Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2573 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)	0.2573
Historical Volatility (Parkinson)	0.2650
Implied Volatility (Calls)	0.2944
Implied Volatility (Puts)	0.3186
Implied Volatility (Mean)	0.3065
Put-Call Implied Volatility Ratio	1.0822
Implied Volatility Skew	0.1129
Option Statistics
Put-Call Ratio (Volume)	0.5979
Put-Call Ratio (Open Interest)	0.1286
Forward Price	64.15
Call Breakeven Price	67.23
Put Breakeven Price	61.14
Option Breakeven Price	66.14

Data from Quantcha