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 0.2445 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)	0.2445
Historical Volatility (Parkinson)	0.2442
Implied Volatility (Calls)	0.2901
Implied Volatility (Puts)	0.3134
Implied Volatility (Mean)	0.3018
Put-Call Implied Volatility Ratio	1.0803
Implied Volatility Skew	0.1005
Option Statistics
Put-Call Ratio (Volume)	0.5115
Put-Call Ratio (Open Interest)	0.1598
Forward Price	64.15
Call Breakeven Price	67.93
Put Breakeven Price	59.81
Option Breakeven Price	66.20

Data from Quantcha