Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0841 for 2021-03-03.

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

Figures for 2021-03-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2344
Historical Volatility (Parkinson)	0.2674
Implied Volatility (Calls)	0.2998
Implied Volatility (Puts)	0.2836
Implied Volatility (Mean)	0.2917
Put-Call Implied Volatility Ratio	0.9460
Implied Volatility Skew	0.0841
Option Statistics
Put-Call Ratio (Volume)	0.0843
Put-Call Ratio (Open Interest)	0.2953
Forward Price	68.00
Call Breakeven Price	70.94
Put Breakeven Price	56.52
Option Breakeven Price	67.84

Data from Quantcha