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Xperi Inc XPER

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Market datapartial · fetched 2026-10-22T21:13:04.317Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002780661Z

FundamentalsAlpha Vantage · unavailable

Share price$5.21
1D+0.0%
AH$5.10$5.14$5.17$5.21$5.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPER
Sold putSold callAH

Xperi Inc options

Live interpolated XPER call and put midpoint premiums by absolute delta.Xperi Inc$0.24$1.50$2.76$4.02$5.28$2.47$3.72$4.98$6.23$7.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPER spot · $5.21XPER PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.60$1.14$1.68$2.22$2.76$3.30$3.84$4.38$4.92
PutsExpensive2.31×
CallsExpensive1.78×
SkewBearish+31.91 pp
Implied moveBearish±$2.05
TiltBearish77.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.37242.2%42.4%
25Δ9.95228.6%98.2%3.83198.1%33.7%
30Δ7.52168.7%51.5%4.28154.0%25.0%
35Δ7.16151.3%44.7%4.73109.9%16.3%
40Δ6.82134.2%38.1%5.2489.6%10.9%
45Δ6.48117.0%31.6%5.83103.2%10.0%
50Δ6.1499.9%25.0%6.41116.7%9.2%
55Δ5.8082.8%18.5%6.99130.3%8.4%
60Δ5.4665.7%11.9%7.58143.9%7.5%
65Δ5.1248.5%5.4%8.16157.4%6.7%
70Δ8.75171.0%5.8%
75Δ9.33184.5%5.0%
80Δ9.91198.1%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
242.2%
B/E move
42.4%

25Δ

Calls
Pseudo strike
9.95
IV
228.6%
B/E move
98.2%
Puts
Pseudo strike
3.83
IV
198.1%
B/E move
33.7%

30Δ

Calls
Pseudo strike
7.52
IV
168.7%
B/E move
51.5%
Puts
Pseudo strike
4.28
IV
154.0%
B/E move
25.0%

35Δ

Calls
Pseudo strike
7.16
IV
151.3%
B/E move
44.7%
Puts
Pseudo strike
4.73
IV
109.9%
B/E move
16.3%

40Δ

Calls
Pseudo strike
6.82
IV
134.2%
B/E move
38.1%
Puts
Pseudo strike
5.24
IV
89.6%
B/E move
10.9%

45Δ

Calls
Pseudo strike
6.48
IV
117.0%
B/E move
31.6%
Puts
Pseudo strike
5.83
IV
103.2%
B/E move
10.0%

50Δ

Calls
Pseudo strike
6.14
IV
99.9%
B/E move
25.0%
Puts
Pseudo strike
6.41
IV
116.7%
B/E move
9.2%

55Δ

Calls
Pseudo strike
5.80
IV
82.8%
B/E move
18.5%
Puts
Pseudo strike
6.99
IV
130.3%
B/E move
8.4%

60Δ

Calls
Pseudo strike
5.46
IV
65.7%
B/E move
11.9%
Puts
Pseudo strike
7.58
IV
143.9%
B/E move
7.5%

65Δ

Calls
Pseudo strike
5.12
IV
48.5%
B/E move
5.4%
Puts
Pseudo strike
8.16
IV
157.4%
B/E move
6.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.75
IV
171.0%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.33
IV
184.5%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.91
IV
198.1%
B/E move
4.2%

Options history

No recorded observations