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 0.1477 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1477
Historical Volatility (Parkinson)	0.1391
Implied Volatility (Calls)	0.1876
Implied Volatility (Puts)	0.2123
Implied Volatility (Mean)	0.1999
Put-Call Implied Volatility Ratio	1.1317
Implied Volatility Skew	0.0215
Option Statistics
Put-Call Ratio (Volume)	5.9533
Put-Call Ratio (Open Interest)	0.2570
Forward Price	96.88
Call Breakeven Price	101.03
Put Breakeven Price	88.16
Option Breakeven Price	98.50