Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2488 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)	0.2488
Historical Volatility (Parkinson)	0.2548
Implied Volatility (Calls)	0.2749
Implied Volatility (Puts)	0.2950
Implied Volatility (Mean)	0.2850
Put-Call Implied Volatility Ratio	1.0731
Implied Volatility Skew	0.0414
Option Statistics
Put-Call Ratio (Volume)	0.4710
Put-Call Ratio (Open Interest)	0.7954
Forward Price	64.09
Call Breakeven Price	72.89
Put Breakeven Price	55.94
Option Breakeven Price	65.49

Data from Quantcha