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PayPay Corporation American Depository Shares PAYP

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Market datapartial · fetched 2026-10-23T10:04:22.106Z

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 · 2026-10-23T08:01:53.101870256Z

FundamentalsAlpha Vantage · unavailable

Share price$15.10
1D
Price history unavailable.

PayPay Corporation American Depository Shares options

Live interpolated PAYP call and put midpoint premiums by absolute delta.PayPay Corporation American Depository Shares$0.17$1.38$2.58$3.78$4.99$7.92$11.33$14.74$18.16$21.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAYP spot · $15.10PAYP PRICE$0.30$0.39$1.38$1.42$1.53$1.63$1.74$1.85$1.98$2.12$2.27$2.41$2.56$1.86$1.88$1.90$1.92$1.94$2.06$2.24$2.42$2.60$2.78$3.02$3.83$4.64
PutsExpensive2.68×
CallsExpensive2.46×
SkewBearish+16.87 pp
Implied moveBearish±$3.98
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2967.9%23.2%10.43276.0%43.2%
25Δ17.5668.2%18.9%11.46241.0%36.5%
30Δ26.50232.8%84.6%12.50206.1%29.8%
35Δ21.86189.8%54.2%13.53171.1%23.1%
40Δ20.33171.8%44.7%14.57136.2%16.4%
45Δ18.79153.8%35.3%15.27117.5%12.5%
50Δ17.26135.8%25.8%15.72110.6%10.7%
55Δ15.73117.9%16.4%16.18103.6%8.9%
60Δ14.79105.4%11.0%16.6396.6%7.1%
65Δ14.3897.9%9.3%17.0989.6%5.3%
70Δ13.9890.4%7.6%17.5883.6%3.6%
75Δ13.5882.8%5.9%18.5086.9%2.8%
80Δ13.1775.3%4.2%19.4290.2%2.1%

20Δ

Calls
Pseudo strike
18.29
IV
67.9%
B/E move
23.2%
Puts
Pseudo strike
10.43
IV
276.0%
B/E move
43.2%

25Δ

Calls
Pseudo strike
17.56
IV
68.2%
B/E move
18.9%
Puts
Pseudo strike
11.46
IV
241.0%
B/E move
36.5%

30Δ

Calls
Pseudo strike
26.50
IV
232.8%
B/E move
84.6%
Puts
Pseudo strike
12.50
IV
206.1%
B/E move
29.8%

35Δ

Calls
Pseudo strike
21.86
IV
189.8%
B/E move
54.2%
Puts
Pseudo strike
13.53
IV
171.1%
B/E move
23.1%

40Δ

Calls
Pseudo strike
20.33
IV
171.8%
B/E move
44.7%
Puts
Pseudo strike
14.57
IV
136.2%
B/E move
16.4%

45Δ

Calls
Pseudo strike
18.79
IV
153.8%
B/E move
35.3%
Puts
Pseudo strike
15.27
IV
117.5%
B/E move
12.5%

50Δ

Calls
Pseudo strike
17.26
IV
135.8%
B/E move
25.8%
Puts
Pseudo strike
15.72
IV
110.6%
B/E move
10.7%

55Δ

Calls
Pseudo strike
15.73
IV
117.9%
B/E move
16.4%
Puts
Pseudo strike
16.18
IV
103.6%
B/E move
8.9%

60Δ

Calls
Pseudo strike
14.79
IV
105.4%
B/E move
11.0%
Puts
Pseudo strike
16.63
IV
96.6%
B/E move
7.1%

65Δ

Calls
Pseudo strike
14.38
IV
97.9%
B/E move
9.3%
Puts
Pseudo strike
17.09
IV
89.6%
B/E move
5.3%

70Δ

Calls
Pseudo strike
13.98
IV
90.4%
B/E move
7.6%
Puts
Pseudo strike
17.58
IV
83.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
13.58
IV
82.8%
B/E move
5.9%
Puts
Pseudo strike
18.50
IV
86.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
13.17
IV
75.3%
B/E move
4.2%
Puts
Pseudo strike
19.42
IV
90.2%
B/E move
2.1%

Options history

No recorded observations