Einstein-Podolsky-Rosen (EPR) steering is a form of bipartite quantum correlation that is intermediate between entanglement and Bell nonlocality. It allows for entanglement certification when the measurements performed by one of the parties are not characterised (or are untrusted) and has applications in quantum key distribution. Despite its foundational and applied importance, EPR steering lacks a quantitative assessment. Here we propose a way of quantifying this phenomenon and use it to study the steerability of several quantum states. In particular we show that every pure entangled state is maximally steerable, the projector onto the anti-symmetric subspace is maximally steerable for all dimensions, we provide a new example of one-way steering, and give strong support that states with positive-partial-transposition are not steerable.