Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.6382 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6382
Historical Volatility (Parkinson)	0.5093
Implied Volatility (Calls)	0.6799
Implied Volatility (Puts)	0.6151
Implied Volatility (Mean)	0.6475
Put-Call Implied Volatility Ratio	0.9046
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3359
Put-Call Ratio (Open Interest)	0.8769
Forward Price	58.09
Call Breakeven Price	59.47
Put Breakeven Price	36.13
Option Breakeven Price	48.13