Freeport-McMoRan Inc (FCX) Historical Volatility

Tracking FCX historical volatility helps you see how much Freeport-McMoRan Inc'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, Freeport-McMoRan Inc's HV tells you what really happened. Use our scanner to monitor FCX 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 FCX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Freeport-McMoRan Inc'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.

Freeport-McMoRan Inc. engages in the mining of mineral properties in North America, South America, and Indonesia. The company primarily explores for copper, gold, molybdenum, silver, and other metals, as well as oil and gas. Its assets include the Grasberg minerals district in Indonesia; Morenci, Bagdad, Safford, Sierrita, and Miami in Arizona; Tyrone and Chino in New Mexico; and Henderson and Climax in Colorado, North America, as well as Cerro Verde in Peru and El Abra in Chile. The company also operates a portfolio of oil and gas properties primarily located in offshore California and the Gulf of Mexico.

As of December 31, 2021, it operated approximately 135 wells. The company was formerly known as Freeport-McMoRan Copper & Gold Inc. and changed its name to Freeport-McMoRan Inc. in July 2014. Freeport-McMoRan Inc. was incorporated in 1987 and is headquartered in Phoenix, Arizona.

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 Freeport-McMoRan Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where FCX HV is running hot, cold, or in line. Make the FCX 30 day historical volatility — and every other window — work for your edge instead of against it.