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 0.0141 for 2021-05-07.

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

Figures for 2021-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2398
Historical Volatility (Parkinson)	0.1840
Implied Volatility (Calls)	0.2225
Implied Volatility (Puts)	0.2156
Implied Volatility (Mean)	0.2190
Put-Call Implied Volatility Ratio	0.9690
Implied Volatility Skew	0.0141
Option Statistics
Put-Call Ratio (Volume)	1.5261
Put-Call Ratio (Open Interest)	0.5610
Forward Price	78.28
Call Breakeven Price	83.16
Put Breakeven Price	62.53
Option Breakeven Price	79.14

Data from Quantcha