Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Otis Worldwide Corporation (OTIS) had 120-Day Historical Volatility (Parkinson) of 0.1410 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)	0.1595
Historical Volatility (Parkinson)	0.1410
Implied Volatility (Calls)	0.1549
Implied Volatility (Puts)	0.1923
Implied Volatility (Mean)	0.1736
Put-Call Implied Volatility Ratio	1.2413
Implied Volatility Skew	0.0056
Option Statistics
Put-Call Ratio (Volume)	2.4958
Put-Call Ratio (Open Interest)	0.2844
Forward Price	93.90
Call Breakeven Price	99.90
Put Breakeven Price	86.87
Option Breakeven Price	97.29