Historical Volatility (Parkinson) (30-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Otis Worldwide Corporation (OTIS) had 30-Day Historical Volatility (Parkinson) of 0.1737 for 2021-04-20.

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

Figures for 2021-04-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1468
Historical Volatility (Parkinson)	0.1737
Implied Volatility (Calls)	0.2642
Implied Volatility (Puts)	0.2678
Implied Volatility (Mean)	0.2660
Put-Call Implied Volatility Ratio	1.0136
Implied Volatility Skew	0.0807
Option Statistics
Put-Call Ratio (Volume)	0.5769
Put-Call Ratio (Open Interest)	0.7372
Forward Price	70.60
Call Breakeven Price	74.29
Put Breakeven Price	63.82
Option Breakeven Price	69.70

Data from Quantcha