Historical Volatility (Parkinson) (10-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Xperi Inc. (XPER) had 10-Day Historical Volatility (Parkinson) of 0.3335 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3657
Historical Volatility (Parkinson)	0.3335
Implied Volatility (Calls)	0.6014
Implied Volatility (Puts)	0.5630
Implied Volatility (Mean)	0.5822
Put-Call Implied Volatility Ratio	0.9362
Implied Volatility Skew	0.1987
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.8750
Forward Price	10.05
Call Breakeven Price	12.16
Put Breakeven Price	9.82
Option Breakeven Price	10.42