Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.3637 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4297
Historical Volatility (Parkinson)	0.3637
Implied Volatility (Calls)	1.3675
Implied Volatility (Puts)	0.6031
Implied Volatility (Mean)	0.9853
Put-Call Implied Volatility Ratio	0.4410
Implied Volatility Skew	-0.0160
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.8333
Forward Price	10.43
Call Breakeven Price	12.72
Put Breakeven Price	9.45
Option Breakeven Price	10.13