Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.2247 for 2021-01-25.

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

Figures for 2021-01-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2247
Historical Volatility (Parkinson)	0.2389
Implied Volatility (Calls)	0.2749
Implied Volatility (Puts)	0.2945
Implied Volatility (Mean)	0.2847
Put-Call Implied Volatility Ratio	1.0713
Implied Volatility Skew	0.0457
Option Statistics
Put-Call Ratio (Volume)	0.3925
Put-Call Ratio (Open Interest)	0.7013
Forward Price	64.11
Call Breakeven Price	71.75
Put Breakeven Price	55.97
Option Breakeven Price	64.99

Data from Quantcha