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Etsy, Inc. ETSY

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-15T21:12:52.080Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:01:14.237217033Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:12:49.822236+00:00

Share price$88.80
1D+6.5%
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.$0.06$3.72$7.39$11.05$14.71$79.85$83.62$87.38$91.14$94.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $88.80OPTION PRICELive ETSY spot · $88.80ETSY PRICE$0.65$0.70$0.76$0.82$0.98$1.20$1.43$1.65$1.88$2.10$2.39$3.77$5.56$1.07$0.46$0.55$0.71$0.88$1.05$1.22$1.39$1.56$1.73$4.92$9.29$13.65
PutsExpensive2.26×
CallsExpensive1.09×
SkewBullish-14.97 pp
Implied moveBullish±$2.65
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.10206.9%15.7%81.82202.9%9.1%
25Δ98.55167.6%11.8%86.7866.5%2.8%
30Δ95.00128.2%7.8%87.3861.0%2.2%
35Δ91.4588.9%3.9%87.7560.8%2.0%
40Δ89.7472.9%2.2%88.1160.4%1.8%
45Δ89.3073.3%1.9%88.4659.9%1.6%
50Δ88.8673.6%1.7%88.8259.5%1.3%
55Δ88.4373.9%1.4%89.1859.0%1.1%
60Δ87.9974.2%1.2%89.5458.6%0.9%
65Δ87.5574.5%1.0%89.9058.1%0.7%
70Δ87.0973.8%0.8%93.1888.7%0.6%
75Δ85.75101.2%0.8%97.60131.5%0.5%
80Δ83.89126.5%0.7%102.02174.2%0.5%

20Δ

Calls
Pseudo strike
102.10
IV
206.9%
B/E move
15.7%
Puts
Pseudo strike
81.82
IV
202.9%
B/E move
9.1%

25Δ

Calls
Pseudo strike
98.55
IV
167.6%
B/E move
11.8%
Puts
Pseudo strike
86.78
IV
66.5%
B/E move
2.8%

30Δ

Calls
Pseudo strike
95.00
IV
128.2%
B/E move
7.8%
Puts
Pseudo strike
87.38
IV
61.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
91.45
IV
88.9%
B/E move
3.9%
Puts
Pseudo strike
87.75
IV
60.8%
B/E move
2.0%

40Δ

Calls
Pseudo strike
89.74
IV
72.9%
B/E move
2.2%
Puts
Pseudo strike
88.11
IV
60.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
89.30
IV
73.3%
B/E move
1.9%
Puts
Pseudo strike
88.46
IV
59.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
88.86
IV
73.6%
B/E move
1.7%
Puts
Pseudo strike
88.82
IV
59.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
88.43
IV
73.9%
B/E move
1.4%
Puts
Pseudo strike
89.18
IV
59.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
87.99
IV
74.2%
B/E move
1.2%
Puts
Pseudo strike
89.54
IV
58.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
87.55
IV
74.5%
B/E move
1.0%
Puts
Pseudo strike
89.90
IV
58.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
87.09
IV
73.8%
B/E move
0.8%
Puts
Pseudo strike
93.18
IV
88.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
85.75
IV
101.2%
B/E move
0.8%
Puts
Pseudo strike
97.60
IV
131.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
83.89
IV
126.5%
B/E move
0.7%
Puts
Pseudo strike
102.02
IV
174.2%
B/E move
0.5%