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RNR - RenaissanceRe Holdings
Implied Volatility Analysis

Implied Volatility:
43.8%
Put/Call-Ratio:
0.08

RenaissanceRe Holdings has an Implied Volatility (IV) of 43.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RNR is 44 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for RNR is 0.47 standard deviations away from its 1 year mean.

Market Cap$8.25B
Dividend Yield0.78% ($1.46)
Next Earnings Date1/24/2023 (47d)
Next Dividend Date12/14/2022 (6d) !
Implied Volatility (IV) 30d
43.76
Implied Volatility Rank (IVR) 1y
44.20
Implied Volatility Percentile (IVP) 1y
72.73
Historical Volatility (HV) 30d
27.98
IV / HV
1.56
Open Interest
1.36K
Option Volume
13.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 12/7/2022 closing.

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