Option Breakeven Price (150-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

RenaissanceRe Holdings Ltd. (RNR) had 150-Day Option Breakeven Price of 204.98 for 2024-05-06.

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Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2344
Historical Volatility (Parkinson)	0.2360
Implied Volatility (Calls)	0.2312
Implied Volatility (Puts)	0.2635
Implied Volatility (Mean)	0.2473
Put-Call Implied Volatility Ratio	1.1400
Implied Volatility Skew	0.0097
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.3225
Forward Price	226.14
Call Breakeven Price	285.37
Put Breakeven Price	170.24
Option Breakeven Price	204.98