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PayPal Holdings Inc PYPL

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:03:39.654Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.653642515Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:07.389776+00:00

Share price$57.16
1D+2.8%
AH$55.26$55.77$56.27$56.77$57.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPYPL
Sold putSold callAH

PayPal Holdings Inc options

Live interpolated PYPL call and put midpoint premiums by absolute delta.PayPal Holdings Inc$0.00$1.64$3.27$4.91$6.54$52.71$54.38$56.06$57.74$59.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $57.16OPTION PRICELive PYPL spot · $57.16PYPL PRICE$0.20$0.17$0.22$0.26$0.30$0.36$0.41$0.47$0.56$0.69$0.81$0.93$1.05$1.01$0.87$0.73$0.59$0.45$0.41$0.62$0.82$1.09$1.52$2.52$2.64$6.07
PutsExpensive2.57×
CallsCheap0.74×
SkewBearish+87.74 pp
Implied moveBearish±$1.03
TiltBearish50.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.4991.4%6.2%50.07311.3%14.2%
25Δ57.9839.4%1.7%51.54252.7%11.3%
30Δ57.8038.1%1.5%53.02194.0%8.5%
35Δ57.6236.9%1.3%54.50135.4%5.7%
40Δ57.4535.8%1.0%55.9776.7%2.9%
45Δ57.3235.2%0.9%57.0638.6%0.9%
50Δ57.1834.6%0.8%57.2547.6%0.9%
55Δ57.0533.9%0.6%57.4356.6%1.0%
60Δ56.9033.8%0.5%57.7265.3%0.9%
65Δ56.7433.9%0.5%58.1677.3%0.9%
70Δ56.5734.0%0.4%59.13106.9%1.0%
75Δ56.4134.1%0.3%59.37101.2%0.7%
80Δ56.2534.2%0.2%62.63192.2%1.0%

20Δ

Calls
Pseudo strike
60.49
IV
91.4%
B/E move
6.2%
Puts
Pseudo strike
50.07
IV
311.3%
B/E move
14.2%

25Δ

Calls
Pseudo strike
57.98
IV
39.4%
B/E move
1.7%
Puts
Pseudo strike
51.54
IV
252.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
57.80
IV
38.1%
B/E move
1.5%
Puts
Pseudo strike
53.02
IV
194.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
57.62
IV
36.9%
B/E move
1.3%
Puts
Pseudo strike
54.50
IV
135.4%
B/E move
5.7%

40Δ

Calls
Pseudo strike
57.45
IV
35.8%
B/E move
1.0%
Puts
Pseudo strike
55.97
IV
76.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
57.32
IV
35.2%
B/E move
0.9%
Puts
Pseudo strike
57.06
IV
38.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
57.18
IV
34.6%
B/E move
0.8%
Puts
Pseudo strike
57.25
IV
47.6%
B/E move
0.9%

55Δ

Calls
Pseudo strike
57.05
IV
33.9%
B/E move
0.6%
Puts
Pseudo strike
57.43
IV
56.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
56.90
IV
33.8%
B/E move
0.5%
Puts
Pseudo strike
57.72
IV
65.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
56.74
IV
33.9%
B/E move
0.5%
Puts
Pseudo strike
58.16
IV
77.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
56.57
IV
34.0%
B/E move
0.4%
Puts
Pseudo strike
59.13
IV
106.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
56.41
IV
34.1%
B/E move
0.3%
Puts
Pseudo strike
59.37
IV
101.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
56.25
IV
34.2%
B/E move
0.2%
Puts
Pseudo strike
62.63
IV
192.2%
B/E move
1.0%