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 0.3356 for 2021-05-07.

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

Figures for 2021-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3356
Historical Volatility (Parkinson)	0.1901
Implied Volatility (Calls)	0.2047
Implied Volatility (Puts)	0.2298
Implied Volatility (Mean)	0.2172
Put-Call Implied Volatility Ratio	1.1226
Implied Volatility Skew	-0.0113
Option Statistics
Put-Call Ratio (Volume)	0.3333
Put-Call Ratio (Open Interest)	0.6984
Forward Price	78.26
Call Breakeven Price	80.12
Put Breakeven Price	69.50
Option Breakeven Price	77.82

Data from Quantcha