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Establishment Labs Holdings Inc. Common Shares ESTA

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Market datapartial · fetched 2026-10-23T05:58:52.926Z

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$6.97$13.06$19.16$25.26$45.47$54.18$62.88$71.58$80.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESTA spot · $64.79ESTA PRICE$1.53$1.71$2.25$2.72$3.09$3.63$4.23$4.83$5.43$6.15$6.97$7.97$9.07$2.16$2.59$3.22$3.96$4.77$5.75$6.83$8.24$10.11$12.09$14.29$18.15$23.50
PutsExpensive1.66×
CallsExpensive1.26×
SkewBearish+21.11 pp
Implied moveBearish±$11.05
TiltBearish32.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.5285.1%28.2%53.9194.5%20.1%
25Δ75.5970.5%19.3%56.9385.6%16.1%
30Δ73.5971.9%17.0%59.1382.8%13.7%
35Δ71.6171.7%14.7%61.0881.9%11.8%
40Δ69.2966.6%11.7%62.9681.2%10.2%
45Δ67.6466.2%10.0%64.8081.7%8.8%
50Δ66.0965.6%8.5%66.6981.9%7.6%
55Δ64.5864.6%7.1%68.7783.7%6.6%
60Δ63.1562.8%5.8%71.1987.4%5.7%
65Δ61.7361.8%4.8%73.7789.6%4.8%
70Δ60.3161.3%3.8%76.5790.8%3.9%
75Δ58.7960.9%3.0%80.8997.5%3.2%
80Δ57.2260.4%2.3%86.70105.3%2.5%

20Δ

Calls
Pseudo strike
81.52
IV
85.1%
B/E move
28.2%
Puts
Pseudo strike
53.91
IV
94.5%
B/E move
20.1%

25Δ

Calls
Pseudo strike
75.59
IV
70.5%
B/E move
19.3%
Puts
Pseudo strike
56.93
IV
85.6%
B/E move
16.1%

30Δ

Calls
Pseudo strike
73.59
IV
71.9%
B/E move
17.0%
Puts
Pseudo strike
59.13
IV
82.8%
B/E move
13.7%

35Δ

Calls
Pseudo strike
71.61
IV
71.7%
B/E move
14.7%
Puts
Pseudo strike
61.08
IV
81.9%
B/E move
11.8%

40Δ

Calls
Pseudo strike
69.29
IV
66.6%
B/E move
11.7%
Puts
Pseudo strike
62.96
IV
81.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
67.64
IV
66.2%
B/E move
10.0%
Puts
Pseudo strike
64.80
IV
81.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
66.09
IV
65.6%
B/E move
8.5%
Puts
Pseudo strike
66.69
IV
81.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
64.58
IV
64.6%
B/E move
7.1%
Puts
Pseudo strike
68.77
IV
83.7%
B/E move
6.6%

60Δ

Calls
Pseudo strike
63.15
IV
62.8%
B/E move
5.8%
Puts
Pseudo strike
71.19
IV
87.4%
B/E move
5.7%

65Δ

Calls
Pseudo strike
61.73
IV
61.8%
B/E move
4.8%
Puts
Pseudo strike
73.77
IV
89.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
60.31
IV
61.3%
B/E move
3.8%
Puts
Pseudo strike
76.57
IV
90.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
58.79
IV
60.9%
B/E move
3.0%
Puts
Pseudo strike
80.89
IV
97.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
57.22
IV
60.4%
B/E move
2.3%
Puts
Pseudo strike
86.70
IV
105.3%
B/E move
2.5%

Options history

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