Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1272 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1371
Historical Volatility (Parkinson)	0.1272
Implied Volatility (Calls)	0.1770
Implied Volatility (Puts)	0.2069
Implied Volatility (Mean)	0.1920
Put-Call Implied Volatility Ratio	1.1689
Implied Volatility Skew	0.0391
Option Statistics
Put-Call Ratio (Volume)	0.5588
Put-Call Ratio (Open Interest)	0.4965
Forward Price	95.49
Call Breakeven Price	99.41
Put Breakeven Price	89.60
Option Breakeven Price	96.62