Xperi Inc. (XPER) Options History
Historical options analytics archive for XPER with monthly max pain, implied volatility, gamma exposure, and put/call data.
114 months of complete options data available.
XPER monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XPER. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 80.6% | 13.3% | $10.00 | -$10.4K | $973.5K | 0.16 |
| 2026-08 | 21 | 97.0% | 17.0% | $5.00 | -$25.6K | $1.0M | 2.27 |
| 2026-07 | 22 | 96.3% | 16.9% | $5.00 | -$23.6K | -$21.4K | 24.41 |
| 2026-06 | 21 | 93.6% | 18.6% | $2.50 | -$17.8K | -$360.4K | 0.11 |
| 2026-05 | 20 | 69.8% | 23.2% | $2.50 | -$103.0K | $281.6K | 10.91 |
| 2026-04 | 21 | 136.8% | 55.4% | $7.50 | -$63.4K | $1.2M | 17.26 |
This archive aggregates XPER's daily end-of-day options snapshots into monthly summaries, spanning 2017-03 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how XPER option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 80.6%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.16.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked XPER history questions
- How much options history is available for XPER?
- This archive holds 114 months of XPER options analytics, spanning 2017-03 through 2026-09. Each entry is a monthly rollup of XPER's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the XPER archive.
- What data does each monthly XPER aggregate contain?
- Every monthly row summarizes that month of XPER option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 80.6%, an average IV rank of 13.3%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.16.
- How is the XPER options-history archive built and how often does it update?
- The archive is derived from XPER's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how XPER's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.