Historical Volatility (Parkinson) (120-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.

Establishment Labs Holdings Inc. (ESTA) had 120-Day Historical Volatility (Parkinson) of 0.5340 for 2024-06-25.

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

Figures for 2024-06-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6228
Historical Volatility (Parkinson)	0.5340
Implied Volatility (Calls)	0.6413
Implied Volatility (Puts)	0.6146
Implied Volatility (Mean)	0.6280
Put-Call Implied Volatility Ratio	0.9583
Implied Volatility Skew	0.0094
Option Statistics
Put-Call Ratio (Volume)	0.2041
Put-Call Ratio (Open Interest)	1.1524
Forward Price	45.58
Call Breakeven Price	60.54
Put Breakeven Price	23.18
Option Breakeven Price	40.88