PYPL Options History — October 2019 In October 2019, PYPL traded between $96.58 and $107.17. ATM implied volatility averaged 29.8%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 0.4% (HV 20d: 29.3%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.71.
Notable Days 2019-10-23 : Highest Volume — 137,662 contracts2019-10-24 : Largest IV drop — 24.8% change2019-10-02 : Highest IV Rank — 55.9%2019-10-22 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $102.28 $96.58 $107.17 $102.56 $103.88 Max Pain $100.83 $100.00 $105.00 $105.00 $102.00 ATM IV 29.8% 21.1% 36.2% 34.1% 22.9% Expected Move 8.4% 6.2% 9.9% 8.4% 6.8% HV 20d 29.3% 21.4% 40.5% 30.7% 40.1% HV 60d 30.3% 28.6% 34.0% 28.7% 33.0% IV Rank 33.4% 2.9% 55.9% 48.7% 9.1% IV Percentile 55.7% 2.8% 88.9% 82.1% 12.3% Term Structure -0.7% -1.8% 0.7% -1.1% 0.4% VWIV 29.3% 22.2% 34.4% 29.1% 23.8% Skew 25d 4.1% 2.3% 6.2% 4.6% 2.5% Skew 10d 8.1% 4.3% 12.9% 8.9% 4.6% Call IV 25d 28.0% 20.3% 34.0% 32.0% 21.7% Put IV 25d 32.1% 22.6% 39.7% 36.6% 24.2% Bid-Ask Spread % 5.38 2.24 13.26 7.51 4.13 Gamma HHI 0.09 0.06 0.49 0.07 0.07 Net GEX 4.2M -23.1M 177.5M -4.9M 7.4M Net DEX -10.1M -1.06B 430.5M 134.4M -230.5M Net VEX -6.3M -6.7M -5.7M -6.7M -6.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.37 1.59 0.43 0.60 Total Volume 40,172.565 15,064 137,662 32,218 25,273 Total OI 535,342.13 436,921 582,646 533,020 524,973
Daily Data (23 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 2019-10-01 $102.56 $105.00 34.1% 8.4% 30.7% 48.7% 29.1% 4.6% -1.1% -4.9M 134.4M -6.7M 0.43 7.51 22,557 9,661 258,369 274,651 2019-10-02 $99.76 $105.00 36.2% 9.0% 30.8% 55.9% 31.0% 5.8% -0.8% -21.0M 430.5M -6.6M 0.63 11.24 25,295 16,031 260,995 278,116 2019-10-03 $100.84 $100.00 35.7% 9.7% 29.9% 54.1% 33.4% 5.1% -1.2% -17.1M 309.5M -6.7M 0.59 3.98 19,977 11,787 269,897 282,057 2019-10-04 $102.74 $100.00 33.8% 9.0% 30.9% 47.6% 31.0% 6.2% -1.8% -6.1M 75.6M -6.7M 1.59 13.26 14,608 23,289 273,519 285,878 2019-10-07 $101.85 $100.00 33.7% 9.4% 26.6% 47.1% 32.1% 4.8% -0.5% -13.1M 196.9M -6.6M 0.59 3.80 15,715 9,335 253,650 290,985 2019-10-08 $99.98 $100.00 35.6% 9.9% 25.6% 53.8% 34.4% 5.2% -0.8% -21.5M 404.7M -6.7M 0.96 11.73 15,900 15,237 258,446 295,315 2019-10-09 $99.80 $100.00 34.2% 9.6% 25.0% 48.9% 31.8% 5.3% -0.7% -23.1M 407.0M -6.7M 0.67 9.06 13,495 9,085 264,255 296,749 2019-10-10 $100.44 $100.00 33.5% 9.3% 21.4% 46.4% 31.7% 5.4% -1.3% -21.7M 298.3M -6.5M 0.75 4.37 11,004 8,276 265,181 292,610 2019-10-11 $102.03 $100.00 32.3% 9.1% 22.4% 42.2% 30.2% 5.0% -0.7% -18.2M 108.5M -6.5M 0.73 7.56 18,245 13,337 265,444 294,109 2019-10-14 $101.69 $100.00 30.8% 8.8% 22.4% 37.0% 30.7% 4.3% -1.8% -20.3M 150.2M -6.1M 1.38 3.37 6,330 8,734 255,609 286,453 2019-10-15 $103.49 $100.00 28.4% 8.1% 23.2% 28.4% 28.9% 3.7% -0.2% -11.4M -68.0M -6.2M 0.75 4.04 16,404 12,351 257,441 290,238 2019-10-16 $102.92 $100.00 28.1% 8.0% 22.4% 27.3% 30.3% 3.3% -0.3% -17.2M 19.2M -6.1M 0.72 3.11 16,011 11,499 259,150 293,628 2019-10-17 $103.67 $100.00 28.0% 8.1% 22.5% 27.2% 29.4% 3.5% -0.5% -3.6M -95.9M -6.1M 0.56 3.95 12,964 7,259 263,654 294,624 2019-10-18 $101.23 $100.00 32.3% 9.4% 23.8% 42.3% 32.7% 4.3% -1.8% 742.1K 181.9M -6.1M 0.61 3.85 19,304 11,771 266,374 295,365 2019-10-21 $101.47 $100.00 31.1% 9.3% 23.9% 38.1% 32.0% 3.8% -1.5% -2.9M 39.7M -5.9M 0.57 2.52 16,863 9,576 190,488 246,433 2019-10-22 $97.42 $100.00 32.7% 9.9% 27.2% 43.7% 33.8% 3.8% -1.4% -11.0M 332.3M -5.7M 0.56 3.52 42,490 23,915 199,459 251,602 2019-10-23 $96.58 $100.00 31.6% 9.7% 27.0% 39.9% 33.5% 4.8% -1.7% -12.3M 408.0M -5.9M 0.69 2.24 81,232 56,430 224,965 265,165 2019-10-24 $104.76 $100.00 23.8% 6.8% 40.5% 12.3% 24.7% 3.0% -0.6% 59.5M -750.0M -6.3M 0.37 3.69 100,559 36,961 276,918 293,796 2019-10-25 $107.17 $101.00 21.8% 6.2% 40.0% 5.4% 22.2% 2.5% -0.6% 177.5M -1.06B -6.1M 0.38 3.97 47,698 18,155 284,116 298,530 2019-10-28 $106.74 $102.00 21.8% 6.5% 39.6% 5.1% 22.8% 2.5% 0.5% 29.1M -599.1M -6.1M 0.67 4.72 20,009 13,444 226,853 273,029 2019-10-29 $104.80 $102.00 21.6% 6.4% 40.1% 4.7% 22.4% 2.3% 0.4% 17.7M -359.6M -6.0M 1.01 3.88 9,623 9,677 233,347 279,847 2019-10-30 $106.52 $102.00 21.1% 6.3% 38.9% 2.9% 22.3% 2.3% 0.7% 29.8M -566.0M -6.1M 0.56 4.27 10,655 5,948 236,377 284,209 2019-10-31 $103.88 $102.00 22.9% 6.8% 40.1% 9.1% 23.8% 2.5% 0.4% 7.4M -230.5M -6.2M 0.60 4.13 15,790 9,483 238,678 286,295
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