Forward Price (30-Day)

Forward Price: The price at which a synthetic long stock position (i.e., buying an at-the-money call and selling an at-the-money put) would break even at expiration.

RenaissanceRe Holdings Ltd. (RNR) had 30-Day Forward Price of 219.47 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)	0.2180
Historical Volatility (Parkinson)	0.1950
Implied Volatility (Calls)	0.2616
Implied Volatility (Puts)	0.3127
Implied Volatility (Mean)	0.2871
Put-Call Implied Volatility Ratio	1.1954
Implied Volatility Skew	0.1357
Option Statistics
Put-Call Ratio (Volume)	0.0327
Put-Call Ratio (Open Interest)	0.1000
Forward Price	219.47
Call Breakeven Price	229.58
Put Breakeven Price	197.07
Option Breakeven Price	216.16