Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.3658 for 2025-04-23.

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Figures for 2025-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4374
Historical Volatility (Parkinson)	0.3658
Implied Volatility (Calls)	0.3810
Implied Volatility (Puts)	0.3761
Implied Volatility (Mean)	0.3785
Put-Call Implied Volatility Ratio	0.9872
Implied Volatility Skew	0.0930
Option Statistics
Put-Call Ratio (Volume)	0.6857
Put-Call Ratio (Open Interest)	1.4197