Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0228 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)	0.2268
Historical Volatility (Parkinson)	0.2429
Implied Volatility (Calls)	0.2348
Implied Volatility (Puts)	0.2629
Implied Volatility (Mean)	0.2488
Put-Call Implied Volatility Ratio	1.1197
Implied Volatility Skew	0.0228
Option Statistics
Put-Call Ratio (Volume)	4.3345
Put-Call Ratio (Open Interest)	3.3892
Forward Price	70.87
Call Breakeven Price	78.60
Put Breakeven Price	56.38
Option Breakeven Price	61.67

Data from Quantcha