PYPL Options History — July 2015

Name: PYPL Options Analytics - July 2015
Creator: Options Analysis Suite

In July 2015, PYPL traded between $36.44 and $40.55. ATM implied volatility averaged 34.3%. The 30-day expected move averaged 9.1%. Max pain ranged from $40.00 to $57.50. Net GEX was positive for 10 of 10 trading days. Term structure was in contango for 7 of 10 days. Put/call ratio averaged 0.57.

Notable Days

2015-07-20: Highest Volume — 65,501 contracts
2015-07-23: Largest IV spike — 1112.2% change
2015-07-20: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.14	$36.44	$40.55	$40.55	$38.70
Max Pain	$46.05	$40.00	$57.50	$57.50	$41.00
ATM IV	34.3%	3.2%	46.4%	38.4%	40.3%
Expected Move	9.1%	0.9%	11.0%	11.0%	8.9%
Term Structure	55.4%	-23.6%	333.8%	333.8%	24.2%
VWIV	34.8%	27.8%	38.5%	38.5%	29.7%
Skew 25d	5.0%	-20.2%	30.3%	-20.2%	18.7%
Skew 10d	2.8%	-17.7%	24.4%	-17.6%	15.4%
Call IV 25d	32.0%	21.2%	39.8%	37.6%	23.7%
Put IV 25d	37.0%	17.4%	53.2%	17.4%	42.4%
Bid-Ask Spread %	23.87	18.28	27.33	18.28	23.20
Gamma HHI	0.15	0.08	0.55	0.11	0.14
Net GEX	2.2M	395.5K	4.9M	1.3M	4.9M
Net DEX	212.5M	-7.5M	357.1M	37.1M	240.3M
Net VEX	-1.1M	-3.3M	-95.5K	-3.3M	-825.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.33	0.95	0.33	0.74
Total Volume	28,183.4	14,713	65,501	65,501	17,751
Total OI	469,055.4	17,820	564,621	564,621	517,412

Daily Data (10 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2015-07-20	$40.55	$57.50	38.4%	11.0%	0.0%	0.0%	38.5%	-20.2%	333.8%	1.3M	37.1M	-3.3M	0.33	18.28	49,405	16,096	393,024	171,597
2015-07-21	$39.21	$40.00	37.2%	10.7%	0.0%	0.0%	38.1%	-2.5%	-0.7%	395.5K	-7.5M	-95.5K	0.38	26.55	10,649	4,064	11,845	5,975
2015-07-22	$38.40	$55.00	3.2%	0.9%	0.0%	0.0%	37.4%	-11.2%	163.2%	1.4M	357.1M	-947.3K	0.95	20.49	21,454	20,349	390,637	139,932
2015-07-23	$37.00	$57.50	38.7%	10.2%	0.0%	0.0%	36.6%	0.1%	-23.6%	1.0M	282.8M	-941.5K	0.68	25.59	18,161	12,259	379,093	124,720
2015-07-24	$37.03	$45.00	40.2%	9.9%	0.0%	0.0%	34.2%	4.1%	-18.5%	1.3M	263.4M	-1.0M	0.51	27.33	21,475	11,005	389,248	127,698
2015-07-27	$36.44	$41.50	35.6%	10.2%	0.0%	0.0%	36.0%	2.2%	4.0%	1.4M	233.8M	-899.0K	0.56	25.90	13,323	7,528	385,651	123,323
2015-07-28	$37.67	$41.00	28.4%	10.1%	0.0%	0.0%	35.1%	30.3%	35.3%	1.9M	224.6M	-871.5K	0.65	23.07	10,502	6,850	388,358	123,930
2015-07-29	$37.97	$41.00	34.2%	9.7%	0.0%	0.0%	34.5%	1.4%	2.7%	3.7M	241.0M	-834.9K	0.59	25.97	10,531	6,181	390,087	116,773
2015-07-30	$38.40	$41.00	46.4%	9.2%	0.0%	0.0%	27.8%	26.6%	33.7%	4.2M	252.2M	-759.7K	0.36	22.35	17,770	6,481	393,804	117,447
2015-07-31	$38.70	$41.00	40.3%	8.9%	0.0%	0.0%	29.7%	18.7%	24.2%	4.9M	240.3M	-825.1K	0.74	23.20	10,219	7,532	398,581	118,831