Historical Volatility (Parkinson) (10-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.

ConocoPhillips (COP) had 10-Day Historical Volatility (Parkinson) of 0.1928 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1188
Historical Volatility (Parkinson)	0.1928
Implied Volatility (Calls)	0.3045
Implied Volatility (Puts)	0.2996
Implied Volatility (Mean)	0.3020
Put-Call Implied Volatility Ratio	0.9841
Implied Volatility Skew	-0.0190
Option Statistics
Put-Call Ratio (Volume)	0.9928
Put-Call Ratio (Open Interest)	0.3988
Forward Price	130.07
Call Breakeven Price	134.56
Put Breakeven Price	124.90
Option Breakeven Price	131.81