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Paychex, Inc. Common Stock PAYX

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Market datapartial · fetched 2026-10-22T23:34:25.677Z

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 · 2026-10-22T21:49:56.679543343Z

FundamentalsAlpha Vantage · unavailable

Share price$118.83
1D+3.8%
AH$113$115$116$118$1195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAYX
Sold putSold callAH

Paychex, Inc. Common Stock options

Live interpolated PAYX call and put midpoint premiums by absolute delta.Paychex, Inc. Common Stock$0.44$5.71$10.98$16.25$21.52$94.26$104.12$113.98$123.84$133.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAYX spot · $118.83PAYX PRICE$1.01$1.34$1.70$2.13$2.56$2.99$3.44$3.94$4.43$4.92$5.42$6.16$7.05$1.38$1.97$2.55$3.13$3.78$4.42$5.06$6.21$7.44$8.67$10.64$12.61$20.00
PutsExpensive1.34×
CallsCheap0.77×
SkewBearish+12.93 pp
Implied moveBearish±$8.51
TiltBearish30.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.4026.0%8.1%110.2434.9%8.4%
25Δ125.9426.9%7.1%111.8535.8%7.5%
30Δ124.5627.4%6.2%113.4736.6%6.7%
35Δ123.2927.3%5.5%115.0837.4%5.8%
40Δ122.0327.2%4.8%116.6536.8%5.0%
45Δ120.7727.2%4.1%118.2236.1%4.2%
50Δ119.5926.8%3.5%119.7935.5%3.5%
55Δ118.5426.0%3.1%121.5136.3%3.0%
60Δ117.4925.2%2.6%123.2737.4%2.5%
65Δ116.4424.4%2.1%125.0238.5%2.1%
70Δ115.3923.6%1.7%127.4540.0%1.7%
75Δ114.2022.9%1.3%129.8841.5%1.3%
80Δ112.9322.1%1.0%137.3754.4%1.2%

20Δ

Calls
Pseudo strike
127.40
IV
26.0%
B/E move
8.1%
Puts
Pseudo strike
110.24
IV
34.9%
B/E move
8.4%

25Δ

Calls
Pseudo strike
125.94
IV
26.9%
B/E move
7.1%
Puts
Pseudo strike
111.85
IV
35.8%
B/E move
7.5%

30Δ

Calls
Pseudo strike
124.56
IV
27.4%
B/E move
6.2%
Puts
Pseudo strike
113.47
IV
36.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
123.29
IV
27.3%
B/E move
5.5%
Puts
Pseudo strike
115.08
IV
37.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
122.03
IV
27.2%
B/E move
4.8%
Puts
Pseudo strike
116.65
IV
36.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
120.77
IV
27.2%
B/E move
4.1%
Puts
Pseudo strike
118.22
IV
36.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
119.59
IV
26.8%
B/E move
3.5%
Puts
Pseudo strike
119.79
IV
35.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
118.54
IV
26.0%
B/E move
3.1%
Puts
Pseudo strike
121.51
IV
36.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
117.49
IV
25.2%
B/E move
2.6%
Puts
Pseudo strike
123.27
IV
37.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
116.44
IV
24.4%
B/E move
2.1%
Puts
Pseudo strike
125.02
IV
38.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
115.39
IV
23.6%
B/E move
1.7%
Puts
Pseudo strike
127.45
IV
40.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
114.20
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
129.88
IV
41.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
112.93
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
137.37
IV
54.4%
B/E move
1.2%

Options history

No recorded observations