ETSY option chain Etsy, Inc.
Cboe delayed options data · as of 18:36 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 ±17.9% (70.31–100.92) · ATM IV 55.3% · P/C open interest 0.15
| 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 | |
| 39.35 | 43.10 | 1,374 | 77.6% | 0.99 | 0.0008 | 0.000 | 45 | 0 | 0.5000 | 511 | 85.8% | -0.01 | 0.0008 | -0.004 | ||
| 36.80 | 40.65 | 70.2% | 0.99 | 0.0011 | -0.000 | 47.5 | 0.0600 | 0.1800 | 4 | 7 | 70.7% | -0.01 | 0.0012 | -0.005 | ||
| 34.65 | 38.20 | 1,982 | 75.7% | 0.99 | 0.0016 | -0.002 | 50 | 0.0700 | 0.2200 | 365 | 67.1% | -0.01 | 0.0016 | -0.007 | ||
| 30.45 | 33.20 | 2,365 | 75.8% | 0.97 | 0.0030 | -0.008 | 55 | 0.1800 | 0.3800 | 356 | 63.5% | -0.03 | 0.0031 | -0.012 | ||
| 28.00 | 30.45 | 2 | 18 | 66.5% | 0.96 | 0.0040 | -0.012 | 57.5 | 0.1300 | 0.4800 | 85 | 59.1% | -0.04 | 0.0041 | -0.015 | |
| 25.50 | 28.30 | 319 | 64.5% | 0.95 | 0.0053 | -0.016 | 60 | 0.3900 | 0.6500 | 154 | 60.3% | -0.06 | 0.0053 | -0.019 | ||
| 23.25 | 26.20 | 19 | 64.7% | 0.93 | 0.0067 | -0.021 | 62.5 | 0.6100 | 0.7800 | 212 | 58.7% | -0.07 | 0.0067 | -0.024 | ||
| 21.65 | 23.45 | 598 | 63.6% | 0.90 | 0.0083 | -0.026 | 65 | 0.8800 | 1.07 | 6 | 218 | 58.2% | -0.10 | 0.0084 | -0.029 | |
| 19.60 | 21.30 | 27 | 62.6% | 0.88 | 0.0100 | -0.032 | 67.5 | 1.21 | 1.54 | 1 | 114 | 58.3% | -0.12 | 0.0101 | -0.034 | |
| 17.85 | 18.35 | 139 | 57.7% | 0.85 | 0.0119 | -0.037 | 70 | 1.69 | 1.92 | 10 | 295 | 57.5% | -0.16 | 0.0120 | -0.040 | |
| 15.85 | 16.45 | 10 | 57.0% | 0.81 | 0.0137 | -0.043 | 72.5 | 2.24 | 2.46 | 8 | 57.0% | -0.19 | 0.0139 | -0.045 | ||
| 14.10 | 14.65 | 719 | 57.0% | 0.77 | 0.0155 | -0.048 | 75 | 2.88 | 3.15 | 9 | 235 | 56.5% | -0.23 | 0.0157 | -0.050 | |
| 12.00 | 13.25 | 2 | 56.1% | 0.72 | 0.0171 | -0.053 | 77.5 | 3.70 | 4.00 | 9 | 25 | 56.5% | -0.28 | 0.0173 | -0.055 | |
| 10.85 | 11.30 | 1 | 16.1K | 56.0% | 0.68 | 0.0185 | -0.057 | 80 | 4.60 | 4.95 | 6 | 199 | 56.2% | -0.33 | 0.0187 | -0.058 |
| 9.30 | 10.15 | 56.3% | 0.63 | 0.0196 | -0.060 | 82.5 | 5.50 | 5.95 | 55.1% | -0.38 | 0.0199 | -0.061 | ||||
| 7.95 | 8.80 | 395 | 55.7% | 0.57 | 0.0203 | -0.062 | 85 | 6.60 | 7.25 | 163 | 54.9% | -0.43 | 0.0207 | -0.063 | ||
| 6.75 | 7.30 | 2 | 54.1% | 0.52 | 0.0207 | -0.063 | 87.5 | 7.90 | 8.80 | 3 | 55.4% | -0.48 | 0.0211 | -0.064 | ||
| 5.80 | 6.40 | 5 | 1,024 | 54.8% | 0.47 | 0.0208 | -0.063 | 90 | 9.30 | 10.00 | 68 | 54.1% | -0.53 | 0.0212 | -0.064 | |
| 4.20 | 4.55 | 3 | 30.7K | 54.4% | 0.38 | 0.0199 | -0.060 | 95 | 12.50 | 13.40 | 13 | 53.9% | -0.63 | 0.0205 | -0.060 | |
| 2.80 | 3.25 | 473 | 53.8% | 0.29 | 0.0181 | -0.054 | 100 | 16.30 | 17.40 | 1 | 55.2% | -0.72 | 0.0188 | -0.054 | ||
| 1.94 | 2.25 | 36 | 655 | 53.8% | 0.22 | 0.0157 | -0.046 | 105 | 20.05 | 21.90 | 1 | 55.7% | -0.79 | 0.0165 | -0.047 | |
| 1.19 | 1.59 | 1 | 188 | 53.3% | 0.17 | 0.0131 | -0.039 | 110 | 23.55 | 26.45 | 12 | 51.6% | -0.85 | 0.0141 | -0.039 | |
| 0.9000 | 1.33 | 19 | 56.0% | 0.12 | 0.0105 | -0.031 | 115 | 28.15 | 31.05 | 50.8% | -0.90 | 0.0117 | -0.031 | |||
| 0.6000 | 0.7800 | 107 | 54.8% | 0.09 | 0.0083 | -0.025 | 120 | 32.95 | 35.85 | 50.1% | -0.94 | 0.0096 | -0.024 | |||
| 0.3900 | 0.7200 | 72 | 57.0% | 0.06 | 0.0064 | -0.019 | 125 | 37.75 | 40.75 | -0.97 | 0.0076 | -0.019 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs