ETSY Moves

Etsy ETSY 91.53 -4.71 -4.89%

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Expected move

November 05, 2026 close · $91.43

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.8% ±$2.52	$88.91 – $93.95	$88.39 – $94.47	$86.01 – $96.85
2 sessions	±3.8% ±$3.51	$87.92 – $94.94	$87.17 – $95.69	$83.85 – $99.01
3 sessions	±4.8% ±$4.43	$87.00 – $95.86	$86.15 – $96.71	$82.00 – $100.86
1 week	±6.2% ±$5.62	$85.81 – $97.05	$84.55 – $98.31	$79.44 – $103.42
2 weeks	±8.1% ±$7.39	$84.04 – $98.82	$82.29 – $100.57	$75.66 – $107.20
3 weeks	±9.7% ±$8.89	$82.54 – $100.32	$80.38 – $102.48	$72.65 – $110.21
1 month	±11.2% ±$10.20	$81.23 – $101.63	$78.69 – $104.17	$69.80 – $113.06

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±11.49%

Average actual move

6.79%

Beyond the implied move

0 / 7

Median IV change

-47.00%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 28, 2026	±9.47%	+5.35%	0.57×	—
August 06, 2026	±13.77%	-4.19%	0.30×	—
April 29, 2026	±10.92%	+10.11%	0.93×	—
February 19, 2026	±11.42%	+9.28%	0.81×	—
July 30, 2025	±11.19%	+2.79%	0.25×	74.3% → 46.9%
April 30, 2025	±11.39%	-5.74%	0.50×	78.7% → 41.7%
February 19, 2025	±12.31%	-10.05%	0.82×	80.7% → 42.0%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →