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PayPay Corporation American Depository Shares PAYP

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Market datapartial · fetched 2026-11-12T02:44:35.780Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:09:27.107931268Z

FundamentalsAlpha Vantage · unavailable

Share price$14.79
1D-1.3%
AH$14.61$14.71$14.82$14.93$15.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAYP
Sold putSold callAH

PayPay Corporation American Depository Shares options

Live interpolated PAYP call and put midpoint premiums by absolute delta.PayPay Corporation American Depository Shares$0.53$1.61$2.69$3.77$4.84$8.63$10.78$12.94$15.09$17.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PAYP spot · $14.79PAYP PRICE$0.65$0.84$1.04$1.23$1.42$1.62$1.81$2.00$2.20$2.39$2.59$1.70$1.70$1.74$1.85$1.95$2.05$2.21$2.36$2.52$2.67$2.83$2.99$4.53
PutsExpensive3.31×
Calls——
Skew——
Implied moveBearish±$3.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.41461.3%41.1%
25Δ11.75373.5%32.1%
30Δ16.76122.3%17.7%12.82309.6%25.1%
35Δ16.35123.5%16.2%13.54276.5%20.9%
40Δ15.93124.8%14.7%14.27243.4%16.7%
45Δ15.52126.0%13.3%15.00210.3%12.5%
50Δ15.11127.3%11.8%15.39197.2%10.9%
55Δ14.70128.6%10.3%15.78184.2%9.3%
60Δ14.29129.8%8.8%16.17171.1%7.7%
65Δ13.87131.1%7.4%16.56158.1%6.1%
70Δ13.46132.3%5.9%16.95145.1%4.5%
75Δ13.05133.6%4.4%17.34132.1%3.0%
80Δ12.64134.8%2.9%18.98160.4%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.41
IV
461.3%
B/E move
41.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.75
IV
373.5%
B/E move
32.1%

30Δ

Calls
Pseudo strike
16.76
IV
122.3%
B/E move
17.7%
Puts
Pseudo strike
12.82
IV
309.6%
B/E move
25.1%

35Δ

Calls
Pseudo strike
16.35
IV
123.5%
B/E move
16.2%
Puts
Pseudo strike
13.54
IV
276.5%
B/E move
20.9%

40Δ

Calls
Pseudo strike
15.93
IV
124.8%
B/E move
14.7%
Puts
Pseudo strike
14.27
IV
243.4%
B/E move
16.7%

45Δ

Calls
Pseudo strike
15.52
IV
126.0%
B/E move
13.3%
Puts
Pseudo strike
15.00
IV
210.3%
B/E move
12.5%

50Δ

Calls
Pseudo strike
15.11
IV
127.3%
B/E move
11.8%
Puts
Pseudo strike
15.39
IV
197.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
14.70
IV
128.6%
B/E move
10.3%
Puts
Pseudo strike
15.78
IV
184.2%
B/E move
9.3%

60Δ

Calls
Pseudo strike
14.29
IV
129.8%
B/E move
8.8%
Puts
Pseudo strike
16.17
IV
171.1%
B/E move
7.7%

65Δ

Calls
Pseudo strike
13.87
IV
131.1%
B/E move
7.4%
Puts
Pseudo strike
16.56
IV
158.1%
B/E move
6.1%

70Δ

Calls
Pseudo strike
13.46
IV
132.3%
B/E move
5.9%
Puts
Pseudo strike
16.95
IV
145.1%
B/E move
4.5%

75Δ

Calls
Pseudo strike
13.05
IV
133.6%
B/E move
4.4%
Puts
Pseudo strike
17.34
IV
132.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
12.64
IV
134.8%
B/E move
2.9%
Puts
Pseudo strike
18.98
IV
160.4%
B/E move
2.3%

Options history

IV · four-Friday blend95.84%
Daily EOD
PAYP73.9%85.7%97.5%2026-10-19: 80.73%2026-10-20: 75.49%2026-10-21: 86.40%2026-10-22: 85.16%2026-10-23: 83.41%2026-10-26: 76.61%2026-10-27: 91.17%2026-10-28: 89.23%2026-10-29: 83.99%2026-10-30: 95.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.73%
75.49%
86.40%
85.16%
83.41%
76.61%
91.17%
89.23%
83.99%
95.84%