Implied Volatility Skew (180-Day)

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

Establishment Labs Holdings Inc. (ESTA) had 180-Day Implied Volatility Skew of 0.0368 for 2024-06-28.

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

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6199
Historical Volatility (Parkinson)	0.5927
Implied Volatility (Calls)	0.6790
Implied Volatility (Puts)	0.6815
Implied Volatility (Mean)	0.6802
Put-Call Implied Volatility Ratio	1.0038
Implied Volatility Skew	0.0368
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6385
Forward Price	46.57
Call Breakeven Price	60.29
Put Breakeven Price	31.83
Option Breakeven Price	50.30