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Otis Worldwide Corporation OTIS

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Market datapartial · fetched 2026-10-23T01:59:23.145Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.0023307Z

FundamentalsAlpha Vantage · unavailable

Share price$75.60
1D+3.5%
AH$72.53$73.36$74.19$75.02$75.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOTIS
Sold putSold callAH

Otis Worldwide Corporation options

Live interpolated OTIS call and put midpoint premiums by absolute delta.Otis Worldwide Corporation$0.47$3.48$6.49$9.50$12.51$61.19$67.13$73.08$79.02$84.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTIS spot · $75.60OTIS PRICE$1.04$0.79$1.10$1.40$1.70$1.98$2.26$2.54$2.89$3.31$3.73$4.16$6.88$0.89$1.16$1.44$1.81$2.19$2.59$3.06$3.53$4.27$5.25$7.03$9.61$11.64
PutsExpensive1.33×
CallsCheap0.89×
SkewBearish+7.44 pp
Implied moveBearish±$5.32
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.6954.6%20.0%70.0535.5%8.5%
25Δ79.6324.6%6.4%71.2634.6%7.3%
30Δ78.9826.0%5.9%72.4733.8%6.1%
35Δ78.3227.5%5.4%73.4133.7%5.3%
40Δ77.6628.9%5.0%74.3533.7%4.6%
45Δ76.9228.6%4.4%75.2733.6%3.9%
50Δ76.1427.7%3.7%76.1733.4%3.3%
55Δ75.3726.9%3.1%77.0733.2%2.7%
60Δ74.6326.2%2.5%78.1534.2%2.3%
65Δ73.9225.8%2.2%79.3836.3%2.0%
70Δ73.2125.4%1.8%81.3440.9%1.7%
75Δ72.4925.1%1.4%84.0648.0%1.5%
80Δ69.8736.7%1.5%86.3749.7%1.1%

20Δ

Calls
Pseudo strike
89.69
IV
54.6%
B/E move
20.0%
Puts
Pseudo strike
70.05
IV
35.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
79.63
IV
24.6%
B/E move
6.4%
Puts
Pseudo strike
71.26
IV
34.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
78.98
IV
26.0%
B/E move
5.9%
Puts
Pseudo strike
72.47
IV
33.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
78.32
IV
27.5%
B/E move
5.4%
Puts
Pseudo strike
73.41
IV
33.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
77.66
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
74.35
IV
33.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
76.92
IV
28.6%
B/E move
4.4%
Puts
Pseudo strike
75.27
IV
33.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
76.14
IV
27.7%
B/E move
3.7%
Puts
Pseudo strike
76.17
IV
33.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
75.37
IV
26.9%
B/E move
3.1%
Puts
Pseudo strike
77.07
IV
33.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
74.63
IV
26.2%
B/E move
2.5%
Puts
Pseudo strike
78.15
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
73.92
IV
25.8%
B/E move
2.2%
Puts
Pseudo strike
79.38
IV
36.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
73.21
IV
25.4%
B/E move
1.8%
Puts
Pseudo strike
81.34
IV
40.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
72.49
IV
25.1%
B/E move
1.4%
Puts
Pseudo strike
84.06
IV
48.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
69.87
IV
36.7%
B/E move
1.5%
Puts
Pseudo strike
86.37
IV
49.7%
B/E move
1.1%

Options history

No recorded observations