Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2304 for 2024-04-16.

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

Figures for 2024-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2304
Historical Volatility (Parkinson)	0.2047
Implied Volatility (Calls)	0.2603
Implied Volatility (Puts)	0.2680
Implied Volatility (Mean)	0.2642
Put-Call Implied Volatility Ratio	1.0295
Implied Volatility Skew	0.0260
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.2504
Forward Price	217.52
Call Breakeven Price	244.75
Put Breakeven Price	173.39
Option Breakeven Price	195.44