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 0.2461 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)	0.2461
Historical Volatility (Parkinson)	0.2112
Implied Volatility (Calls)	0.2305
Implied Volatility (Puts)	0.2250
Implied Volatility (Mean)	0.2278
Put-Call Implied Volatility Ratio	0.9761
Implied Volatility Skew	0.0172
Option Statistics
Put-Call Ratio (Volume)	3.6193
Put-Call Ratio (Open Interest)	1.2888
Forward Price	78.25
Call Breakeven Price	83.58
Put Breakeven Price	61.23
Option Breakeven Price	75.89

Data from Quantcha