Phillips 66 (PSX)'s 30-day implied volatility (IV30) was 42.0% at the close on October 29, 2026, down from 42.2% the day before, against a 52-week range of 21.3% to 45.0%. Its 20-day historical volatility was 35.5%.
Key numbers
30-day implied volatility (IV30): 42.0%
IV30 52-week range: 21.3% to 45.0% (median 34.6%)
Historical volatility: 20-day 35.5%, 1-year 35.0%
Implied move by the nearest expiration: ±2.6%
Data as of October 29, 2026.
PSX Implied Volatility (IV) vs Historical Volatility (HV)
The PSX IV term structure shows the implied volatility difference between different maturity dates.
