Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.2871 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