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 0.0176 for 2024-04-23.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1438
Historical Volatility (Parkinson)	0.1352
Implied Volatility (Calls)	0.1646
Implied Volatility (Puts)	0.1968
Implied Volatility (Mean)	0.1807
Put-Call Implied Volatility Ratio	1.1958
Implied Volatility Skew	0.0176
Option Statistics
Put-Call Ratio (Volume)	0.0192
Put-Call Ratio (Open Interest)	0.1385
Forward Price	99.20
Call Breakeven Price	105.21
Put Breakeven Price	86.52
Option Breakeven Price	103.26