Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

RenaissanceRe Holdings Ltd. (RNR) had 30-Day Put-Call Implied Volatility Ratio of 0.8361 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2133
Historical Volatility (Parkinson)	0.1933
Implied Volatility (Calls)	0.3117
Implied Volatility (Puts)	0.2606
Implied Volatility (Mean)	0.2862
Put-Call Implied Volatility Ratio	0.8361
Implied Volatility Skew	0.0153
Option Statistics
Put-Call Ratio (Volume)	0.0208
Put-Call Ratio (Open Interest)	0.3902
Forward Price	225.05
Call Breakeven Price	238.53
Put Breakeven Price	201.60
Option Breakeven Price	228.16