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Etsy, Inc. ETSY

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-06T21:56:49.356Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:10:00.001787766Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:55:17.688453+00:00

Share price$89.93
1D-0.6%
AH$89.17$89.92$90.68$91.43$92.195:30 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.$0.64$2.49$4.34$6.18$8.03$80.98$86.02$91.06$96.10$101.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ETSY spot · $89.93ETSY PRICE$0.97$1.25$1.58$1.91$2.29$2.75$3.57$4.17$4.74$5.59$6.04$7.50$0.84$1.14$1.43$1.78$2.13$2.47$2.87$3.27$3.64$4.00$5.36$6.52$7.15
PutsFair0.99×
Calls——
Skew——
Implied moveBearish±$5.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.3758.1%7.1%
25Δ94.9354.1%6.6%85.4958.4%6.2%
30Δ93.9154.7%5.8%86.5757.6%5.3%
35Δ93.0156.1%5.2%87.5557.7%4.6%
40Δ92.0756.3%4.5%88.4757.3%4.0%
45Δ91.1756.6%3.9%89.3955.6%3.3%
50Δ90.2858.0%3.4%90.2555.0%2.8%
55Δ89.3264.9%3.3%91.0953.7%2.3%
60Δ88.3166.1%2.8%91.8751.6%1.9%
65Δ87.2765.2%2.3%92.5949.2%1.5%
70Δ86.0867.2%1.9%94.0756.6%1.4%
75Δ85.1962.9%1.4%95.4659.3%1.1%
80Δ83.4968.1%1.2%96.3756.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.37
IV
58.1%
B/E move
7.1%

25Δ

Calls
Pseudo strike
94.93
IV
54.1%
B/E move
6.6%
Puts
Pseudo strike
85.49
IV
58.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
93.91
IV
54.7%
B/E move
5.8%
Puts
Pseudo strike
86.57
IV
57.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
93.01
IV
56.1%
B/E move
5.2%
Puts
Pseudo strike
87.55
IV
57.7%
B/E move
4.6%

40Δ

Calls
Pseudo strike
92.07
IV
56.3%
B/E move
4.5%
Puts
Pseudo strike
88.47
IV
57.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
91.17
IV
56.6%
B/E move
3.9%
Puts
Pseudo strike
89.39
IV
55.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
90.28
IV
58.0%
B/E move
3.4%
Puts
Pseudo strike
90.25
IV
55.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
89.32
IV
64.9%
B/E move
3.3%
Puts
Pseudo strike
91.09
IV
53.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
88.31
IV
66.1%
B/E move
2.8%
Puts
Pseudo strike
91.87
IV
51.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
87.27
IV
65.2%
B/E move
2.3%
Puts
Pseudo strike
92.59
IV
49.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
86.08
IV
67.2%
B/E move
1.9%
Puts
Pseudo strike
94.07
IV
56.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
85.19
IV
62.9%
B/E move
1.4%
Puts
Pseudo strike
95.46
IV
59.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
83.49
IV
68.1%
B/E move
1.2%
Puts
Pseudo strike
96.37
IV
56.3%
B/E move
0.8%

Options history

IV · four-Friday blend52.27%
Daily close
ETSY38.5%64.6%90.7%2026-08-10: 56.21%2026-08-11: 51.78%2026-08-12: 48.97%2026-08-13: 47.07%2026-08-14: 42.28%2026-08-17: 45.96%2026-08-18: 47.55%2026-08-19: 45.84%2026-08-20: 46.67%2026-08-21: 43.04%2026-08-24: 47.57%2026-08-25: 46.39%2026-08-26: 45.71%2026-08-27: 46.44%2026-08-28: 42.10%2026-08-31: 46.17%2026-09-01: 44.75%2026-09-02: 44.95%2026-09-03: 45.13%2026-09-04: 44.03%2026-09-08: 49.57%2026-09-09: 50.63%2026-09-10: 49.37%2026-09-11: 44.30%2026-09-14: 48.07%2026-09-15: 48.62%2026-09-16: 49.22%2026-09-17: 47.25%2026-09-18: 43.42%2026-09-21: 47.54%2026-09-22: 48.40%2026-09-23: 52.46%2026-09-24: 51.60%2026-09-25: 47.57%2026-09-28: 49.11%2026-09-29: 49.85%2026-09-30: 50.93%2026-10-01: 51.64%2026-10-02: 47.91%2026-10-05: 51.57%2026-10-06: 51.15%2026-10-07: 52.10%2026-10-08: 53.89%2026-10-09: 52.49%2026-10-12: 55.77%2026-10-13: 56.08%2026-10-14: 60.48%2026-10-15: 67.13%2026-10-16: 66.94%2026-10-19: 72.22%2026-10-20: 73.05%2026-10-21: 72.31%2026-10-22: 80.18%2026-10-23: 76.13%2026-10-26: 87.09%2026-10-27: 83.87%2026-10-28: 63.22%2026-10-29: 62.28%2026-10-30: 52.27%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
56.21%
51.78%
48.97%
47.07%
42.28%
45.96%
47.55%
45.84%
46.67%
43.04%
47.57%
46.39%
45.71%
46.44%
42.10%
46.17%
44.75%
44.95%
45.13%
44.03%
49.57%
50.63%
49.37%
44.30%
48.07%
48.62%
49.22%
47.25%
43.42%
47.54%
48.40%
52.46%
51.60%
47.57%
49.11%
49.85%
50.93%
51.64%
47.91%
51.57%
51.15%
52.10%
53.89%
52.49%
55.77%
56.08%
60.48%
67.13%
66.94%
72.22%
73.05%
72.31%
80.18%
76.13%
87.09%
83.87%
63.22%
62.28%
52.27%