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 0.0119 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)	0.1570
Historical Volatility (Parkinson)	0.1391
Implied Volatility (Calls)	0.1588
Implied Volatility (Puts)	0.1979
Implied Volatility (Mean)	0.1784
Put-Call Implied Volatility Ratio	1.2458
Implied Volatility Skew	0.0119
Option Statistics
Put-Call Ratio (Volume)	1.8923
Put-Call Ratio (Open Interest)	0.2287
Forward Price	94.18
Call Breakeven Price	101.46
Put Breakeven Price	85.74
Option Breakeven Price	98.46