Put Breakeven Price (30-Day)

Put Breakeven Price: The average price at which a put option position breaks even at expiration, weighted by the open interests of the puts at various strike prices.

RenaissanceRe Holdings Ltd. (RNR) had 30-Day Put Breakeven Price of 197.07 for 2024-04-25.

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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