IntraAlpha
Create free account Start free

Otis Worldwide Corporation OTIS

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T16:42:09.207Z

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 · 2026-11-12T16:41:57.256533515Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:42:07.461344+00:00

Share price$77.59
1D-0.4%
$77.54$77.72$77.90$78.08$78.265:30 AM6:30 AM9:00 AM1:00 PMOTIS
Sold putSold call

Otis Worldwide Corporation options

Live interpolated OTIS call and put midpoint premiums by absolute delta.Otis Worldwide Corporation$0.46$1.21$1.96$2.71$3.46$72.57$75.09$77.60$80.12$82.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OTIS spot · $77.58OTIS PRICE$0.61$0.70$0.79$0.87$0.96$1.04$1.21$1.54$1.87$2.20$2.53$2.86$0.54$0.66$0.75$0.83$0.91$0.99$1.20$1.48$1.76$2.04$2.33$2.61$3.25
PutsCheap0.84×
Calls——
Skew——
Implied moveBearish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.7541.4%5.6%
25Δ81.1437.9%5.4%74.8937.7%4.3%
30Δ79.8633.2%3.8%75.5334.6%3.6%
35Δ79.3530.8%3.3%76.1131.5%3.0%
40Δ78.8428.4%2.7%76.7028.4%2.3%
45Δ78.3426.1%2.2%77.2825.3%1.7%
50Δ77.8323.7%1.7%77.7624.4%1.3%
55Δ77.3522.4%1.3%78.1724.7%1.2%
60Δ76.9123.2%1.1%78.5925.1%1.0%
65Δ76.4724.0%1.0%79.0025.4%0.8%
70Δ76.0324.8%0.8%79.4125.8%0.6%
75Δ75.5925.6%0.7%79.8326.1%0.5%
80Δ75.1526.4%0.6%80.5727.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.75
IV
41.4%
B/E move
5.6%

25Δ

Calls
Pseudo strike
81.14
IV
37.9%
B/E move
5.4%
Puts
Pseudo strike
74.89
IV
37.7%
B/E move
4.3%

30Δ

Calls
Pseudo strike
79.86
IV
33.2%
B/E move
3.8%
Puts
Pseudo strike
75.53
IV
34.6%
B/E move
3.6%

35Δ

Calls
Pseudo strike
79.35
IV
30.8%
B/E move
3.3%
Puts
Pseudo strike
76.11
IV
31.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
78.84
IV
28.4%
B/E move
2.7%
Puts
Pseudo strike
76.70
IV
28.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
78.34
IV
26.1%
B/E move
2.2%
Puts
Pseudo strike
77.28
IV
25.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
77.83
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
77.76
IV
24.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
77.35
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
78.17
IV
24.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
76.91
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
78.59
IV
25.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
76.47
IV
24.0%
B/E move
1.0%
Puts
Pseudo strike
79.00
IV
25.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
76.03
IV
24.8%
B/E move
0.8%
Puts
Pseudo strike
79.41
IV
25.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
75.59
IV
25.6%
B/E move
0.7%
Puts
Pseudo strike
79.83
IV
26.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
75.15
IV
26.4%
B/E move
0.6%
Puts
Pseudo strike
80.57
IV
27.5%
B/E move
0.3%

Options history

IV · four-Friday blend24.15%
Daily close
OTIS22.1%26.5%30.9%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 14Sep 25Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%