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Otis Worldwide Corporation OTIS

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Market dataready · fetched 2026-11-04T09:41:45.686Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T09:25:38.413233482Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T09:38:56.041943+00:00

Share price$77.03
1D
Price history unavailable.

Otis Worldwide Corporation options

Live interpolated OTIS call and put midpoint premiums by absolute delta.Otis Worldwide Corporation$0.24$1.99$3.75$5.50$7.26$69.03$72.73$76.43$80.14$83.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTIS spot · $77.03OTIS PRICE$0.43$0.55$0.70$0.85$1.01$1.16$1.32$1.49$1.66$1.83$2.00$2.17$2.33$0.46$0.59$0.81$1.12$1.42$1.73$2.03$2.60$3.27$3.94$4.83$5.79$6.75
PutsCheap0.77×
CallsCheap0.62×
SkewBearish+10.54 pp
Implied moveBearish±$3.36
TiltBearish33.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.1124.9%5.9%73.7625.0%4.8%
25Δ79.8423.0%4.4%74.6123.9%3.9%
30Δ79.3122.7%3.9%75.2824.2%3.3%
35Δ78.7822.3%3.4%75.8025.6%3.1%
40Δ78.2522.0%2.9%76.3127.0%2.8%
45Δ77.7221.7%2.4%76.8328.4%2.5%
50Δ77.2921.0%2.1%77.3529.8%2.2%
55Δ76.9320.1%1.8%78.0932.0%2.0%
60Δ76.5719.1%1.6%78.9334.4%1.8%
65Δ76.2118.2%1.3%79.7736.8%1.6%
70Δ75.8617.3%1.1%80.8637.7%1.3%
75Δ75.5016.4%0.8%82.0538.0%1.0%
80Δ75.1415.5%0.6%83.2338.3%0.7%

20Δ

Calls
Pseudo strike
81.11
IV
24.9%
B/E move
5.9%
Puts
Pseudo strike
73.76
IV
25.0%
B/E move
4.8%

25Δ

Calls
Pseudo strike
79.84
IV
23.0%
B/E move
4.4%
Puts
Pseudo strike
74.61
IV
23.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
79.31
IV
22.7%
B/E move
3.9%
Puts
Pseudo strike
75.28
IV
24.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
78.78
IV
22.3%
B/E move
3.4%
Puts
Pseudo strike
75.80
IV
25.6%
B/E move
3.1%

40Δ

Calls
Pseudo strike
78.25
IV
22.0%
B/E move
2.9%
Puts
Pseudo strike
76.31
IV
27.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
77.72
IV
21.7%
B/E move
2.4%
Puts
Pseudo strike
76.83
IV
28.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
77.29
IV
21.0%
B/E move
2.1%
Puts
Pseudo strike
77.35
IV
29.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
76.93
IV
20.1%
B/E move
1.8%
Puts
Pseudo strike
78.09
IV
32.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
76.57
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
78.93
IV
34.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
76.21
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
79.77
IV
36.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
75.86
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
80.86
IV
37.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
75.50
IV
16.4%
B/E move
0.8%
Puts
Pseudo strike
82.05
IV
38.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
75.14
IV
15.5%
B/E move
0.6%
Puts
Pseudo strike
83.23
IV
38.3%
B/E move
0.7%

Options history

IV · four-Friday blend24.15%
Daily close
OTIS22.1%26.5%30.9%2026-08-06: 25.49%2026-08-07: 25.01%2026-08-10: 23.41%2026-08-11: 24.89%2026-08-13: 25.15%2026-08-14: 23.84%2026-08-18: 24.99%2026-08-19: 29.17%2026-08-21: 24.32%2026-08-24: 23.08%2026-08-25: 24.11%2026-08-26: 23.71%2026-08-27: 22.88%2026-08-28: 22.70%2026-08-31: 22.73%2026-09-01: 23.25%2026-09-02: 23.44%2026-09-03: 23.08%2026-09-09: 23.61%2026-09-10: 26.28%2026-09-14: 25.43%2026-09-18: 24.85%2026-09-21: 24.45%2026-09-22: 25.66%2026-09-23: 24.29%2026-09-24: 25.95%2026-09-25: 26.88%2026-09-28: 25.17%2026-09-29: 25.35%2026-09-30: 28.40%2026-10-01: 26.75%2026-10-02: 25.97%2026-10-05: 24.81%2026-10-06: 26.41%2026-10-07: 27.35%2026-10-09: 25.83%2026-10-13: 30.26%2026-10-16: 26.36%2026-10-19: 26.73%2026-10-20: 27.67%2026-10-21: 26.53%2026-10-22: 27.87%2026-10-23: 27.33%2026-10-26: 26.92%2026-10-27: 26.07%2026-10-28: 26.48%2026-10-29: 26.17%2026-10-30: 24.15%Aug 6Sep 22Oct 30
48 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
25.49%
25.01%
23.41%
24.89%
25.15%
23.84%
24.99%
29.17%
24.32%
23.08%
24.11%
23.71%
22.88%
22.70%
22.73%
23.25%
23.44%
23.08%
23.61%
26.28%
25.43%
24.85%
24.45%
25.66%
24.29%
25.95%
26.88%
25.17%
25.35%
28.40%
26.75%
25.97%
24.81%
26.41%
27.35%
25.83%
30.26%
26.36%
26.73%
27.67%
26.53%
27.87%
27.33%
26.92%
26.07%
26.48%
26.17%
24.15%