← Back to Stock / ETF implied volatility screenerRNR - RenaissanceRe Holdings
RNR - RenaissanceRe Holdings
Implied Volatility Analysis
Implied Volatility:
43.8%
43.8%
Put/Call-Ratio:
0.08
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 Yield | 0.78% ($1.46) |
| Next Earnings Date | 1/24/2023 (47d) |
| Next Dividend Date | 12/14/2022 (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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