Implied Volatility Skew (60-Day)

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

Xperi Inc. (XPER) 60-Day Implied Volatility Skew data is not available for 2024-05-01.

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Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4119
Historical Volatility (Parkinson)	0.3488
Implied Volatility (Calls)	0.4767
Implied Volatility (Puts)	0.4868
Implied Volatility (Mean)	0.4818
Put-Call Implied Volatility Ratio	1.0213
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0379
Forward Price	10.54
Call Breakeven Price	15.61
Put Breakeven Price	9.56
Option Breakeven Price	15.45