Put-Call Ratio (Open Interest) (30-Day)

Put-Call Ratio (Open Interest): The ratio of outstanding put contracts to outstanding call contracts at the close of the trading day, for options with the relevant expiration date.

RenaissanceRe Holdings Ltd. (RNR) had 30-Day Put-Call Ratio (Open Interest) of 0.1302 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2201
Historical Volatility (Parkinson)	0.1916
Implied Volatility (Calls)	0.2802
Implied Volatility (Puts)	0.3100
Implied Volatility (Mean)	0.2951
Put-Call Implied Volatility Ratio	1.1066
Implied Volatility Skew	0.1066
Option Statistics
Put-Call Ratio (Volume)	0.0147
Put-Call Ratio (Open Interest)	0.1302
Forward Price	219.99
Call Breakeven Price	230.54
Put Breakeven Price	202.49
Option Breakeven Price	227.31