Implied Volatility (Puts) (120-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Xperi Inc. (XPER) 120-Day Implied Volatility (Puts) data is not available for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4653
Historical Volatility (Parkinson)	0.4246
Implied Volatility (Calls)	0.5583
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1713
Forward Price	10.27
Call Breakeven Price	15.11
Put Breakeven Price	10.29
Option Breakeven Price	14.61