Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Establishment Labs Holdings Inc. (ESTA) had 30-Day Historical Volatility (Close-to-Close) of 0.4978 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4978
Historical Volatility (Parkinson)	0.4868
Implied Volatility (Calls)	0.9183
Implied Volatility (Puts)	0.9421
Implied Volatility (Mean)	0.9302
Put-Call Implied Volatility Ratio	1.0259
Implied Volatility Skew	0.0535
Option Statistics
Put-Call Ratio (Volume)	1.3906
Put-Call Ratio (Open Interest)	0.9106
Forward Price	49.57
Call Breakeven Price	54.49
Put Breakeven Price	30.96
Option Breakeven Price	42.97