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PayPay Corporation American Depository Shares PAYP

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Market datapartial · fetched 2026-10-22T23:47:53.067Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:44:12.684138587Z

FundamentalsAlpha Vantage · unavailable

Share price$15.00
1D+0.6%
AH$14.82$14.95$15.08$15.21$15.345:30 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$0.19$1.26$2.32$3.38$4.45$7.93$11.33$14.72$18.12$21.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAYP spot · $15.00PAYP PRICE$0.31$0.40$1.38$1.42$1.53$1.64$1.75$1.86$2.01$2.17$2.33$2.49$2.65$1.86$1.88$1.90$1.92$1.94$2.02$2.19$2.36$2.53$2.71$2.88$3.38$4.14
PutsExpensive2.63×
CallsExpensive2.47×
SkewBearish+13.06 pp
Implied moveBearish±$3.94
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2569.1%23.8%10.38274.0%43.2%
25Δ17.5169.5%19.4%11.38240.1%36.6%
30Δ26.51233.1%85.9%12.39206.2%30.1%
35Δ21.83190.2%55.0%13.39172.3%23.5%
40Δ20.26172.2%45.3%14.40138.4%16.9%
45Δ18.68154.2%35.5%15.17115.3%12.3%
50Δ17.11136.1%25.7%15.60108.3%10.6%
55Δ15.54118.1%16.0%16.03101.2%8.9%
60Δ14.71107.1%11.4%16.4694.2%7.2%
65Δ14.2699.8%9.5%16.8987.1%5.4%
70Δ13.8292.5%7.6%17.3280.1%3.7%
75Δ13.3785.3%5.7%17.9978.1%2.6%
80Δ12.9278.0%3.8%18.8579.9%1.9%

20Δ

Calls
Pseudo strike
18.25
IV
69.1%
B/E move
23.8%
Puts
Pseudo strike
10.38
IV
274.0%
B/E move
43.2%

25Δ

Calls
Pseudo strike
17.51
IV
69.5%
B/E move
19.4%
Puts
Pseudo strike
11.38
IV
240.1%
B/E move
36.6%

30Δ

Calls
Pseudo strike
26.51
IV
233.1%
B/E move
85.9%
Puts
Pseudo strike
12.39
IV
206.2%
B/E move
30.1%

35Δ

Calls
Pseudo strike
21.83
IV
190.2%
B/E move
55.0%
Puts
Pseudo strike
13.39
IV
172.3%
B/E move
23.5%

40Δ

Calls
Pseudo strike
20.26
IV
172.2%
B/E move
45.3%
Puts
Pseudo strike
14.40
IV
138.4%
B/E move
16.9%

45Δ

Calls
Pseudo strike
18.68
IV
154.2%
B/E move
35.5%
Puts
Pseudo strike
15.17
IV
115.3%
B/E move
12.3%

50Δ

Calls
Pseudo strike
17.11
IV
136.1%
B/E move
25.7%
Puts
Pseudo strike
15.60
IV
108.3%
B/E move
10.6%

55Δ

Calls
Pseudo strike
15.54
IV
118.1%
B/E move
16.0%
Puts
Pseudo strike
16.03
IV
101.2%
B/E move
8.9%

60Δ

Calls
Pseudo strike
14.71
IV
107.1%
B/E move
11.4%
Puts
Pseudo strike
16.46
IV
94.2%
B/E move
7.2%

65Δ

Calls
Pseudo strike
14.26
IV
99.8%
B/E move
9.5%
Puts
Pseudo strike
16.89
IV
87.1%
B/E move
5.4%

70Δ

Calls
Pseudo strike
13.82
IV
92.5%
B/E move
7.6%
Puts
Pseudo strike
17.32
IV
80.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
13.37
IV
85.3%
B/E move
5.7%
Puts
Pseudo strike
17.99
IV
78.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
12.92
IV
78.0%
B/E move
3.8%
Puts
Pseudo strike
18.85
IV
79.9%
B/E move
1.9%

Options history

No recorded observations