Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.1730 for 2025-10-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-10-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4490
Historical Volatility (Parkinson)	0.6018
Implied Volatility (Calls)	0.9049
Implied Volatility (Puts)	0.8520
Implied Volatility (Mean)	0.8785
Put-Call Implied Volatility Ratio	0.9415
Implied Volatility Skew	0.1730
Option Statistics
Put-Call Ratio (Volume)	0.1429
Put-Call Ratio (Open Interest)	0.2645