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Etsy, Inc. ETSY

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-15T20:35:52.671Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:34:28.542192539Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:52.116556+00:00

Share price$88.54
1D+6.2%
AH$83$85$87$89$905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETSY
Sold putSold callAH

Etsy, Inc. options

Live interpolated ETSY call and put midpoint premiums by absolute delta.Etsy, Inc.$0.31$2.07$3.82$5.57$7.33$79.82$83.66$87.50$91.34$95.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $88.54OPTION PRICELive ETSY spot · $88.54ETSY PRICE$0.65$0.72$0.78$0.84$1.08$1.32$1.56$1.81$2.05$2.36$3.43$5.11$6.82$0.96$0.62$0.50$0.63$0.77$0.92$1.06$1.21$1.36$1.50$1.65$1.79$1.94
PutsExpensive1.66×
CallsExpensive1.22×
SkewBullish-48.79 pp
Implied moveBullish±$2.63
TiltBullish31.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.55202.7%15.4%82.55174.3%7.8%
25Δ97.77162.0%11.2%85.5296.3%4.1%
30Δ94.00121.3%7.0%87.2355.9%2.0%
35Δ90.2280.6%2.9%87.5855.7%1.8%
40Δ89.5579.3%2.4%87.8854.5%1.6%
45Δ89.0780.4%2.1%88.1953.3%1.4%
50Δ88.6081.6%1.8%88.5052.2%1.2%
55Δ88.1282.7%1.6%88.8051.0%1.1%
60Δ87.6483.8%1.3%89.1149.8%0.9%
65Δ87.1384.5%1.1%89.4248.6%0.7%
70Δ86.09107.9%1.1%89.7247.5%0.5%
75Δ84.35135.3%1.1%90.0346.3%0.3%
80Δ82.58162.5%1.0%90.3445.1%0.2%

20Δ

Calls
Pseudo strike
101.55
IV
202.7%
B/E move
15.4%
Puts
Pseudo strike
82.55
IV
174.3%
B/E move
7.8%

25Δ

Calls
Pseudo strike
97.77
IV
162.0%
B/E move
11.2%
Puts
Pseudo strike
85.52
IV
96.3%
B/E move
4.1%

30Δ

Calls
Pseudo strike
94.00
IV
121.3%
B/E move
7.0%
Puts
Pseudo strike
87.23
IV
55.9%
B/E move
2.0%

35Δ

Calls
Pseudo strike
90.22
IV
80.6%
B/E move
2.9%
Puts
Pseudo strike
87.58
IV
55.7%
B/E move
1.8%

40Δ

Calls
Pseudo strike
89.55
IV
79.3%
B/E move
2.4%
Puts
Pseudo strike
87.88
IV
54.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
89.07
IV
80.4%
B/E move
2.1%
Puts
Pseudo strike
88.19
IV
53.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
88.60
IV
81.6%
B/E move
1.8%
Puts
Pseudo strike
88.50
IV
52.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
88.12
IV
82.7%
B/E move
1.6%
Puts
Pseudo strike
88.80
IV
51.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
87.64
IV
83.8%
B/E move
1.3%
Puts
Pseudo strike
89.11
IV
49.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
87.13
IV
84.5%
B/E move
1.1%
Puts
Pseudo strike
89.42
IV
48.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
86.09
IV
107.9%
B/E move
1.1%
Puts
Pseudo strike
89.72
IV
47.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
84.35
IV
135.3%
B/E move
1.1%
Puts
Pseudo strike
90.03
IV
46.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
82.58
IV
162.5%
B/E move
1.0%
Puts
Pseudo strike
90.34
IV
45.1%
B/E move
0.2%