PYPL Options History — June 2022

In June 2022, PYPL traded between $69.76 and $88.56. ATM implied volatility averaged 62.0%, placing in the 64.7% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 3.1% (HV 20d: 58.9%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.71.

Notable Days

2022-06-02: Highest Volume — 194,306 contracts
2022-06-13: Largest IV spike — 15.4% change
2022-06-29: Highest IV Rank — 83.4%
2022-06-13: Largest Expected Move — 19.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.93	$69.76	$88.56	$82.80	$69.76
Max Pain	$84.29	$80.00	$90.00	$90.00	$80.00
ATM IV	62.0%	54.7%	73.4%	58.8%	72.0%
Expected Move	17.1%	16.0%	19.7%	17.7%	17.0%
HV 20d	58.9%	52.5%	63.7%	60.6%	61.1%
HV 60d	60.2%	58.8%	61.9%	58.9%	60.8%
IV Rank	64.7%	52.6%	83.4%	59.4%	81.1%
IV Percentile	91.8%	81.0%	98.0%	90.5%	97.6%
Term Structure	1.8%	-1.5%	13.4%	-0.8%	-1.0%
VWIV	59.3%	56.4%	66.4%	62.4%	60.0%
Skew 25d	6.8%	4.3%	10.5%	6.4%	7.5%
Skew 10d	13.0%	7.9%	20.2%	12.0%	14.4%
Call IV 25d	59.4%	52.3%	70.1%	56.6%	69.5%
Put IV 25d	66.1%	58.1%	78.1%	63.0%	77.0%
Bid-Ask Spread %	2.25	1.64	3.30	2.28	1.79
Gamma HHI	0.07	0.05	0.08	0.06	0.08
Net GEX	10.3M	-8.7M	33.1M	12.3M	-2.5M
Net DEX	1.53B	556.1M	2.60B	1.50B	1.82B
Net VEX	-16.8M	-20.2M	-14.2M	-18.1M	-14.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.36	1.09	0.49	0.86
Total Volume	125,097.524	77,106	194,306	117,603	97,799
Total OI	1,770,228.048	1,513,943	1,966,179	1,755,025	1,688,230

Daily Data (21 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
2022-06-01	$82.80	$90.00	58.8%	17.7%	60.6%	59.4%	62.4%	6.4%	-0.8%	12.3M	1.50B	-18.1M	0.49	2.28	79,163	38,440	1,064,432	690,593
2022-06-02	$87.70	$85.00	58.3%	16.7%	63.7%	58.6%	57.3%	4.4%	-0.6%	29.1M	633.6M	-20.1M	0.36	2.44	142,348	51,958	1,100,496	701,375
2022-06-03	$86.30	$85.00	60.2%	17.1%	56.4%	61.6%	58.4%	4.3%	-1.2%	27.8M	799.6M	-20.2M	0.64	2.67	57,988	36,963	1,141,738	719,983
2022-06-06	$86.84	$85.00	57.1%	16.5%	54.2%	56.6%	57.3%	6.4%	0.6%	25.5M	852.1M	-19.7M	0.75	1.71	54,875	41,045	1,122,887	706,722
2022-06-07	$88.56	$85.00	54.7%	16.2%	53.7%	52.6%	56.5%	5.8%	1.9%	33.1M	556.1M	-19.8M	0.81	2.35	105,146	84,916	1,137,457	717,138
2022-06-08	$87.42	$85.00	56.1%	16.2%	53.4%	54.9%	56.9%	6.3%	0.7%	29.9M	781.0M	-19.7M	1.09	2.26	36,979	40,127	1,141,182	728,167
2022-06-09	$84.59	$85.00	57.5%	16.6%	52.5%	57.2%	58.0%	7.0%	0.5%	19.1M	1.29B	-19.0M	0.97	1.98	46,840	45,478	1,150,322	735,204
2022-06-10	$79.35	$85.00	59.8%	17.1%	57.1%	61.0%	58.4%	7.2%	-0.3%	-7.7M	2.15B	-17.4M	0.71	2.11	103,195	72,962	1,164,060	750,734
2022-06-13	$73.92	$85.00	69.0%	19.7%	57.1%	76.2%	66.4%	10.5%	-1.3%	-4.9M	2.54B	-15.5M	0.61	3.10	92,485	56,676	1,141,466	728,180
2022-06-14	$72.44	$85.00	65.7%	18.8%	57.2%	70.8%	65.1%	9.0%	-0.2%	-6.6M	2.60B	-14.9M	0.83	3.19	66,705	55,324	1,161,954	724,599
2022-06-15	$76.16	$85.00	59.3%	17.0%	59.4%	60.3%	58.5%	5.4%	-0.3%	349.6K	2.18B	-16.1M	0.38	3.30	89,326	34,284	1,182,140	736,566
2022-06-16	$71.24	$85.00	64.2%	18.5%	63.0%	68.3%	60.9%	9.6%	-1.3%	-8.7M	2.59B	-14.2M	0.46	2.27	106,045	49,271	1,200,127	728,705
2022-06-17	$72.96	$85.00	60.5%	17.4%	59.8%	62.2%	59.2%	7.3%	-0.1%	-783.6K	2.32B	-15.2M	0.69	2.16	74,138	51,284	1,228,828	737,351
2022-06-21	$72.78	$85.00	57.7%	16.5%	59.7%	57.5%	58.1%	7.0%	10.1%	4.7M	1.56B	-14.8M	0.54	1.89	75,453	40,782	923,603	590,340
2022-06-22	$73.15	$85.00	59.3%	17.0%	59.7%	60.1%	60.3%	6.6%	10.6%	6.6M	1.48B	-15.3M	0.75	1.94	50,988	38,241	946,136	601,887
2022-06-23	$73.61	$82.50	62.1%	17.1%	59.6%	64.8%	60.5%	5.8%	11.5%	9.2M	1.36B	-15.5M	0.56	1.77	71,208	40,186	964,962	606,065
2022-06-24	$77.73	$82.50	61.7%	16.3%	63.0%	64.2%	57.5%	5.2%	13.4%	32.1M	719.9M	-16.9M	0.85	1.89	104,224	88,775	997,471	619,200
2022-06-27	$75.92	$82.50	66.1%	16.0%	63.4%	71.4%	56.4%	5.3%	-1.5%	13.9M	1.16B	-16.2M	1.05	2.40	38,739	40,823	980,656	620,369
2022-06-28	$71.77	$82.50	69.2%	16.3%	61.7%	76.4%	56.7%	7.4%	-1.2%	1.4M	1.68B	-14.6M	0.54	2.02	75,121	40,246	992,318	635,274
2022-06-29	$71.43	$80.00	73.4%	17.1%	61.5%	83.4%	61.2%	8.0%	-1.4%	1.8M	1.65B	-15.0M	0.88	1.64	58,833	51,669	1,015,995	649,877
2022-06-30	$69.76	$80.00	72.0%	17.0%	61.1%	81.1%	60.0%	7.5%	-1.0%	-2.5M	1.82B	-14.2M	0.86	1.79	52,556	45,243	1,033,541	654,689