RenaissanceRe Holdings has an Implied Volatility (IV) of 33.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RNR is 16 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for RNR is -0.60 standard deviations away from its 1 year mean.
Market Cap | $6.70B |
---|---|
Dividend Yield | 0.96% ($1.45) |
Next Earnings Date | 7/21/2022 (25d) |
Implied Volatility (IV) 30d | 33.29 |
Implied Volatility Rank (IVR) 1y | 16.46 |
Implied Volatility Percentile (IVP) 1y | 29.38 |
Historical Volatility (HV) 30d | 23.97 |
IV / HV | 1.39 |
Open Interest | 562.00 |
Option Volume | 10.00 |
Put/Call Ratio (Volume) | 1.00 |
Data was calculated after the 6/24/2022 closing.