Tracking CRC historical volatility helps you see how much California Resources Corp's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, CRC's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CRC 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.
Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. CRC's 30 day historical volatility, or CRC HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CRC's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
California Resources Corporation operates as an independent oil and natural gas company. The company explores for, produces, gathers, processes, and markets crude oil, natural gas, and natural gas liquids for marketers, California refineries, and other purchasers that have access to transportation and storage facilities. As of December 31, 2021, it had interests in approximately 1.9 million net mineral acres with proved reserves totaled an estimated 480 million barrels of oil equivalent. The company also engages in the generation and sale of electricity to the local utility and the grid. The company was incorporated in 2014 and is based in Santa Clarita, California.
Prices move. This one stays.Lock in 5 years at a special price and save $2,243. Ending soon.See the Early Bird Black Friday deal →