Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0323 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)	0.1580
Historical Volatility (Parkinson)	0.1645
Implied Volatility (Calls)	0.2501
Implied Volatility (Puts)	0.2635
Implied Volatility (Mean)	0.2568
Put-Call Implied Volatility Ratio	1.0536
Implied Volatility Skew	0.0323
Option Statistics
Put-Call Ratio (Volume)	0.3407
Put-Call Ratio (Open Interest)	1.0653
Forward Price	70.75
Call Breakeven Price	75.23
Put Breakeven Price	63.57
Option Breakeven Price	69.21

Data from Quantcha