Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0236 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4830
Historical Volatility (Parkinson)	0.6414
Implied Volatility (Calls)	0.5490
Implied Volatility (Puts)	0.6870
Implied Volatility (Mean)	0.6180
Put-Call Implied Volatility Ratio	1.2513
Implied Volatility Skew	0.0236
Option Statistics
Put-Call Ratio (Volume)	0.1724
Put-Call Ratio (Open Interest)	0.2364