Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.2444 for 2021-04-16.

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

Figures for 2021-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2195
Historical Volatility (Parkinson)	0.2444
Implied Volatility (Calls)	0.2387
Implied Volatility (Puts)	0.2557
Implied Volatility (Mean)	0.2472
Put-Call Implied Volatility Ratio	1.0712
Implied Volatility Skew	0.0515
Option Statistics
Put-Call Ratio (Volume)	2.1501
Put-Call Ratio (Open Interest)	1.2939
Forward Price	70.80
Call Breakeven Price	75.73
Put Breakeven Price	58.08
Option Breakeven Price	66.08

Data from Quantcha