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RenaissanceRe Holdings Ltd RNR 347.35 -6.88 -1.94%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

RNR / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.54
46.78
Mean
37.51
Window
-16.2%
ATM IV z -0.54
0.25
Mean
0.27
Window
-20.4%
IV Percentile z -0.17
42.51
Mean
47.43
Window
-50.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.68 0.75
ATM IV 0.68 1.00 0.87
IV Percent... 0.75 0.87 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 347.35 46.78 0.25 42.51
2026-11-05 354.23 48.23 0.25 46.56
2026-11-04 353.66 40.85 0.23 31.64
2026-11-03 346.84 42.23 0.24 34.38
2026-11-02 350.94 52.85 0.26 56.08
2026-10-30 339.32 42.99 0.24 36.08
2026-10-29 338.66 43.67 0.24 37.01
2026-10-28 332.19 47.45 0.25 44.27
2026-10-27 341.22 71.04 0.3 87.35
2026-10-26 351.66 72.6 0.3 88.49
2026-10-23 352.6 64.93 0.29 81.03
2026-10-22 362.59 54.08 0.26 58.1
2026-10-21 355.07 57.47 0.27 67.19
2026-10-20 354.33 54.05 0.26 57.71
2026-10-19 351.53 54.34 0.26 58.33
2026-10-15 344.16 45.26 0.24 39.13
2026-10-14 339.51 46.31 0.25 40.32
2026-10-13 340.82 48.69 0.25 45.85
2026-10-12 338.87 51.97 0.26 52.78
2026-10-09 331.38 59.7 0.27 68.38
2026-10-08 331.34 56.81 0.27 61.66
2026-10-07 323.03 50.57 0.25 49.41
2026-10-06 324.42 56.78 0.27 60.87
2026-10-05 323.39 49.96 0.25 49.21
2026-10-02 325.53 57.39 0.27 62.85
2026-10-01 322.99 40.81 0.23 32.02
2026-09-30 318.23 52.98 0.26 53.36
2026-09-29 324.53 32.6 0.22 18.97
2026-09-28 324.9 42.24 0.24 34.52
2026-09-25 325.6 41.57 0.24 33.6
2026-09-24 330.42 39.21 0.23 28.57
2026-09-23 328.8 30.53 0.21 14.68
2026-09-22 325.9 33.36 0.22 19.84
2026-09-21 326.29 31.01 0.21 15.54
2026-09-18 327.12 30.93 0.21 14.68
2026-09-17 328.78 32.48 0.22 17.06
2026-09-16 328.43 35.96 0.22 23.02
2026-09-15 328.7 28.72 0.21 12.3
2026-09-14 330.62 27.54 0.21 11.16
2026-09-11 324.99 26.92 0.2 9.52
2026-09-10 326.53 24.79 0.2 5.16
2026-09-09 322.53 33.62 0.22 18.25
2026-09-08 323.1 32.31 0.22 14.68
2026-09-04 330.38 33.38 0.22 16.67
2026-09-03 337.97 25.13 0.2 5.16
2026-09-02 331.21 32.23 0.22 13.49
2026-09-01 329.79 28.05 0.21 9.56
2026-08-31 327.64 26.97 0.2 8.4
2026-08-28 330.74 17.42 0.18 1.2
2026-08-27 330.41 22.92 0.2 3.59