California Resources Corp (CRC) Historical Volatility

Tracking CRC historical volatility helps you see how much California Resources Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, California Resources Corp's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CRC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing California Resources Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts California Resources Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CRC HV is running hot, cold, or in line. Make the CRC 30 day historical volatility — and every other window — work for your edge instead of against it.