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RNR - RenaissanceRe Holdings
Implied Volatility Analysis

Implied Volatility:
33.3%
Put/Call-Ratio:
1.00

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 Yield0.96% ($1.45)
Next Earnings Date7/21/2022 (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.

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