Put Breakeven Price (60-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 60-Day Put Breakeven Price of 175.89 for 2024-05-02.

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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