ETSY option chain Etsy, Inc.
Cboe delayed options data · as of 18:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.6% (79.42–88.89) · ATM IV 46.8% · P/C open interest 0.46
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 37.75 | 41.05 | 219.4% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0200 | 148.8% | 0.00 | 0.0000 | 0.000 | ||||
| 33.15 | 36.10 | 212.3% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0200 | 125.3% | 0.00 | 0.0000 | -0.000 | ||||
| 28.10 | 31.10 | 176.3% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 2.12 | 50 | 220.9% | -0.00 | 0.0001 | -0.000 | |||
| 23.25 | 26.05 | 10 | 149.2% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 2.13 | 1 | 185.1% | -0.00 | 0.0003 | -0.001 | ||
| 17.70 | 21.05 | 1 | 98.0% | 1.00 | 0.0011 | 0.000 | 65 | 0 | 2.13 | 1 | 151.2% | -0.00 | 0.0011 | -0.003 | ||
| 14.70 | 18.10 | 85.5% | 0.99 | 0.0026 | 0.000 | 68 | 0 | 2.13 | 8 | 131.6% | -0.01 | 0.0026 | -0.007 | |||
| 14.25 | 16.50 | 78.4% | 0.99 | 0.0035 | -0.003 | 69 | 0 | 2.14 | 8 | 125.3% | -0.01 | 0.0035 | -0.009 | |||
| 13.30 | 16.10 | 10 | 94.3% | 0.99 | 0.0047 | -0.006 | 70 | 0 | 2.14 | 90 | 118.9% | -0.01 | 0.0047 | -0.012 | ||
| 12.30 | 15.10 | 88.8% | 0.98 | 0.0062 | -0.010 | 71 | 0 | 2.14 | 56 | 112.5% | -0.02 | 0.0062 | -0.016 | |||
| 11.00 | 13.95 | 7 | 71.2% | 0.98 | 0.0082 | -0.015 | 72 | 0 | 1.38 | 11 | 91.9% | -0.02 | 0.0082 | -0.020 | ||
| 10.45 | 12.70 | 71.7% | 0.97 | 0.0107 | -0.021 | 73 | 0.0500 | 1.70 | 24 | 93.0% | -0.03 | 0.0107 | -0.026 | |||
| 9.35 | 12.00 | 4 | 71.0% | 0.96 | 0.0140 | -0.028 | 74 | 0 | 0.4300 | 1 | 18 | 58.3% | -0.04 | 0.0140 | -0.033 | |
| 7.65 | 11.05 | 25 | 48.3% | 0.94 | 0.0181 | -0.037 | 75 | 0.0300 | 0.5200 | 1 | 40 | 56.9% | -0.06 | 0.0181 | -0.041 | |
| 7.50 | 9.85 | 60.0% | 0.92 | 0.0231 | -0.047 | 76 | 0.0700 | 0.5700 | 23 | 54.0% | -0.08 | 0.0231 | -0.051 | |||
| 6.35 | 9.35 | 2 | 60.7% | 0.90 | 0.0290 | -0.059 | 77 | 0.0600 | 0.6900 | 30 | 51.2% | -0.10 | 0.0291 | -0.062 | ||
| 5.40 | 8.20 | 4 | 53.1% | 0.87 | 0.0358 | -0.072 | 78 | 0.0100 | 0.8600 | 36 | 48.1% | -0.13 | 0.0359 | -0.075 | ||
| 4.80 | 6.80 | 4 | 25 | 47.2% | 0.83 | 0.0432 | -0.086 | 79 | 0.0100 | 1.09 | 2 | 46.2% | -0.17 | 0.0434 | -0.089 | |
| 4.00 | 6.30 | 2 | 50.6% | 0.78 | 0.0508 | -0.101 | 80 | 0.2500 | 1.36 | 17 | 47.3% | -0.22 | 0.0510 | -0.103 | ||
| 3.15 | 6.05 | 16 | 54.2% | 0.73 | 0.0581 | -0.114 | 81 | 0.4400 | 1.68 | 26 | 46.8% | -0.27 | 0.0583 | -0.116 | ||
| 3.10 | 4.30 | 3 | 51 | 48.7% | 0.67 | 0.0642 | -0.126 | 82 | 0.8600 | 1.63 | 3 | 38 | 43.6% | -0.33 | 0.0645 | -0.127 |
| 2.23 | 4.20 | 1 | 7 | 50.9% | 0.60 | 0.0686 | -0.134 | 83 | 0.8400 | 2.18 | 1 | 41.0% | -0.40 | 0.0690 | -0.135 | |
| 1.40 | 4.00 | 1 | 8 | 51.2% | 0.53 | 0.0708 | -0.138 | 84 | 1.25 | 2.82 | 3 | 42.4% | -0.47 | 0.0711 | -0.139 | |
| 0.8900 | 2.70 | 65 | 42.5% | 0.46 | 0.0705 | -0.138 | 85 | 1.63 | 3.80 | 36 | 45.2% | -0.54 | 0.0708 | -0.138 | ||
| 0.4100 | 2.37 | 52 | 42.3% | 0.39 | 0.0679 | -0.134 | 86 | 2.00 | 4.45 | 35 | 43.4% | -0.61 | 0.0683 | -0.134 | ||
| 0.8300 | 1.83 | 8 | 1,035 | 48.1% | 0.33 | 0.0635 | -0.126 | 87 | 2.67 | 5.15 | 205 | 43.6% | -0.67 | 0.0638 | -0.126 | |
| 0.5500 | 1.65 | 105 | 49.5% | 0.27 | 0.0578 | -0.116 | 88 | 3.40 | 5.80 | 8 | 42.6% | -0.73 | 0.0580 | -0.115 | ||
| 0.0700 | 1.45 | 177 | 46.9% | 0.22 | 0.0513 | -0.105 | 89 | 3.65 | 6.25 | 27.3% | -0.78 | 0.0515 | -0.103 | |||
| 0.0900 | 1.05 | 19 | 46.8% | 0.18 | 0.0447 | -0.093 | 90 | 4.55 | 7.25 | 16 | 28.2% | -0.82 | 0.0448 | -0.090 | ||
| 0.0100 | 0.9600 | 4 | 48.9% | 0.15 | 0.0384 | -0.081 | 91 | 5.50 | 8.10 | -0.86 | 0.0384 | -0.078 | ||||
| 0.0100 | 0.8700 | 5 | 51.8% | 0.12 | 0.0325 | -0.070 | 92 | 6.55 | 8.75 | -0.89 | 0.0325 | -0.066 | ||||
| 0.0100 | 0.7000 | 5 | 52.7% | 0.09 | 0.0272 | -0.060 | 93 | 7.40 | 9.95 | -0.91 | 0.0274 | -0.055 | ||||
| 0.0100 | 0.6500 | 2 | 55.6% | 0.08 | 0.0226 | -0.051 | 94 | 8.35 | 11.15 | -0.93 | 0.0232 | -0.046 | ||||
| 0.0100 | 0.5700 | 31 | 57.6% | 0.06 | 0.0187 | -0.043 | 95 | 9.30 | 12.40 | -0.94 | 0.0196 | -0.038 | ||||
| 0.0100 | 0.5100 | 10 | 59.7% | 0.05 | 0.0154 | -0.036 | 96 | 10.40 | 13.10 | -0.96 | 0.0168 | -0.031 | ||||
| 0.0100 | 0.8800 | 1 | 72.1% | 0.04 | 0.0127 | -0.030 | 97 | 11.25 | 14.30 | -0.97 | 0.0142 | -0.027 | ||||
| 0 | 1.61 | 7 | 89.7% | 0.03 | 0.0104 | -0.025 | 98 | 12.25 | 15.05 | -0.98 | 0.0120 | -0.023 | ||||
| 0 | 1.00 | 6 | 85.6% | 0.02 | 0.0070 | -0.018 | 100 | 14.25 | 17.50 | 56.7% | -0.99 | 0.0079 | -0.020 | |||
| 0 | 2.15 | 3 | 126.0% | 0.01 | 0.0027 | -0.007 | 105 | 19.25 | 22.15 | -1.00 | 0.0013 | -0.024 | ||||
| 0 | 2.14 | 1 | 143.2% | 0.00 | 0.0011 | -0.003 | 110 | 24.25 | 27.10 | -1.00 | 0.0001 | -0.027 | ||||
| 0 | 0.0600 | 85.0% | 0.00 | 0.0005 | -0.001 | 115 | 29.25 | 32.25 | -1.00 | 0.0000 | -0.028 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs