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PayPal Holdings, Inc. Common Stock PYPL

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-07T01:51:27.297Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:58:18.978316683Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:51:26.887419+00:00

Share price$59.03
1D+1.9%
AH$57.34$57.99$58.65$59.30$59.955:30 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$0.11$1.62$3.13$4.64$6.15$55.34$57.37$59.41$61.45$63.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PYPL spot · $59.03PYPL PRICE$0.31$0.41$0.53$0.67$0.80$0.95$1.10$1.40$1.80$2.14$2.39$4.49$5.72$0.28$0.39$0.51$0.61$0.70$0.80$0.91$1.04$1.18$1.32$1.57$1.89
Puts——
CallsCheap0.94×
Skew——
Implied moveBullish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.5233.5%4.7%57.1728.9%3.6%
25Δ61.0533.9%4.1%57.4930.0%3.3%
30Δ60.6534.4%3.7%57.8131.0%2.9%
35Δ60.2635.0%3.2%58.1331.0%2.6%
40Δ59.8835.2%2.8%58.4729.5%2.1%
45Δ59.5134.9%2.4%58.8028.0%1.7%
50Δ59.1434.6%2.1%59.1126.9%1.4%
55Δ58.7237.2%1.9%59.3726.3%1.2%
60Δ58.2641.7%1.8%59.6425.7%1.0%
65Δ57.8143.8%1.6%59.9025.1%0.7%
70Δ57.3742.5%1.3%60.2525.5%0.6%
75Δ55.4871.2%1.6%60.6426.5%0.5%
80Δ54.1280.1%1.4%

20Δ

Calls
Pseudo strike
61.52
IV
33.5%
B/E move
4.7%
Puts
Pseudo strike
57.17
IV
28.9%
B/E move
3.6%

25Δ

Calls
Pseudo strike
61.05
IV
33.9%
B/E move
4.1%
Puts
Pseudo strike
57.49
IV
30.0%
B/E move
3.3%

30Δ

Calls
Pseudo strike
60.65
IV
34.4%
B/E move
3.7%
Puts
Pseudo strike
57.81
IV
31.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
60.26
IV
35.0%
B/E move
3.2%
Puts
Pseudo strike
58.13
IV
31.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
59.88
IV
35.2%
B/E move
2.8%
Puts
Pseudo strike
58.47
IV
29.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
59.51
IV
34.9%
B/E move
2.4%
Puts
Pseudo strike
58.80
IV
28.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
59.14
IV
34.6%
B/E move
2.1%
Puts
Pseudo strike
59.11
IV
26.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
58.72
IV
37.2%
B/E move
1.9%
Puts
Pseudo strike
59.37
IV
26.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
58.26
IV
41.7%
B/E move
1.8%
Puts
Pseudo strike
59.64
IV
25.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.81
IV
43.8%
B/E move
1.6%
Puts
Pseudo strike
59.90
IV
25.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
57.37
IV
42.5%
B/E move
1.3%
Puts
Pseudo strike
60.25
IV
25.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.48
IV
71.2%
B/E move
1.6%
Puts
Pseudo strike
60.64
IV
26.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
54.12
IV
80.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.82%
Daily close
PYPL23.8%47.5%71.2%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%