Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0267 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)	0.2165
Historical Volatility (Parkinson)	0.2351
Implied Volatility (Calls)	0.2458
Implied Volatility (Puts)	0.2663
Implied Volatility (Mean)	0.2560
Put-Call Implied Volatility Ratio	1.0834
Implied Volatility Skew	0.0267
Option Statistics
Put-Call Ratio (Volume)	4.8607
Put-Call Ratio (Open Interest)	2.6433
Forward Price	70.89
Call Breakeven Price	78.74
Put Breakeven Price	55.69
Option Breakeven Price	61.93

Data from Quantcha