Historical Volatility (Parkinson) (180-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 180-Day Historical Volatility (Parkinson) of 0.2330 for 2025-10-23.

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 2025-10-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2696
Historical Volatility (Parkinson)	0.2330
Implied Volatility (Calls)	0.2974
Implied Volatility (Puts)	0.2949
Implied Volatility (Mean)	0.2961
Put-Call Implied Volatility Ratio	0.9917
Implied Volatility Skew	0.0256
Option Statistics
Put-Call Ratio (Volume)	0.5224
Put-Call Ratio (Open Interest)	1.1147