RenaissanceRe Holdings Ltd RNR 328.78 0.35 0.11%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
RNR / Comparative study
3 signals / 503 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.31
32.48
Mean
38.32
Window
-9.3%
ATM IV
z -1.22
0.22
Mean
0.28
Window
-13.7%
IV Percentile
z -1.07
17.06
Mean
49.35
Window
-49.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.75 | 0.79 |
| ATM IV | 0.75 | 1.00 | 0.88 |
| IV Percent... | 0.79 | 0.88 | 1.00 |
Source observations
Data inspector
1-50 of 503
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 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 |
| 2026-09-07 | 330.1 | 7.06 | 0.16 | 0.4 |
| 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 |
| 2026-08-26 | 331.73 | 20.81 | 0.19 | 2.39 |
| 2026-08-25 | 329.2 | 26.54 | 0.2 | 6.77 |
| 2026-08-24 | 329.42 | 25.17 | 0.2 | 4 |
| 2026-08-21 | 323.45 | 25.8 | 0.2 | 4.78 |
| 2026-08-20 | 322.15 | 33.12 | 0.22 | 11.95 |
| 2026-08-19 | 317.24 | 27.4 | 0.21 | 6.37 |
| 2026-08-18 | 320.72 | 28.12 | 0.21 | 6.37 |
| 2026-08-17 | 318.5 | 32.42 | 0.22 | 10 |
| 2026-08-14 | 323.36 | 30.18 | 0.21 | 7.17 |
| 2026-08-13 | 319.86 | 32.6 | 0.22 | 9.56 |
| 2026-08-12 | 317.45 | 33.59 | 0.22 | 10.76 |
| 2026-08-11 | 316.52 | 36 | 0.22 | 13.94 |
| 2026-08-10 | 318.42 | 39.88 | 0.23 | 19.2 |
| 2026-08-07 | 321.87 | 41.42 | 0.24 | 22.31 |
| 2026-08-06 | 323.49 | 43.36 | 0.24 | 25.9 |
| 2026-08-05 | 323.58 | 41.54 | 0.24 | 22.71 |
| 2026-08-04 | 321.75 | 34.77 | 0.22 | 11.95 |
| 2026-08-03 | 321.37 | 46.99 | 0.25 | 32.8 |
| 2026-07-31 | 319.98 | 53.6 | 0.26 | 51.39 |
| 2026-07-30 | 318.36 | 51.53 | 0.26 | 46.22 |
| 2026-07-29 | 332.61 | 53.82 | 0.26 | 52.19 |
| 2026-07-28 | 334.24 | 45.95 | 0.25 | 31.08 |
| 2026-07-27 | 328.87 | 48.52 | 0.25 | 38.8 |
| 2026-07-24 | 329.1 | 43.94 | 0.24 | 26.69 |
| 2026-07-23 | 317.41 | 51.11 | 0.26 | 44.22 |
| 2026-07-22 | 319.69 | 71.54 | 0.3 | 84.06 |
| 2026-07-21 | 321.18 | 65.83 | 0.29 | 78.49 |
| 2026-07-20 | 321.51 | 62.77 | 0.28 | 72.8 |
| 2026-07-17 | 323.06 | 61.79 | 0.28 | 71.71 |
| 2026-07-16 | 315.26 | 59.42 | 0.27 | 64.14 |
| 2026-07-15 | 307.73 | 65.65 | 0.29 | 76.1 |
| 2026-07-14 | 319.92 | 61.72 | 0.28 | 70.92 |
| 2026-07-13 | 320.66 | 62.1 | 0.28 | 71.2 |
| 2026-07-10 | 314.99 | 64.77 | 0.29 | 73.71 |