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Establishment Labs Holdings Inc. Common Shares ESTA

i

Market dataready · fetched 2026-11-12T02:37:08.821Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-11T21:00:02.231586735Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:37:08.269598+00:00

Share price$70.69
1D+4.1%
AH$67.63$68.61$69.59$70.56$71.545:30 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$0.83$2.49$4.14$5.80$7.46$58.17$63.90$69.64$75.37$81.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ESTA spot · $70.69ESTA PRICE$1.12$1.46$1.71$1.84$2.14$2.51$2.89$3.43$4.03$4.64$5.80$6.96$1.01$1.30$1.62$1.88$2.11$2.33$2.51$2.70$2.89$3.47$4.42$5.48$6.98
PutsExpensive1.16×
Calls——
Skew——
Implied moveBalanced±$5.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.3177.1%10.5%
25Δ76.1965.5%9.4%65.8173.8%8.7%
30Δ75.4270.7%8.8%67.0871.9%7.4%
35Δ74.3669.9%7.6%68.2068.1%6.2%
40Δ72.9361.7%5.8%69.2563.3%5.0%
45Δ71.9259.2%4.8%70.1958.7%4.0%
50Δ71.0859.2%4.1%70.8654.6%3.3%
55Δ70.2459.1%3.5%71.5250.4%2.6%
60Δ69.3560.1%3.0%72.1946.3%2.0%
65Δ68.4361.5%2.5%73.0746.6%1.5%
70Δ67.5262.8%2.1%74.1650.9%1.3%
75Δ66.1367.7%1.8%75.3755.4%1.1%
80Δ64.7471.8%1.4%77.0360.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.31
IV
77.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
76.19
IV
65.5%
B/E move
9.4%
Puts
Pseudo strike
65.81
IV
73.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
75.42
IV
70.7%
B/E move
8.8%
Puts
Pseudo strike
67.08
IV
71.9%
B/E move
7.4%

35Δ

Calls
Pseudo strike
74.36
IV
69.9%
B/E move
7.6%
Puts
Pseudo strike
68.20
IV
68.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
72.93
IV
61.7%
B/E move
5.8%
Puts
Pseudo strike
69.25
IV
63.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
71.92
IV
59.2%
B/E move
4.8%
Puts
Pseudo strike
70.19
IV
58.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
71.08
IV
59.2%
B/E move
4.1%
Puts
Pseudo strike
70.86
IV
54.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
70.24
IV
59.1%
B/E move
3.5%
Puts
Pseudo strike
71.52
IV
50.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
69.35
IV
60.1%
B/E move
3.0%
Puts
Pseudo strike
72.19
IV
46.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
68.43
IV
61.5%
B/E move
2.5%
Puts
Pseudo strike
73.07
IV
46.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
67.52
IV
62.8%
B/E move
2.1%
Puts
Pseudo strike
74.16
IV
50.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
66.13
IV
67.7%
B/E move
1.8%
Puts
Pseudo strike
75.37
IV
55.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
64.74
IV
71.8%
B/E move
1.4%
Puts
Pseudo strike
77.03
IV
60.2%
B/E move
0.9%

Options history

IV · four-Friday blend59.58%
Daily close
ESTA50.5%64.3%78.1%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 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
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%