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PayPal Holdings Inc PYPL

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-17T01:49:27.193Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:57:31.190342065Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:49:25.553824+00:00

Share price$56.44
1D-1.2%
AH$56.38$56.73$57.09$57.45$57.815:30 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$0.60$2.48$4.37$6.26$8.15$47.09$51.81$56.53$61.24$65.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYPL spot · $56.44PYPL PRICE$0.80$1.07$1.37$1.68$2.06$2.45$2.88$3.37$3.86$4.41$4.96$5.68$6.97$0.91$1.20$1.54$1.89$2.29$2.82$3.35$4.07$4.88$5.55$6.08$6.60$7.60
PutsExpensive1.49×
CallsExpensive1.36×
SkewBullish-0.99 pp
Implied moveBearish±$6.23
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.0243.0%14.8%51.0342.9%11.2%
25Δ62.6443.6%12.9%52.2442.7%9.6%
30Δ61.4443.7%11.3%53.2942.5%8.3%
35Δ60.2543.7%9.7%54.3042.2%7.1%
40Δ59.2144.0%8.5%55.2942.2%6.1%
45Δ58.2044.4%7.5%56.2443.0%5.4%
50Δ57.2044.7%6.4%57.1943.7%4.6%
55Δ56.2144.8%5.6%58.2744.9%4.0%
60Δ55.2244.9%4.7%59.4146.3%3.4%
65Δ54.2444.3%3.9%60.4445.9%2.8%
70Δ53.2743.4%3.2%61.3443.6%2.1%
75Δ52.1743.5%2.5%62.2541.2%1.4%
80Δ50.6346.6%2.1%63.5340.4%0.9%

20Δ

Calls
Pseudo strike
64.02
IV
43.0%
B/E move
14.8%
Puts
Pseudo strike
51.03
IV
42.9%
B/E move
11.2%

25Δ

Calls
Pseudo strike
62.64
IV
43.6%
B/E move
12.9%
Puts
Pseudo strike
52.24
IV
42.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
61.44
IV
43.7%
B/E move
11.3%
Puts
Pseudo strike
53.29
IV
42.5%
B/E move
8.3%

35Δ

Calls
Pseudo strike
60.25
IV
43.7%
B/E move
9.7%
Puts
Pseudo strike
54.30
IV
42.2%
B/E move
7.1%

40Δ

Calls
Pseudo strike
59.21
IV
44.0%
B/E move
8.5%
Puts
Pseudo strike
55.29
IV
42.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
58.20
IV
44.4%
B/E move
7.5%
Puts
Pseudo strike
56.24
IV
43.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
57.20
IV
44.7%
B/E move
6.4%
Puts
Pseudo strike
57.19
IV
43.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
56.21
IV
44.8%
B/E move
5.6%
Puts
Pseudo strike
58.27
IV
44.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
55.22
IV
44.9%
B/E move
4.7%
Puts
Pseudo strike
59.41
IV
46.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
54.24
IV
44.3%
B/E move
3.9%
Puts
Pseudo strike
60.44
IV
45.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
53.27
IV
43.4%
B/E move
3.2%
Puts
Pseudo strike
61.34
IV
43.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
52.17
IV
43.5%
B/E move
2.5%
Puts
Pseudo strike
62.25
IV
41.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
50.63
IV
46.6%
B/E move
2.1%
Puts
Pseudo strike
63.53
IV
40.4%
B/E move
0.9%