Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Xperi Inc. (XPER) had 120-Day Implied Volatility Skew of 0.0257 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4650
Historical Volatility (Parkinson)	0.4207
Implied Volatility (Calls)	0.4899
Implied Volatility (Puts)	0.5090
Implied Volatility (Mean)	0.4995
Put-Call Implied Volatility Ratio	1.0389
Implied Volatility Skew	0.0257
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1589
Forward Price	9.98
Call Breakeven Price	14.36
Put Breakeven Price	9.44
Option Breakeven Price	13.81