PYPL Options History — October 2022

In October 2022, PYPL traded between $80.87 and $94.45. ATM implied volatility averaged 65.2%, placing in the 65.7% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 13.3% (HV 20d: 51.8%). Max pain ranged from $92.50 to $95.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.55.

Notable Days

2022-10-10: Highest Volume — 182,244 contracts
2022-10-07: Largest IV spike — 7.6% change
2022-10-11: Highest IV Rank — 76.0%
2022-10-31: Largest Expected Move — 22.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$86.54	$80.87	$94.45	$87.47	$83.76
Max Pain	$94.17	$92.50	$95.00	$92.50	$92.50
ATM IV	65.2%	56.5%	70.4%	57.6%	66.8%
Expected Move	18.8%	14.6%	22.8%	15.6%	22.8%
HV 20d	51.8%	43.3%	58.6%	43.3%	52.7%
HV 60d	49.1%	43.2%	52.7%	50.6%	43.5%
IV Rank	65.7%	50.6%	76.0%	52.5%	67.5%
IV Percentile	83.0%	68.7%	90.5%	73.0%	85.3%
Term Structure	-1.8%	-4.5%	4.9%	4.9%	-2.8%
VWIV	65.1%	50.0%	76.8%	54.3%	76.8%
Skew 25d	9.0%	7.3%	11.3%	9.1%	7.6%
Skew 10d	16.2%	13.8%	19.6%	15.8%	14.2%
Call IV 25d	60.8%	52.9%	66.0%	54.2%	61.9%
Put IV 25d	69.8%	61.6%	75.9%	63.3%	69.5%
Bid-Ask Spread %	2.39	2.00	3.33	2.00	2.16
Gamma HHI	0.04	0.03	0.07	0.04	0.04
Net GEX	-8.2M	-31.5M	21.9M	-8.4M	-8.1M
Net DEX	793.4M	-328.3M	1.68B	811.4M	889.4M
Net VEX	-17.1M	-19.5M	-15.8M	-17.7M	-16.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.55	0.74	3.39	0.90	0.99
Total Volume	110,633.143	71,445	182,244	72,802	118,587
Total OI	1,428,090.762	1,278,892	1,522,340	1,384,894	1,323,912

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
2022-10-03	$87.47	$92.50	57.6%	15.6%	43.3%	52.5%	54.3%	9.1%	4.9%	-8.4M	811.4M	-17.7M	0.90	2.00	38,386	34,416	758,461	626,433
2022-10-04	$92.60	$92.50	56.5%	14.8%	48.0%	50.6%	50.0%	8.7%	2.0%	9.2M	3.2M	-18.9M	0.74	2.39	59,246	43,559	770,500	625,987
2022-10-05	$94.45	$92.50	57.1%	14.6%	46.7%	51.7%	50.9%	8.2%	2.3%	20.4M	-310.6M	-19.5M	1.41	2.18	43,312	61,052	794,373	637,677
2022-10-06	$94.44	$95.00	59.3%	16.9%	46.6%	55.7%	58.9%	8.8%	1.6%	21.9M	-328.3M	-19.3M	1.31	2.17	43,004	56,269	800,972	643,882
2022-10-07	$90.18	$95.00	63.8%	17.4%	49.2%	64.0%	59.9%	9.3%	-2.3%	-2.9M	431.6M	-18.5M	1.14	2.22	43,518	49,735	809,071	653,380
2022-10-10	$84.61	$95.00	67.7%	18.5%	53.1%	71.1%	64.1%	10.9%	-2.3%	-14.5M	1.21B	-16.7M	2.08	2.68	59,188	123,056	789,191	627,132
2022-10-11	$82.73	$95.00	70.4%	19.3%	52.6%	76.0%	66.5%	11.3%	-2.4%	-18.7M	1.42B	-16.4M	1.94	2.88	57,864	112,031	806,211	656,708
2022-10-12	$84.27	$95.00	70.3%	19.1%	51.3%	75.9%	65.0%	10.3%	-3.4%	-14.1M	1.19B	-17.0M	2.49	2.80	40,991	102,186	820,210	670,700
2022-10-13	$84.25	$95.00	68.7%	18.8%	51.2%	72.9%	65.3%	9.5%	-3.6%	-16.7M	1.23B	-16.9M	1.62	3.33	55,226	89,406	830,106	676,047
2022-10-14	$80.87	$95.00	70.0%	19.5%	52.3%	75.3%	67.1%	9.9%	-2.6%	-31.5M	1.68B	-15.8M	1.58	2.37	49,221	77,813	838,473	683,867
2022-10-17	$84.59	$95.00	68.1%	19.3%	55.2%	71.9%	67.4%	9.6%	-3.7%	-16.3M	1.13B	-16.5M	1.83	2.17	36,207	66,346	808,061	650,784
2022-10-18	$85.52	$95.00	66.6%	19.0%	54.9%	68.7%	66.0%	8.9%	-3.9%	-14.4M	1.02B	-16.8M	2.13	2.33	25,719	54,822	818,868	665,400
2022-10-19	$84.18	$95.00	66.2%	19.0%	55.0%	68.0%	68.0%	9.0%	-2.3%	-18.6M	1.21B	-16.4M	3.39	2.23	22,432	76,137	822,979	670,403
2022-10-20	$84.44	$95.00	65.6%	18.9%	53.8%	65.2%	66.1%	7.8%	-2.8%	-17.1M	1.14B	-16.4M	1.73	2.31	27,799	48,196	827,509	671,182
2022-10-21	$83.73	$95.00	67.1%	19.7%	53.7%	68.1%	67.3%	8.7%	-4.5%	-21.7M	1.27B	-16.2M	1.25	2.87	52,381	65,278	833,595	680,954
2022-10-24	$83.47	$95.00	67.4%	20.3%	52.9%	68.8%	69.3%	9.2%	-1.8%	-10.4M	916.6M	-15.9M	1.42	2.33	31,799	45,094	705,821	573,071
2022-10-25	$89.50	$95.00	64.7%	19.8%	58.6%	63.5%	69.2%	7.7%	-2.6%	2.7M	232.3M	-17.2M	0.94	2.11	71,862	67,353	717,349	587,217
2022-10-26	$88.78	$92.50	63.9%	19.9%	53.3%	62.0%	69.2%	8.2%	-2.5%	1.2M	331.4M	-17.3M	1.54	2.07	41,256	63,392	740,970	609,471
2022-10-27	$87.51	$92.50	65.6%	20.9%	52.4%	65.3%	73.4%	8.3%	-2.7%	-407.2K	487.5M	-17.2M	1.36	2.05	30,299	41,146	751,912	621,527
2022-10-28	$86.08	$92.50	65.5%	21.1%	52.0%	65.1%	71.6%	7.3%	-3.1%	-14.1M	686.2M	-16.7M	0.86	2.44	52,566	45,146	761,064	628,476
2022-10-31	$83.76	$92.50	66.8%	22.8%	52.7%	67.5%	76.8%	7.6%	-2.8%	-8.1M	889.4M	-16.0M	0.99	2.16	59,604	58,983	729,178	594,734