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Establishment Labs Holdings Inc. Common Shares ESTA

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Market datapartial · fetched 2026-10-22T23:45:21.875Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:09:33.538990534Z

FundamentalsAlpha Vantage · unavailable

Share price$64.79
1D+2.1%
AH$61.95$62.92$63.90$64.87$65.855:30 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$0.87$6.99$13.11$19.23$25.34$45.71$54.30$62.89$71.48$80.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESTA spot · $64.79ESTA PRICE$1.53$1.71$2.25$2.72$3.08$3.63$4.22$4.82$5.42$6.14$6.97$7.96$9.05$2.16$2.59$3.22$3.96$4.77$5.75$6.83$8.25$10.12$12.10$14.31$18.20$23.58
PutsExpensive1.62×
CallsExpensive1.22×
SkewBearish+20.87 pp
Implied moveBearish±$11.06
TiltBearish32.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.5283.6%28.2%53.9292.9%20.1%
25Δ75.5969.2%19.3%56.9384.1%16.1%
30Δ73.5970.7%17.1%59.1481.4%13.7%
35Δ71.6270.4%14.7%61.0880.5%11.8%
40Δ69.2965.4%11.7%62.9779.8%10.2%
45Δ67.6465.1%10.0%64.8180.4%8.8%
50Δ66.0964.4%8.5%66.7080.5%7.6%
55Δ64.5963.5%7.1%68.7882.4%6.6%
60Δ63.1661.7%5.9%71.2186.0%5.7%
65Δ61.7460.6%4.8%73.7988.1%4.8%
70Δ60.3260.2%3.8%76.6089.4%3.9%
75Δ58.8059.8%3.1%80.9496.0%3.2%
80Δ57.2359.3%2.3%86.79103.7%2.4%

20Δ

Calls
Pseudo strike
81.52
IV
83.6%
B/E move
28.2%
Puts
Pseudo strike
53.92
IV
92.9%
B/E move
20.1%

25Δ

Calls
Pseudo strike
75.59
IV
69.2%
B/E move
19.3%
Puts
Pseudo strike
56.93
IV
84.1%
B/E move
16.1%

30Δ

Calls
Pseudo strike
73.59
IV
70.7%
B/E move
17.1%
Puts
Pseudo strike
59.14
IV
81.4%
B/E move
13.7%

35Δ

Calls
Pseudo strike
71.62
IV
70.4%
B/E move
14.7%
Puts
Pseudo strike
61.08
IV
80.5%
B/E move
11.8%

40Δ

Calls
Pseudo strike
69.29
IV
65.4%
B/E move
11.7%
Puts
Pseudo strike
62.97
IV
79.8%
B/E move
10.2%

45Δ

Calls
Pseudo strike
67.64
IV
65.1%
B/E move
10.0%
Puts
Pseudo strike
64.81
IV
80.4%
B/E move
8.8%

50Δ

Calls
Pseudo strike
66.09
IV
64.4%
B/E move
8.5%
Puts
Pseudo strike
66.70
IV
80.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
64.59
IV
63.5%
B/E move
7.1%
Puts
Pseudo strike
68.78
IV
82.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
63.16
IV
61.7%
B/E move
5.9%
Puts
Pseudo strike
71.21
IV
86.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
61.74
IV
60.6%
B/E move
4.8%
Puts
Pseudo strike
73.79
IV
88.1%
B/E move
4.8%

70Δ

Calls
Pseudo strike
60.32
IV
60.2%
B/E move
3.8%
Puts
Pseudo strike
76.60
IV
89.4%
B/E move
3.9%

75Δ

Calls
Pseudo strike
58.80
IV
59.8%
B/E move
3.1%
Puts
Pseudo strike
80.94
IV
96.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
57.23
IV
59.3%
B/E move
2.3%
Puts
Pseudo strike
86.79
IV
103.7%
B/E move
2.4%

Options history

ESTA62.4063.2164.012026-10-20: 63.90%2026-10-21: 62.52%Oct 20Oct 21
Table
DateIV
63.90%
62.52%