)	0.2660
Implied Volatility (Mean)	0.2583
Put-Call Implied Volatility Ratio	1.0615
Implied Volatility Skew	0.0120
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.3697
Forward Price	223.05
Call Breakeven Price	280.81
Put Breakeven Price	170.17
Option Breakeven Price	203.04