Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1913 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1913
Historical Volatility (Parkinson)	0.1834
Implied Volatility (Calls)	0.2588
Implied Volatility (Puts)	0.2751
Implied Volatility (Mean)	0.2670
Put-Call Implied Volatility Ratio	1.0629
Implied Volatility Skew	0.0208
Option Statistics
Put-Call Ratio (Volume)	0.6000
Put-Call Ratio (Open Interest)	0.1742
Forward Price	226.12
Call Breakeven Price	233.98
Put Breakeven Price	200.95
Option Breakeven Price	229.08