Earnings volatility research
ETSY · Etsy, Inc. Common Stock
Next verified earnings in 10 days · Oct 28, 2026 · Before open (BMO).
- Observed earnings moves:
- 11 History through Oct 18, 2026
- Mean absolute actual move:
- 7.7% 11 observed events · not a forecast
- Actual exceeded priced move:
- 18.2% 2 of 11 paired observations
- Options evidence coverage:
- Unavailable No stored options snapshot
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
No reviewed research is available for ETSY yet
Coverage and research availability are separate datasets.
A snapshot may be in progress, awaiting review, or blocked by data-quality gates. Published research appears here once it clears review.
Past events · reconstructed
Historical reconstruction for ETSY
Observed outcomes from 11 earnings events (Nov 1, 2023 – Aug 5, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Implied moves available from Nov 1, 2023; gaps indicate missing quotes.
Updated Oct 18, 2026
Loading graph — the exact table is available below.
Exact data table
ETSY · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 1.5991% | 11.7978% | Signed actual 1.5991% · Reconstructed · 23 IV checkpoints | Updated Oct 18, 2026 | |
| 8.4403% | 10.4784% | Signed actual -8.4403% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 15.0559% | 10.9946% | Signed actual -15.0559% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 7.6451% | 12.2443% | Signed actual -7.6451% · Reconstructed · 24 IV checkpoints | Updated Oct 18, 2026 | |
| 7.189% | 11.1415% | Signed actual 7.189% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 10.0541% | 12.0876% | Signed actual -10.0541% · Reconstructed · 24 IV checkpoints | Updated Oct 18, 2026 | |
| 5.7446% | 11.034% | Signed actual -5.7446% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 2.7861% | 13.0597% | Signed actual 2.7861% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 12.7975% | 11.2664% | Signed actual -12.7975% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 9.2849% | 11.1351% | Signed actual 9.2849% · Reconstructed · 24 IV checkpoints | Updated Oct 18, 2026 | |
| 4.1929% | 12.4378% | Signed actual -4.1929% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.
Includes only trades explicitly recorded as passing entry filters. Unknown eligibility and failed-filter runs are excluded; no all-history fallback is applied when none pass. The exit is the earlier of T−1 and one day before the first leg expires.
Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−34 | T−33 | T−32 | T−31 | T−30 | T−29 | T−28 | T−27 | T−26 | T−25 | T−24 | T−23 | T−22 | T−21 | T−20 | T−19 | T−18 | T−17 | T−16 | T−15 | T−14 | T−13 | T−12 | T−11 | T−10 | T−9 | T−8 | T−7 | T−6 | T−5 | T−4 | T−3 | T−2 | T−1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | Not available | Not available | Not available | Not available | Not available | No eligible runs | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||
| Iron Condor | No eligible runs | Not available | Not available | Not available | No eligible runs | Not available | Not available | Not available | No eligible runs | Not available | Not available | Not available | |||||||||||||||||||||||
| Long Straddle | No eligible runs | Not available | Not available | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | Not available | Not available | |||||||||||||||||||
| Long Strangle | No eligible runs | Not available | Not available | No eligible runs | Not available | Not available | No eligible runs | Not available | Not available | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | Not available | Not available | |||||||||||||||||||
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | Not available |
Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.
T−14 entry details
| Strategy | Events | Average | Median | Worst observed | Best observed | Did not pass filters / Unknown eligibility |
|---|---|---|---|---|---|---|
| Calendar | 1 | $71.90 | $71.90 | $71.90 | $71.90 | 0 / 0 |
| Iron Condor | 5 | -$162.35 | -$86.20 | -$487.95 | -$20.70 | 0 / 0 |
| Long Straddle | 2 | $96.15 | $96.15 | $0.65 | $191.65 | 0 / 0 |
| Long Strangle | 2 | $31.78 | $31.78 | -$73.35 | $136.90 | 0 / 0 |
13 unavailable tests at T−14
- ETSY_2024-10-30 · Calendar · missing exact leg quotes or unbounded capital
- ETSY_2025-04-30 · Long Straddle · missing exact leg quotes or unbounded capital
- ETSY_2025-04-30 · Calendar · missing exact leg quotes or unbounded capital
- ETSY_2025-04-30 · Short Straddle · missing exact leg quotes or unbounded capital
- ETSY_2025-07-30 · Calendar · missing exact leg quotes or unbounded capital
- ETSY_2025-07-30 · Bear Call Spread · missing exact leg quotes or unbounded capital
- ETSY_2025-10-29 · Calendar · missing exact leg quotes or unbounded capital
- ETSY_2026-02-19 · Calendar · missing exact leg quotes or unbounded capital
- ETSY_2026-08-05 · Long Straddle · missing exact leg quotes or unbounded capital
- ETSY_2026-08-05 · Calendar · missing exact leg quotes or unbounded capital
- ETSY_2026-08-05 · Iron Condor · missing exact leg quotes or unbounded capital
- ETSY_2026-08-05 · Bear Call Spread · missing exact leg quotes or unbounded capital
- ETSY_2026-08-05 · Short Straddle · missing exact leg quotes or unbounded capital
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Iron Condor
Passed entry filters- Modeled entry credit
- $5.2500
- Payoff max loss
- -$494.75
- Payoff max profit
- $5.25
- Modeled exit P&L
- -$159.20-46.9% on stored risk basis $339.50
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry Oct 15, 2025 → Exit Oct 28, 2025. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
Event / reference markers
- Entry spot: $70.70
- Expiry breakeven $63.9475: $63.9475
- Expiry breakeven $80.0525: $80.0525
- sell put strike $64.00: $64.00
- buy put strike $60.00: $60.00
- sell call strike $80.00: $80.00
- buy call strike $85.00: $85.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$394.75 | Update time unavailable | ||
| -$385.25 | Update time unavailable | ||
| -$314.55 | Update time unavailable | ||
| -$243.85 | Update time unavailable | ||
| -$173.15 | Update time unavailable | ||
| -$102.45 | Update time unavailable | ||
| -$31.75 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Entry spot reference | Update time unavailable | |
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $5.25 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| -$54.55 | Update time unavailable | ||
| -$125.25 | Update time unavailable | ||
| -$195.95 | Update time unavailable | ||
| -$266.65 | Update time unavailable | ||
| -$337.35 | Update time unavailable | ||
| -$408.05 | Update time unavailable | ||
| -$478.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable | ||
| -$494.75 | Update time unavailable |
Exact contracts and modeled fills · dollars per share. Entry and exit fills are shown to four decimals so the modeled net entry can be checked against each leg.
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | ETSY251031P00064000 | $64.00 put · 2025-10-31 | $1.3200 | $0.5825 |
| BUY × 1 | ETSY251031P00060000 | $60.00 put · 2025-10-31 | $1.0550 | $0.1775 |
| SELL × 1 | ETSY251031C00080000 | $80.00 call · 2025-10-31 | $1.0050 | $2.4075 |
| BUY × 1 | ETSY251031C00085000 | $85.00 call · 2025-10-31 | $1.2175 | $1.2200 |
Breakevens: $63.95 / $80.05. Short legs may carry assignment risk; expiry payoff excludes early exercise.
2456 unavailable observations / tests · Record hist_ETSY_523b494f1238a505 · Historical methodology
More earnings this week · Oct 26, 2026–Nov 1, 2026
Related companies and other earnings in the same week. These links are for research, not recommendations.
AMKR · Amkor Technology, Inc.Oct 26, 2026 · After close (AMC)
CLS · Celestica, Inc. Common StockOct 26, 2026 · After close (AMC)
VZ · Verizon Communications Inc. Common StockOct 26, 2026 · Before open (BMO)
WHR · Whirlpool Corporation Common StockOct 26, 2026 · Session unknown
AUR · Aurora Innovation, Inc.Oct 27, 2026 · Session unknownBA · Boeing Company (The) Common StockOct 27, 2026 · Before open (BMO)
Research another ticker
Find another company’s earnings research.
Search by symbol (NVDA) or company name (NVIDIA). Close spellings are matched too.