Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Ethan Allen Interiors stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Ethan Allen Interiors IV rank is 30, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 3.5% to 182.1%. See the ETD implied volatility history for a longer view.

Across all open Ethan Allen Interiors options on Nov 4, 2026, net gamma exposure was $102.63K and net delta exposure was $2.05M per 1% move in the stock. The ETD gamma exposure chart shows where that gamma sits by strike.

Ethan Allen Interiors Inc is an interior design company, manufacturer and retailer in the home furnishings marketplace.