Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Otis Worldwide Corporation (OTIS) had 20-Day Put-Call Implied Volatility Ratio of 0.9456 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1531
Historical Volatility (Parkinson)	0.1434
Implied Volatility (Calls)	0.2691
Implied Volatility (Puts)	0.2545
Implied Volatility (Mean)	0.2618
Put-Call Implied Volatility Ratio	0.9456
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7291
Put-Call Ratio (Open Interest)	1.6846
Forward Price	95.67
Call Breakeven Price	99.20
Put Breakeven Price	93.94
Option Breakeven Price	95.95