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 0.1593 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1593
Historical Volatility (Parkinson)	0.1404
Implied Volatility (Calls)	0.1581
Implied Volatility (Puts)	0.1904
Implied Volatility (Mean)	0.1742
Put-Call Implied Volatility Ratio	1.2039
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6553
Put-Call Ratio (Open Interest)	0.2777
Forward Price	94.34
Call Breakeven Price	100.07
Put Breakeven Price	87.02
Option Breakeven Price	97.51