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 ±46.4% (45.10–123.20) · ATM IV 50.1% · P/C open interest 0.42
| 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 | |
| 43.50 | 47.00 | 42 | 55.4% | 0.92 | 0.0028 | -0.002 | 45 | 2.63 | 3.10 | 59 | 55.8% | -0.09 | 0.0029 | -0.008 | ||
| 40.00 | 43.00 | 71 | 54.0% | 0.90 | 0.0034 | -0.004 | 50 | 3.15 | 4.20 | 77 | 53.5% | -0.11 | 0.0036 | -0.010 | ||
| 36.50 | 40.00 | 78 | 54.2% | 0.87 | 0.0041 | -0.006 | 55 | 3.95 | 5.50 | 61 | 51.8% | -0.14 | 0.0043 | -0.011 | ||
| 35.00 | 38.00 | 3 | 53.4% | 0.86 | 0.0044 | -0.007 | 57.5 | 4.75 | 6.25 | 3 | 51.8% | -0.16 | 0.0047 | -0.012 | ||
| 33.65 | 36.50 | 91 | 53.7% | 0.84 | 0.0048 | -0.008 | 60 | 5.50 | 7.05 | 47 | 51.6% | -0.17 | 0.0051 | -0.013 | ||
| 32.25 | 35.00 | 2 | 53.7% | 0.82 | 0.0051 | -0.009 | 62.5 | 6.95 | 7.90 | 40 | 52.5% | -0.19 | 0.0054 | -0.014 | ||
| 30.70 | 33.50 | 25 | 53.2% | 0.81 | 0.0054 | -0.010 | 65 | 7.95 | 8.85 | 257 | 52.5% | -0.21 | 0.0058 | -0.014 | ||
| 29.00 | 32.00 | 175 | 52.3% | 0.79 | 0.0057 | -0.011 | 67.5 | 8.05 | 9.80 | 21 | 50.8% | -0.23 | 0.0061 | -0.015 | ||
| 28.15 | 30.80 | 2,414 | 53.2% | 0.77 | 0.0060 | -0.011 | 70 | 9.90 | 10.85 | 64 | 52.0% | -0.25 | 0.0064 | -0.015 | ||
| 25.00 | 27.95 | 260 | 51.5% | 0.73 | 0.0065 | -0.013 | 75 | 11.90 | 13.05 | 68 | 51.3% | -0.29 | 0.0071 | -0.016 | ||
| 23.25 | 25.70 | 73 | 52.2% | 0.70 | 0.0070 | -0.014 | 80 | 14.25 | 15.50 | 171 | 50.8% | -0.33 | 0.0076 | -0.017 | ||
| 20.50 | 23.50 | 175 | 51.0% | 0.66 | 0.0073 | -0.015 | 85 | 15.90 | 18.20 | 6 | 49.3% | -0.37 | 0.0081 | -0.018 | ||
| 18.15 | 21.40 | 32 | 50.1% | 0.62 | 0.0076 | -0.016 | 90 | 19.65 | 21.20 | 9 | 50.4% | -0.41 | 0.0086 | -0.018 | ||
| 17.25 | 19.80 | 110 | 51.4% | 0.59 | 0.0078 | -0.017 | 95 | 22.40 | 24.30 | 15 | 49.8% | -0.45 | 0.0089 | -0.019 | ||
| 15.80 | 17.65 | 641 | 50.8% | 0.55 | 0.0080 | -0.017 | 100 | 25.75 | 28.45 | 502 | 51.0% | -0.49 | 0.0092 | -0.019 | ||
| 14.15 | 16.40 | 161 | 50.7% | 0.52 | 0.0081 | -0.018 | 105 | 28.60 | 30.80 | 490 | 48.7% | -0.53 | 0.0095 | -0.019 | ||
| 12.95 | 14.75 | 610 | 50.4% | 0.49 | 0.0081 | -0.018 | 110 | 32.15 | 34.60 | 48.8% | -0.57 | 0.0097 | -0.018 | |||
| 11.65 | 13.30 | 30 | 49.9% | 0.46 | 0.0080 | -0.018 | 115 | 35.85 | 38.40 | 1 | 48.6% | -0.60 | 0.0098 | -0.018 | ||
| 10.55 | 12.20 | 57 | 49.9% | 0.43 | 0.0080 | -0.018 | 120 | 39.70 | 43.00 | 49.5% | -0.64 | 0.0100 | -0.018 | |||
| 9.60 | 11.05 | 223 | 49.7% | 0.40 | 0.0079 | -0.017 | 125 | 43.95 | 47.00 | 60 | 49.8% | -0.67 | 0.0100 | -0.017 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs