Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Otis Worldwide Corporation (OTIS) had 120-Day Implied Volatility Skew of 0.0392 for 2021-04-16.

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

Figures for 2021-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2184
Historical Volatility (Parkinson)	0.2385
Implied Volatility (Calls)	0.2422
Implied Volatility (Puts)	0.2610
Implied Volatility (Mean)	0.2516
Put-Call Implied Volatility Ratio	1.0776
Implied Volatility Skew	0.0392
Option Statistics
Put-Call Ratio (Volume)	3.5054
Put-Call Ratio (Open Interest)	1.9686
Forward Price	70.85
Call Breakeven Price	77.24
Put Breakeven Price	56.88
Option Breakeven Price	64.00

Data from Quantcha