Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Otis Worldwide Corporation (OTIS) had 30-Day Historical Volatility (Close-to-Close) of 0.2106 for 2024-04-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2106
Historical Volatility (Parkinson)	0.1602
Implied Volatility (Calls)	0.1560
Implied Volatility (Puts)	0.1867
Implied Volatility (Mean)	0.1714
Put-Call Implied Volatility Ratio	1.1971
Implied Volatility Skew	0.0288
Option Statistics
Put-Call Ratio (Volume)	2.0931
Put-Call Ratio (Open Interest)	0.7977
Forward Price	93.12
Call Breakeven Price	97.84
Put Breakeven Price	91.34
Option Breakeven Price	95.06