IntraAlpha
Create free account Start free

Paychex, Inc. Common Stock PAYX

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T15:59:34.450Z

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 · 2026-11-11T15:59:30.967502233Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-11T15:53:15.420822+00:00

Share price$115.13
1D-0.6%
$114.77$115.09$115.40$115.71$116.025:30 AM6:30 AM9:00 AM1:00 PMPAYX
Sold putSold call

Paychex, Inc. Common Stock options

Live interpolated PAYX call and put midpoint premiums by absolute delta.Paychex, Inc. Common Stock$0.54$1.98$3.43$4.87$6.31$105.32$110.10$114.88$119.65$124.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PAYX spot · $115.13PAYX PRICE$0.70$0.92$1.23$1.54$1.85$2.16$2.47$2.91$3.51$4.11$4.70$5.30$5.90$0.72$1.00$1.28$1.56$1.84$2.12$2.51$3.00$3.50$3.99$4.49$4.98
Puts——
CallsCheap0.86×
Skew——
Implied moveBalanced±$4.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.1735.1%5.9%110.2933.7%4.8%
25Δ119.7234.3%4.8%111.1533.6%4.3%
30Δ118.8734.4%4.3%112.0133.4%3.8%
35Δ118.0134.5%3.8%112.8733.2%3.3%
40Δ117.1534.6%3.4%113.7333.1%2.8%
45Δ116.3034.6%2.9%114.5932.9%2.3%
50Δ115.4434.7%2.4%115.4132.7%1.9%
55Δ114.5734.9%2.0%116.2032.4%1.7%
60Δ113.6735.0%1.8%116.9832.0%1.4%
65Δ112.7735.2%1.5%117.7731.7%1.2%
70Δ111.8735.4%1.3%118.5631.4%0.9%
75Δ110.9735.5%1.0%119.3431.1%0.7%
80Δ110.0835.7%0.7%

20Δ

Calls
Pseudo strike
121.17
IV
35.1%
B/E move
5.9%
Puts
Pseudo strike
110.29
IV
33.7%
B/E move
4.8%

25Δ

Calls
Pseudo strike
119.72
IV
34.3%
B/E move
4.8%
Puts
Pseudo strike
111.15
IV
33.6%
B/E move
4.3%

30Δ

Calls
Pseudo strike
118.87
IV
34.4%
B/E move
4.3%
Puts
Pseudo strike
112.01
IV
33.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
118.01
IV
34.5%
B/E move
3.8%
Puts
Pseudo strike
112.87
IV
33.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
117.15
IV
34.6%
B/E move
3.4%
Puts
Pseudo strike
113.73
IV
33.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
116.30
IV
34.6%
B/E move
2.9%
Puts
Pseudo strike
114.59
IV
32.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
115.44
IV
34.7%
B/E move
2.4%
Puts
Pseudo strike
115.41
IV
32.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
114.57
IV
34.9%
B/E move
2.0%
Puts
Pseudo strike
116.20
IV
32.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
113.67
IV
35.0%
B/E move
1.8%
Puts
Pseudo strike
116.98
IV
32.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
112.77
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
117.77
IV
31.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
111.87
IV
35.4%
B/E move
1.3%
Puts
Pseudo strike
118.56
IV
31.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
110.97
IV
35.5%
B/E move
1.0%
Puts
Pseudo strike
119.34
IV
31.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
110.08
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.05%
Daily close
PAYX27.1%32.2%37.2%2026-08-13: 32.40%2026-08-14: 30.22%2026-08-17: 32.66%2026-08-18: 32.16%2026-08-21: 30.71%2026-08-24: 30.24%2026-08-25: 31.70%2026-08-26: 31.81%2026-08-27: 31.67%2026-08-28: 31.13%2026-08-31: 32.20%2026-09-01: 30.83%2026-09-02: 30.75%2026-09-03: 30.42%2026-09-04: 30.62%2026-09-08: 32.33%2026-09-09: 33.15%2026-09-10: 32.10%2026-09-11: 31.64%2026-09-14: 32.58%2026-09-15: 36.54%2026-09-16: 36.38%2026-09-18: 32.12%2026-09-21: 32.64%2026-09-22: 32.69%2026-09-23: 29.62%2026-09-24: 29.35%2026-09-25: 28.60%2026-09-28: 28.25%2026-09-29: 29.57%2026-09-30: 29.24%2026-10-01: 29.59%2026-10-02: 28.49%2026-10-05: 28.39%2026-10-06: 28.04%2026-10-08: 29.07%2026-10-09: 27.79%2026-10-12: 27.97%2026-10-16: 29.30%2026-10-19: 29.25%2026-10-20: 29.76%2026-10-21: 28.75%2026-10-22: 30.38%2026-10-23: 29.89%2026-10-26: 29.72%2026-10-27: 31.79%2026-10-28: 31.18%2026-10-29: 31.77%2026-10-30: 34.05%Aug 13Sep 22Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.40%
30.22%
32.66%
32.16%
30.71%
30.24%
31.70%
31.81%
31.67%
31.13%
32.20%
30.83%
30.75%
30.42%
30.62%
32.33%
33.15%
32.10%
31.64%
32.58%
36.54%
36.38%
32.12%
32.64%
32.69%
29.62%
29.35%
28.60%
28.25%
29.57%
29.24%
29.59%
28.49%
28.39%
28.04%
29.07%
27.79%
27.97%
29.30%
29.25%
29.76%
28.75%
30.38%
29.89%
29.72%
31.79%
31.18%
31.77%
34.05%