Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.2521 for 2026-03-20.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2960
Historical Volatility (Parkinson)	0.2521
Implied Volatility (Calls)	0.3582
Implied Volatility (Puts)	0.3552
Implied Volatility (Mean)	0.3567
Put-Call Implied Volatility Ratio	0.9916
Implied Volatility Skew	0.0087
Option Statistics
Put-Call Ratio (Volume)	0.8145
Put-Call Ratio (Open Interest)	0.5626