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PayPal Holdings, Inc. Common Stock PYPL

i

Market datapartial · fetched 2026-11-05T22:15:27.513Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T22:13:53.770070835Z

FundamentalsAlpha Vantage · unavailable

Share price$58.28
1D-4.0%
AH$57.80$58.52$59.23$59.94$60.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPYPL
Sold putSold callAH

PayPal Holdings, Inc. Common Stock options

Live interpolated PYPL call and put midpoint premiums by absolute delta.PayPal Holdings, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPYPL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.82%
Daily close
PYPL23.8%47.5%71.2%2026-08-07: 28.12%2026-08-10: 30.21%2026-08-11: 27.09%2026-08-12: 28.62%2026-08-13: 36.38%2026-08-14: 40.92%2026-08-17: 32.82%2026-08-18: 30.81%2026-08-19: 31.79%2026-08-20: 45.11%2026-08-21: 37.43%2026-08-24: 35.15%2026-08-25: 39.39%2026-08-26: 35.39%2026-08-27: 39.90%2026-08-28: 32.84%2026-08-31: 32.63%2026-09-01: 32.78%2026-09-02: 41.08%2026-09-03: 41.97%2026-09-04: 33.64%2026-09-08: 42.14%2026-09-09: 58.14%2026-09-10: 37.59%2026-09-11: 32.29%2026-09-14: 34.76%2026-09-15: 33.76%2026-09-16: 32.89%2026-09-17: 32.78%2026-09-18: 29.05%2026-09-21: 28.76%2026-09-22: 34.92%2026-09-23: 34.46%2026-09-24: 37.08%2026-09-25: 43.07%2026-09-28: 40.70%2026-09-29: 37.87%2026-09-30: 37.59%2026-10-01: 37.60%2026-10-02: 36.00%2026-10-05: 38.29%2026-10-06: 36.74%2026-10-07: 36.48%2026-10-08: 37.38%2026-10-09: 38.85%2026-10-12: 40.84%2026-10-13: 39.91%2026-10-14: 42.61%2026-10-15: 43.15%2026-10-16: 45.58%2026-10-19: 47.27%2026-10-20: 46.50%2026-10-21: 48.41%2026-10-22: 51.44%2026-10-23: 57.61%2026-10-26: 67.97%2026-10-27: 36.39%2026-10-28: 34.39%2026-10-29: 33.43%2026-10-30: 31.82%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
28.12%
30.21%
27.09%
28.62%
36.38%
40.92%
32.82%
30.81%
31.79%
45.11%
37.43%
35.15%
39.39%
35.39%
39.90%
32.84%
32.63%
32.78%
41.08%
41.97%
33.64%
42.14%
58.14%
37.59%
32.29%
34.76%
33.76%
32.89%
32.78%
29.05%
28.76%
34.92%
34.46%
37.08%
43.07%
40.70%
37.87%
37.59%
37.60%
36.00%
38.29%
36.74%
36.48%
37.38%
38.85%
40.84%
39.91%
42.61%
43.15%
45.58%
47.27%
46.50%
48.41%
51.44%
57.61%
67.97%
36.39%
34.39%
33.43%
31.82%