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 0.0771 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)	0.1382
Historical Volatility (Parkinson)	0.1270
Implied Volatility (Calls)	0.1824
Implied Volatility (Puts)	0.2107
Implied Volatility (Mean)	0.1965
Put-Call Implied Volatility Ratio	1.1547
Implied Volatility Skew	0.0771
Option Statistics
Put-Call Ratio (Volume)	1.6134
Put-Call Ratio (Open Interest)	0.5602
Forward Price	95.91
Call Breakeven Price	99.02
Put Breakeven Price	89.61
Option Breakeven Price	96.31