Historical Volatility (Parkinson) (20-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

RenaissanceRe Holdings Ltd. (RNR) had 20-Day Historical Volatility (Parkinson) of 0.1814 for 2026-04-01.

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Figures for 2026-04-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1269
Historical Volatility (Parkinson)	0.1814
Implied Volatility (Calls)	0.2900
Implied Volatility (Puts)	0.2465
Implied Volatility (Mean)	0.2683
Put-Call Implied Volatility Ratio	0.8500
Implied Volatility Skew	0.0898
Option Statistics
Put-Call Ratio (Volume)	0.2143
Put-Call Ratio (Open Interest)	0.3360