Historical Volatility (Parkinson) (60-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

RenaissanceRe Holdings Ltd. (RNR) had 60-Day Historical Volatility (Parkinson) of 0.2407 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1920
Historical Volatility (Parkinson)	0.2407
Implied Volatility (Calls)	0.2424
Implied Volatility (Puts)	0.2472
Implied Volatility (Mean)	0.2448
Put-Call Implied Volatility Ratio	1.0197
Implied Volatility Skew	-0.0225
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	4.2328
Forward Price	220.27
Call Breakeven Price	229.42
Put Breakeven Price	175.89
Option Breakeven Price	187.76