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PayPal Holdings Inc PYPL

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T21:53:02.369Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:47:41.631052928Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:53:00.103875+00:00

Share price$57.04
1D+3.1%
AH$55.26$55.77$56.28$56.79$57.305:30 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$0.06$1.26$2.46$3.66$4.86$52.71$54.30$55.88$57.47$59.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYPL spot · $57.04PYPL PRICE$0.20$0.19$0.23$0.28$0.34$0.40$0.47$0.58$0.72$0.87$1.01$1.15$2.13$1.02$0.90$0.78$0.66$0.54$0.42$0.45$0.66$0.87$1.16$1.79$2.92$4.52
PutsExpensive3.01×
CallsFair0.97×
SkewBearish+82.29 pp
Implied moveBalanced±$0.91
TiltBearish32.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.9384.6%5.4%49.95325.7%14.2%
25Δ57.9342.2%1.9%51.22272.6%11.8%
30Δ57.7341.2%1.6%52.49219.5%9.3%
35Δ57.5340.1%1.3%53.77166.3%6.9%
40Δ57.3739.8%1.2%55.04113.2%4.5%
45Δ57.2139.5%1.0%56.3160.1%2.0%
50Δ57.0639.3%0.9%57.0935.3%0.7%
55Δ56.8840.1%0.7%57.2844.0%0.7%
60Δ56.6941.7%0.6%57.4852.8%0.8%
65Δ56.4943.3%0.6%57.8060.5%0.7%
70Δ56.3044.9%0.5%58.4277.5%0.7%
75Δ56.1046.4%0.4%59.51109.3%0.8%
80Δ55.1372.9%0.4%61.09149.0%0.8%

20Δ

Calls
Pseudo strike
59.93
IV
84.6%
B/E move
5.4%
Puts
Pseudo strike
49.95
IV
325.7%
B/E move
14.2%

25Δ

Calls
Pseudo strike
57.93
IV
42.2%
B/E move
1.9%
Puts
Pseudo strike
51.22
IV
272.6%
B/E move
11.8%

30Δ

Calls
Pseudo strike
57.73
IV
41.2%
B/E move
1.6%
Puts
Pseudo strike
52.49
IV
219.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
57.53
IV
40.1%
B/E move
1.3%
Puts
Pseudo strike
53.77
IV
166.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
57.37
IV
39.8%
B/E move
1.2%
Puts
Pseudo strike
55.04
IV
113.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
57.21
IV
39.5%
B/E move
1.0%
Puts
Pseudo strike
56.31
IV
60.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
57.06
IV
39.3%
B/E move
0.9%
Puts
Pseudo strike
57.09
IV
35.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
56.88
IV
40.1%
B/E move
0.7%
Puts
Pseudo strike
57.28
IV
44.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
56.69
IV
41.7%
B/E move
0.6%
Puts
Pseudo strike
57.48
IV
52.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
56.49
IV
43.3%
B/E move
0.6%
Puts
Pseudo strike
57.80
IV
60.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
56.30
IV
44.9%
B/E move
0.5%
Puts
Pseudo strike
58.42
IV
77.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
56.10
IV
46.4%
B/E move
0.4%
Puts
Pseudo strike
59.51
IV
109.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
55.13
IV
72.9%
B/E move
0.4%
Puts
Pseudo strike
61.09
IV
149.0%
B/E move
0.8%