Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Xperi Holding Corporation (XPER) had 30-Day Historical Volatility (Close-to-Close) of 0.3268 for 2022-08-05.

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

Figures for 2022-08-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3268
Historical Volatility (Parkinson)	0.2918
Implied Volatility (Calls)	0.5153
Implied Volatility (Puts)	0.4218
Implied Volatility (Mean)	0.4686
Put-Call Implied Volatility Ratio	0.8186
Implied Volatility Skew	0.1077
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5413
Forward Price	17.24
Call Breakeven Price	17.92
Put Breakeven Price	15.43
Option Breakeven Price	16.80

Data from Quantcha