Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

RenaissanceRe Holdings Ltd. (RNR) had 20-Day Implied Volatility (Mean) of 0.2921 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)	0.2339
Historical Volatility (Parkinson)	0.1899
Implied Volatility (Calls)	0.2595
Implied Volatility (Puts)	0.3247
Implied Volatility (Mean)	0.2921
Put-Call Implied Volatility Ratio	1.2512
Implied Volatility Skew	0.1554
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1000
Forward Price	218.92
Call Breakeven Price	229.58
Put Breakeven Price	202.36
Option Breakeven Price	227.11