Implied Volatility (Puts) (180-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Establishment Labs Holdings Inc. (ESTA) had 180-Day Implied Volatility (Puts) of 0.6744 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)	0.6224
Historical Volatility (Parkinson)	0.5944
Implied Volatility (Calls)	0.6906
Implied Volatility (Puts)	0.6744
Implied Volatility (Mean)	0.6825
Put-Call Implied Volatility Ratio	0.9765
Implied Volatility Skew	0.0239
Option Statistics
Put-Call Ratio (Volume)	1.1429
Put-Call Ratio (Open Interest)	0.6588
Forward Price	45.86
Call Breakeven Price	60.15
Put Breakeven Price	31.39
Option Breakeven Price	49.61