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Ethan Allen Interiors Inc ETD

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-11-12T03:01:54.280Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.002371666Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:01:53.225214+00:00

Share price$18.36
1D+2.9%
AH$17.64$17.83$18.03$18.22$18.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETD
Sold putSold callAH

Ethan Allen Interiors Inc options

Live interpolated ETD call and put midpoint premiums by absolute delta.Ethan Allen Interiors Inc$0.00$2.42$4.84$7.26$9.69$12.80$15.43$18.06$20.69$23.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETD spot · $18.36ETD PRICE$0.22$0.30$0.45$0.61$0.76$0.91$1.07$1.22$1.37$1.53$2.07$2.78$3.49$0.42$0.47$0.53$0.71$1.00$1.29$1.58$1.87$2.16$2.62$3.40$4.18$8.98
PutsCheap0.76×
CallsCheap0.62×
SkewBearish+17.30 pp
Implied moveBearish±$2.64
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.7137.5%14.0%15.6863.7%16.9%
25Δ19.9133.4%10.1%16.4254.7%13.2%
30Δ19.6235.0%9.3%17.1645.7%9.4%
35Δ19.3336.5%8.6%17.7243.0%7.4%
40Δ19.0438.0%7.8%18.1245.9%6.7%
45Δ18.7539.5%7.1%18.5248.7%6.1%
50Δ18.4641.0%6.3%18.9351.6%5.5%
55Δ18.1742.6%5.6%19.3354.4%4.9%
60Δ17.8844.1%4.9%19.7357.3%4.3%
65Δ17.5945.6%4.1%20.3060.8%3.7%
70Δ16.9448.4%3.5%21.1965.4%3.1%
75Δ16.1351.7%3.0%22.0870.1%2.5%
80Δ15.3255.0%2.4%26.83111.9%2.8%

20Δ

Calls
Pseudo strike
20.71
IV
37.5%
B/E move
14.0%
Puts
Pseudo strike
15.68
IV
63.7%
B/E move
16.9%

25Δ

Calls
Pseudo strike
19.91
IV
33.4%
B/E move
10.1%
Puts
Pseudo strike
16.42
IV
54.7%
B/E move
13.2%

30Δ

Calls
Pseudo strike
19.62
IV
35.0%
B/E move
9.3%
Puts
Pseudo strike
17.16
IV
45.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
19.33
IV
36.5%
B/E move
8.6%
Puts
Pseudo strike
17.72
IV
43.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
19.04
IV
38.0%
B/E move
7.8%
Puts
Pseudo strike
18.12
IV
45.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
18.75
IV
39.5%
B/E move
7.1%
Puts
Pseudo strike
18.52
IV
48.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
18.46
IV
41.0%
B/E move
6.3%
Puts
Pseudo strike
18.93
IV
51.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
18.17
IV
42.6%
B/E move
5.6%
Puts
Pseudo strike
19.33
IV
54.4%
B/E move
4.9%

60Δ

Calls
Pseudo strike
17.88
IV
44.1%
B/E move
4.9%
Puts
Pseudo strike
19.73
IV
57.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
17.59
IV
45.6%
B/E move
4.1%
Puts
Pseudo strike
20.30
IV
60.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
16.94
IV
48.4%
B/E move
3.5%
Puts
Pseudo strike
21.19
IV
65.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
16.13
IV
51.7%
B/E move
3.0%
Puts
Pseudo strike
22.08
IV
70.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
15.32
IV
55.0%
B/E move
2.4%
Puts
Pseudo strike
26.83
IV
111.9%
B/E move
2.8%

Options history

IV · four-Friday blend42.11%
Daily close
ETD27.8%60.5%93.1%2026-08-14: 54.15%2026-08-17: 51.57%2026-08-19: 88.63%2026-08-21: 35.76%2026-08-24: 32.32%2026-08-26: 35.15%2026-08-27: 44.56%2026-08-28: 36.89%2026-08-31: 38.58%2026-09-01: 33.80%2026-09-02: 36.26%2026-09-03: 39.19%2026-09-09: 37.26%2026-09-10: 43.75%2026-09-16: 61.57%2026-09-18: 36.68%2026-09-21: 39.86%2026-09-22: 39.45%2026-09-23: 42.53%2026-09-24: 40.91%2026-09-25: 39.96%2026-09-28: 40.28%2026-10-16: 37.73%2026-10-19: 45.23%2026-10-20: 42.25%2026-10-21: 45.32%2026-10-22: 39.90%2026-10-23: 42.54%2026-10-26: 42.51%2026-10-27: 40.15%2026-10-28: 47.70%2026-10-29: 45.83%2026-10-30: 42.11%Aug 14Sep 21Oct 30
33 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
54.15%
51.57%
88.63%
35.76%
32.32%
35.15%
44.56%
36.89%
38.58%
33.80%
36.26%
39.19%
37.26%
43.75%
61.57%
36.68%
39.86%
39.45%
42.53%
40.91%
39.96%
40.28%
37.73%
45.23%
42.25%
45.32%
39.90%
42.54%
42.51%
40.15%
47.70%
45.83%
42.11%