Implied Volatility
The 30-day options-implied volatility of XPER / Xperi Inc. is 68.48.
68.48%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.68 | 0.43 | |
| 2025-09-04 | 0.73 | 0.43 | |
| 2025-09-03 | 0.69 | 0.43 | |
| 2025-09-02 | 0.75 | 0.42 | |
| 2025-08-29 | 0.89 | 0.44 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.18 | 0.46 | |
| 2025-08-27 | 1.03 | 0.47 | |
| 2025-08-26 | 0.74 | 0.72 | |
| 2025-08-25 | 0.81 | 0.72 | |
| 2025-08-22 | 1.09 | 0.70 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.12 | 0.70 | |
| 2025-08-20 | 0.56 | 0.70 | |
| 2025-08-19 | 0.91 | 0.70 | |
| 2025-08-18 | 0.79 | 0.68 | |
| 2025-08-15 | 0.55 | 0.68 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
