Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.3178 for 2025-12-16.

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
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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

Figures for 2025-12-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3178
Historical Volatility (Parkinson)	0.2418
Implied Volatility (Calls)	0.2584
Implied Volatility (Puts)	0.2365
Implied Volatility (Mean)	0.2475
Put-Call Implied Volatility Ratio	0.9152
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5786
Put-Call Ratio (Open Interest)	0.6838