RenaissanceRe Holdings Ltd (RNR) Historical Volatility

Tracking RNR historical volatility helps you see how much RenaissanceRe Holdings Ltd's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, RenaissanceRe Holdings Ltd's HV tells you what really happened. Use our scanner to monitor RNR 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The RNR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing RenaissanceRe Holdings Ltd's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

RenaissanceRe Holdings Ltd. provides reinsurance and insurance products in the United States and internationally. The company operates through Property, and Casualty and Specialty segments. The Property segment writes property catastrophe excess of loss reinsurance and excess of loss retrocessional reinsurance to insure insurance and reinsurance companies against natural and man-made catastrophes, including hurricanes, earthquakes, typhoons, and tsunamis, as well as claims arising from other natural and man-made catastrophes comprising winter storms, freezes, floods, fires, windstorms, tornadoes, explosions, and acts of terrorism; and other property class of products, such as proportional reinsurance, property per risk, property reinsurance, binding facilities, and regional U.S.

multi-line reinsurance. The Casualty and Specialty segment writes various classes of products, such as directors and officers, medical malpractice, and professional indemnity; automobile and employer's liability, casualty clash, umbrella or excess casualty, workers' compensation, and general liability; financial and mortgage guaranty, political risk, surety, and trade credit; and accident and health, agriculture, aviation, cyber, energy, marine, satellite, and terrorism. The company distributes its products and services primarily through intermediaries. RenaissanceRe Holdings Ltd. was founded in 1993 and is headquartered in Pembroke, Bermuda.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts RenaissanceRe Holdings Ltd's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where RNR HV is running hot, cold, or in line. Make the RNR 30 day historical volatility — and every other window — work for your edge instead of against it.