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Etsy, Inc. ETSY

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:19:20.548Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002711307Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:20.035758+00:00

Share price$89.18
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.$1.22$6.08$10.94$15.80$20.67$61.88$74.22$86.56$98.90$111.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETSY spot · $89.18ETSY PRICE$1.74$2.31$2.91$3.69$4.52$5.34$6.16$7.02$8.18$9.80$11.08$12.30$14.52$2.25$2.97$3.80$4.72$5.58$6.69$8.08$9.58$11.00$12.33$13.82$16.14$19.26
PutsExpensive1.31×
CallsExpensive1.11×
SkewBearish+0.46 pp
Implied moveBearish±$14.24
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.1160.5%22.1%76.9764.9%16.2%
25Δ103.6260.1%18.8%79.7763.9%13.9%
30Δ100.6359.9%16.1%82.2263.8%12.1%
35Δ98.2261.1%14.3%84.5563.7%10.5%
40Δ95.9662.7%12.7%86.8362.1%8.9%
45Δ93.6462.7%11.0%89.0562.1%7.7%
50Δ91.2961.7%9.3%91.3462.9%6.6%
55Δ89.0260.7%7.7%93.7163.6%5.7%
60Δ86.8261.3%6.5%96.0063.1%4.7%
65Δ84.5164.7%5.8%98.1961.1%3.7%
70Δ82.2363.8%4.6%100.5059.4%2.8%
75Δ80.0461.7%3.5%103.4359.4%2.1%
80Δ77.1663.7%2.8%107.1260.5%1.5%

20Δ

Calls
Pseudo strike
107.11
IV
60.5%
B/E move
22.1%
Puts
Pseudo strike
76.97
IV
64.9%
B/E move
16.2%

25Δ

Calls
Pseudo strike
103.62
IV
60.1%
B/E move
18.8%
Puts
Pseudo strike
79.77
IV
63.9%
B/E move
13.9%

30Δ

Calls
Pseudo strike
100.63
IV
59.9%
B/E move
16.1%
Puts
Pseudo strike
82.22
IV
63.8%
B/E move
12.1%

35Δ

Calls
Pseudo strike
98.22
IV
61.1%
B/E move
14.3%
Puts
Pseudo strike
84.55
IV
63.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
95.96
IV
62.7%
B/E move
12.7%
Puts
Pseudo strike
86.83
IV
62.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
93.64
IV
62.7%
B/E move
11.0%
Puts
Pseudo strike
89.05
IV
62.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
91.29
IV
61.7%
B/E move
9.3%
Puts
Pseudo strike
91.34
IV
62.9%
B/E move
6.6%

55Δ

Calls
Pseudo strike
89.02
IV
60.7%
B/E move
7.7%
Puts
Pseudo strike
93.71
IV
63.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
86.82
IV
61.3%
B/E move
6.5%
Puts
Pseudo strike
96.00
IV
63.1%
B/E move
4.7%

65Δ

Calls
Pseudo strike
84.51
IV
64.7%
B/E move
5.8%
Puts
Pseudo strike
98.19
IV
61.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
82.23
IV
63.8%
B/E move
4.6%
Puts
Pseudo strike
100.50
IV
59.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
80.04
IV
61.7%
B/E move
3.5%
Puts
Pseudo strike
103.43
IV
59.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
77.16
IV
63.7%
B/E move
2.8%
Puts
Pseudo strike
107.12
IV
60.5%
B/E move
1.5%