Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

RenaissanceRe Holdings Ltd. (RNR) had 90-Day Implied Volatility Skew of 0.0119 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2389
Historical Volatility (Parkinson)	0.2045
Implied Volatility (Calls)	0.2556
Implied Volatility (Puts)	0.2674
Implied Volatility (Mean)	0.2615
Put-Call Implied Volatility Ratio	1.0463
Implied Volatility Skew	0.0119
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.3954
Forward Price	221.46
Call Breakeven Price	249.50
Put Breakeven Price	173.84
Option Breakeven Price	196.14