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Establishment Labs Holdings Inc. Common Shares ESTA

i

Market datapartial · fetched 2026-11-04T08:58:47.598Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:00:04.101375671Z

FundamentalsAlpha Vantage · unavailable

Share price$61.40
1D+1.1%
AH$60.55$61.15$61.76$62.36$62.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESTA
Sold putSold callAH

Establishment Labs Holdings Inc. Common Shares options

Live interpolated ESTA call and put midpoint premiums by absolute delta.Establishment Labs Holdings Inc. Common Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEESTA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.58%
Daily close
ESTA50.5%64.3%78.1%2026-08-06: 56.28%2026-08-07: 55.42%2026-08-10: 55.97%2026-08-11: 55.66%2026-08-12: 54.52%2026-08-13: 55.00%2026-08-14: 53.11%2026-08-17: 57.26%2026-08-18: 59.45%2026-08-19: 61.23%2026-08-20: 68.37%2026-08-21: 55.85%2026-08-24: 54.60%2026-08-25: 55.43%2026-08-26: 55.54%2026-08-27: 54.71%2026-08-28: 54.27%2026-08-31: 55.03%2026-09-01: 54.80%2026-09-02: 52.41%2026-09-03: 54.66%2026-09-04: 53.25%2026-09-08: 57.18%2026-09-09: 57.14%2026-09-10: 57.96%2026-09-11: 57.40%2026-09-14: 61.58%2026-09-15: 60.78%2026-09-16: 63.52%2026-09-17: 68.43%2026-09-18: 56.69%2026-09-21: 57.20%2026-09-22: 57.94%2026-09-23: 57.90%2026-09-24: 59.21%2026-09-25: 58.67%2026-09-28: 57.64%2026-09-29: 56.55%2026-09-30: 57.20%2026-10-01: 56.71%2026-10-02: 57.40%2026-10-05: 58.78%2026-10-06: 58.59%2026-10-07: 59.71%2026-10-08: 62.31%2026-10-09: 61.14%2026-10-12: 63.56%2026-10-13: 68.70%2026-10-14: 73.34%2026-10-15: 76.23%2026-10-16: 62.85%2026-10-19: 62.62%2026-10-20: 63.91%2026-10-21: 62.77%2026-10-22: 63.87%2026-10-23: 65.00%2026-10-26: 64.12%2026-10-27: 65.47%2026-10-28: 64.40%2026-10-29: 58.15%2026-10-30: 59.58%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
56.28%
55.42%
55.97%
55.66%
54.52%
55.00%
53.11%
57.26%
59.45%
61.23%
68.37%
55.85%
54.60%
55.43%
55.54%
54.71%
54.27%
55.03%
54.80%
52.41%
54.66%
53.25%
57.18%
57.14%
57.96%
57.40%
61.58%
60.78%
63.52%
68.43%
56.69%
57.20%
57.94%
57.90%
59.21%
58.67%
57.64%
56.55%
57.20%
56.71%
57.40%
58.78%
58.59%
59.71%
62.31%
61.14%
63.56%
68.70%
73.34%
76.23%
62.85%
62.62%
63.91%
62.77%
63.87%
65.00%
64.12%
65.47%
64.40%
58.15%
59.58%