Historical Volatility (Close-to-Close) (60-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.

ConocoPhillips (COP) had 60-Day Historical Volatility (Close-to-Close) of 0.1837 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1837
Historical Volatility (Parkinson)	0.1856
Implied Volatility (Calls)	0.2054
Implied Volatility (Puts)	0.2158
Implied Volatility (Mean)	0.2106
Put-Call Implied Volatility Ratio	1.0507
Implied Volatility Skew	0.0181
Option Statistics
Put-Call Ratio (Volume)	0.7346
Put-Call Ratio (Open Interest)	0.7100
Forward Price	117.29
Call Breakeven Price	129.81
Put Breakeven Price	109.49
Option Breakeven Price	121.58