Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.1788 for 2020-11-30.

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

Figures for 2020-11-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1788
Historical Volatility (Parkinson)	0.2486
Implied Volatility (Calls)	0.2606
Implied Volatility (Puts)	0.2692
Implied Volatility (Mean)	0.2649
Put-Call Implied Volatility Ratio	1.0330
Implied Volatility Skew	0.0821
Option Statistics
Put-Call Ratio (Volume)	0.0754
Put-Call Ratio (Open Interest)	0.2106
Forward Price	66.78
Call Breakeven Price	69.74
Put Breakeven Price	62.94
Option Breakeven Price	68.91

Data from Quantcha