Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

RenaissanceRe Holdings Ltd. (RNR) had 30-Day Historical Volatility (Close-to-Close) of 0.1920 for 2021-04-21.

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

Figures for 2021-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1920
Historical Volatility (Parkinson)	0.1913
Implied Volatility (Calls)	0.2211
Implied Volatility (Puts)	0.2486
Implied Volatility (Mean)	0.2348
Put-Call Implied Volatility Ratio	1.1244
Implied Volatility Skew	0.0407
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.9210
Forward Price	174.25
Call Breakeven Price	180.66
Put Breakeven Price	159.34
Option Breakeven Price	166.69

Data from Quantcha