PYPL Options History — June 2021 In June 2021, PYPL traded between $258.22 and $293.36. ATM implied volatility averaged 28.2%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 5.3% (HV 20d: 22.9%). Max pain ranged from $250.00 to $260.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2021-06-18 : Highest Volume — 154,558 contracts2021-06-18 : Largest IV spike — 12.4% change2021-06-30 : Highest IV Rank — 30.0%2021-06-18 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $275.85 $258.22 $293.36 $259.85 $292.01 Max Pain $259.09 $250.00 $260.00 $250.00 $260.00 ATM IV 28.2% 24.8% 34.1% 29.4% 34.1% Expected Move 7.8% 7.2% 8.6% 8.3% 7.2% HV 20d 22.9% 19.6% 31.2% 31.2% 20.9% HV 60d 28.2% 26.5% 34.0% 34.0% 26.5% IV Rank 8.5% 0.0% 30.0% 7.3% 30.0% IV Percentile 3.4% 0.0% 16.7% 1.2% 16.7% Term Structure 1.4% -1.1% 6.5% -0.4% -1.1% VWIV 28.1% 26.6% 30.5% 29.9% 26.7% Skew 25d 2.4% 1.3% 3.9% 3.9% 2.2% Skew 10d 6.3% 3.4% 9.9% 9.9% 5.3% Call IV 25d 27.7% 24.0% 33.2% 28.2% 33.2% Put IV 25d 30.1% 26.0% 35.4% 32.1% 35.4% Bid-Ask Spread % 5.35 1.89 13.99 2.06 2.04 Gamma HHI 0.09 0.06 0.18 0.06 0.10 Net GEX 77.8M 18.5M 134.2M 29.7M 97.1M Net DEX -3.02B -4.67B -1.34B -1.56B -3.79B Net VEX -21.3M -22.1M -20.7M -21.8M -21.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.24 0.82 0.52 0.62 Total Volume 62,406.273 30,040 154,558 50,186 37,584 Total OI 658,688.227 567,114 726,013 662,632 611,448
Daily Data (22 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 2021-06-01 $259.85 $250.00 29.4% 8.3% 31.2% 7.3% 29.9% 3.9% -0.4% 29.7M -1.56B -21.8M 0.52 2.06 33,039 17,147 300,032 362,600 2021-06-02 $262.57 $250.00 28.9% 8.1% 27.6% 5.8% 28.9% 3.1% -0.4% 63.8M -1.96B -22.0M 0.35 2.02 42,570 15,088 309,193 369,101 2021-06-03 $258.22 $260.00 29.9% 8.5% 28.4% 9.4% 30.1% 3.9% -0.4% 18.5M -1.34B -22.1M 0.51 6.12 24,697 12,628 311,575 372,542 2021-06-04 $263.07 $260.00 27.9% 8.1% 28.9% 2.3% 28.9% 3.3% -0.5% 45.9M -2.02B -21.7M 0.47 10.61 27,095 12,711 315,748 376,211 2021-06-07 $260.94 $260.00 27.2% 7.9% 28.7% 0.0% 28.3% 2.5% 0.5% 27.9M -1.69B -21.5M 0.56 12.32 19,212 10,828 306,286 366,545 2021-06-08 $263.45 $260.00 28.1% 8.1% 24.9% 3.2% 28.9% 2.3% 0.2% 47.0M -2.05B -21.6M 0.46 2.88 29,383 13,606 311,407 370,128 2021-06-09 $263.95 $260.00 27.0% 8.1% 24.5% 0.0% 28.2% 2.6% 1.2% 56.1M -2.07B -21.6M 0.34 2.19 50,262 17,269 317,428 374,594 2021-06-10 $268.66 $260.00 26.7% 7.7% 21.1% 0.0% 28.6% 2.9% 0.3% 98.6M -2.76B -21.4M 0.64 5.15 52,161 33,176 322,719 380,677 2021-06-11 $270.82 $260.00 24.8% 7.2% 21.1% 0.0% 26.6% 2.0% 0.5% 131.5M -3.18B -21.4M 0.47 4.10 47,932 22,506 330,294 389,762 2021-06-14 $273.94 $260.00 26.4% 7.6% 20.7% 5.2% 27.4% 3.0% 0.1% 90.2M -3.34B -20.7M 0.61 6.95 30,337 18,426 314,290 377,251 2021-06-15 $271.93 $260.00 26.4% 7.6% 20.5% 5.2% 27.0% 3.1% 0.2% 83.2M -3.01B -21.0M 0.44 4.80 29,128 12,864 317,358 382,184 2021-06-16 $269.74 $260.00 26.6% 7.6% 21.0% 6.0% 28.1% 2.4% 0.2% 73.8M -2.81B -21.1M 0.53 13.69 29,838 15,698 324,216 385,443 2021-06-17 $278.62 $260.00 26.5% 7.6% 22.7% 5.5% 27.8% 2.7% 0.5% 118.8M -4.02B -20.8M 0.61 3.50 50,910 30,855 325,615 387,834 2021-06-18 $284.20 $260.00 29.8% 8.6% 20.7% 16.1% 30.5% 2.3% -0.3% 38.8M -4.67B -21.1M 0.36 13.99 113,509 41,049 325,656 400,357 2021-06-21 $282.84 $260.00 27.3% 7.8% 20.6% 8.2% 28.4% 1.5% 6.1% 68.5M -3.04B -21.4M 0.55 2.22 46,253 25,235 258,981 308,133 2021-06-22 $286.89 $260.00 27.4% 7.8% 19.6% 8.4% 28.1% 1.3% 5.8% 96.9M -3.55B -20.7M 0.24 2.34 54,810 13,322 269,282 314,237 2021-06-23 $288.13 $260.00 26.4% 7.5% 19.6% 5.2% 27.5% 1.4% 6.1% 118.8M -3.73B -20.9M 0.41 6.26 44,663 18,287 279,168 316,780 2021-06-24 $293.36 $260.00 27.8% 7.5% 20.0% 9.6% 27.0% 1.4% 6.5% 134.2M -4.30B -20.9M 0.40 4.65 80,523 32,603 283,183 319,902 2021-06-25 $289.15 $260.00 28.1% 7.3% 20.6% 10.7% 27.7% 1.4% 6.5% 73.8M -3.70B -21.2M 0.82 5.54 38,514 31,482 285,752 332,243 2021-06-28 $293.25 $260.00 31.5% 7.4% 20.8% 21.7% 26.9% 2.0% -0.7% 97.0M -3.86B -20.8M 0.47 1.89 30,845 14,402 272,141 314,944 2021-06-29 $293.12 $260.00 32.8% 7.3% 20.6% 26.1% 26.6% 2.1% -0.8% 101.1M -3.88B -20.9M 0.73 2.42 29,135 21,356 277,818 320,083 2021-06-30 $292.01 $260.00 34.1% 7.2% 20.9% 30.0% 26.7% 2.2% -1.1% 97.1M -3.79B -21.4M 0.62 2.04 23,202 14,382 285,965 325,483
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