Historical Volatility (Close-to-Close) (90-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Otis Worldwide Corporation (OTIS) had 90-Day Historical Volatility (Close-to-Close) of 0.2440 for 2021-01-25.

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

Figures for 2021-01-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2440
Historical Volatility (Parkinson)	0.2501
Implied Volatility (Calls)	0.2748
Implied Volatility (Puts)	0.2944
Implied Volatility (Mean)	0.2846
Put-Call Implied Volatility Ratio	1.0713
Implied Volatility Skew	0.0498
Option Statistics
Put-Call Ratio (Volume)	0.2945
Put-Call Ratio (Open Interest)	0.5157
Forward Price	64.13
Call Breakeven Price	71.27
Put Breakeven Price	55.36
Option Breakeven Price	65.63

Data from Quantcha