Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.1783 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1783
Historical Volatility (Parkinson)	0.1821
Implied Volatility (Calls)	0.2129
Implied Volatility (Puts)	0.2554
Implied Volatility (Mean)	0.2341
Put-Call Implied Volatility Ratio	1.1996
Implied Volatility Skew	-0.0238
Option Statistics
Put-Call Ratio (Volume)	1.3538
Put-Call Ratio (Open Interest)	0.6958
Forward Price	130.75
Call Breakeven Price	139.52
Put Breakeven Price	113.54
Option Breakeven Price	129.15