Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.2098 for 2025-12-12.

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Figures for 2025-12-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2580
Historical Volatility (Parkinson)	0.2098
Implied Volatility (Calls)	0.2179
Implied Volatility (Puts)	0.2403
Implied Volatility (Mean)	0.2291
Put-Call Implied Volatility Ratio	1.1026
Implied Volatility Skew	0.0268
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6460