PYPL Options History — May 2023 In May 2023, PYPL traded between $59.55 and $75.77. ATM implied volatility averaged 37.1%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 15.0% (HV 20d: 52.1%). Max pain ranged from $65.00 to $77.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2023-05-10 : Highest Volume — 649,305 contracts2023-05-09 : Largest IV drop — 22.3% change2023-05-04 : Highest IV Rank — 29.9%2023-05-03 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $65.19 $59.55 $75.77 $75.22 $62.19 Max Pain $70.45 $65.00 $77.50 $75.00 $65.00 ATM IV 37.1% 32.3% 47.6% 41.6% 35.6% Expected Move 10.9% 9.3% 15.0% 13.3% 10.7% HV 20d 52.1% 25.8% 62.0% 25.8% 60.9% HV 60d 39.2% 30.7% 43.2% 30.7% 43.2% IV Rank 8.0% 0.0% 29.9% 15.2% 7.6% IV Percentile 8.5% 0.0% 40.9% 12.3% 6.0% Term Structure -0.4% -1.8% 1.4% -0.9% -0.5% VWIV 38.2% 32.9% 52.0% 46.0% 38.6% Skew 25d 4.1% 2.6% 6.9% 5.7% 2.6% Skew 10d 6.3% 3.3% 11.7% 10.2% 3.3% Call IV 25d 35.7% 31.4% 44.7% 38.2% 35.1% Put IV 25d 39.8% 34.6% 51.6% 43.9% 37.7% Bid-Ask Spread % 2.07 1.13 8.38 2.32 1.69 Gamma HHI 0.08 0.05 0.25 0.05 0.06 Net GEX -2.7M -48.0M 38.6M 2.9M 24.7M Net DEX 691.2M -12.5M 1.52B 111.6M 187.8M Net VEX -10.2M -12.0M -8.4M -10.4M -12.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.20 1.89 1.07 0.45 Total Volume 208,615.818 38,993 649,305 41,805 181,095 Total OI 1,348,828.545 1,031,108 1,574,529 1,031,108 1,538,763
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 2023-05-01 $75.22 $75.00 41.6% 13.3% 25.8% 15.2% 46.0% 5.7% -0.9% 2.9M 111.6M -10.4M 1.07 2.32 20,236 21,569 556,642 474,466 2023-05-02 $72.34 $75.00 44.8% 14.5% 29.2% 22.9% 50.2% 6.7% -1.2% -13.1M 492.6M -10.1M 0.87 1.72 32,949 28,551 561,988 481,840 2023-05-03 $71.60 $75.00 44.8% 15.0% 29.4% 23.0% 52.0% 6.5% -1.8% -17.3M 589.5M -9.9M 1.89 2.02 23,844 45,149 567,727 489,276 2023-05-04 $71.81 $77.50 47.6% 13.1% 29.0% 29.9% 43.7% 6.9% -1.8% -16.0M 542.9M -10.2M 0.80 1.68 29,070 23,210 573,619 500,732 2023-05-05 $74.97 $77.50 44.5% 12.4% 32.4% 22.2% 42.6% 6.0% -1.3% 38.6M 86.4M -10.5M 0.72 1.35 49,761 35,866 580,882 506,610 2023-05-08 $75.77 $77.50 45.6% 12.7% 32.5% 24.9% 44.7% 3.5% -0.4% 2.3M -12.5M -10.5M 0.64 2.03 149,702 95,597 562,132 481,633 2023-05-09 $66.00 $77.50 35.4% 10.6% 59.1% 0.0% 36.4% 3.6% 1.4% -48.0M 1.40B -8.4M 0.67 1.48 357,916 240,171 648,840 535,870 2023-05-10 $63.39 $75.00 35.5% 10.3% 60.3% 0.3% 34.0% 3.5% 0.5% -40.2M 1.52B -8.8M 1.26 1.38 287,511 361,794 791,862 577,394 2023-05-11 $63.98 $70.00 34.4% 9.8% 59.5% 0.0% 35.0% 3.6% -0.2% -15.4M 1.07B -9.7M 0.56 1.43 181,871 101,485 897,798 580,632 2023-05-12 $61.53 $70.00 34.8% 10.0% 59.7% 1.0% 35.4% 3.9% 0.1% -17.2M 1.46B -9.2M 0.51 1.41 213,512 109,714 941,002 598,723 2023-05-15 $62.25 $70.00 33.8% 9.7% 60.0% 0.0% 33.9% 4.5% -0.1% -2.1M 1.01B -9.7M 0.45 1.23 151,372 67,491 853,617 555,549 2023-05-16 $60.86 $70.00 34.7% 10.0% 60.2% 2.2% 34.8% 3.8% -1.2% -10.2M 1.10B -9.4M 0.52 1.13 133,495 68,815 886,449 547,355 2023-05-17 $61.34 $67.50 32.5% 9.3% 60.5% 0.0% 32.9% 3.3% -0.0% 3.4M 870.0M -9.9M 1.20 1.23 138,468 165,810 939,143 548,602 2023-05-18 $61.22 $67.50 33.0% 9.5% 60.4% 1.1% 33.1% 3.4% -0.9% 3.3M 816.0M -10.1M 0.53 1.23 142,517 76,187 967,439 550,547 2023-05-19 $60.91 $67.50 32.7% 9.5% 60.2% 0.4% 33.1% 2.9% -1.1% 11.4M 832.8M -10.3M 0.47 1.21 112,405 52,514 1,011,625 562,904 2023-05-22 $63.03 $67.50 32.3% 9.4% 62.0% 0.0% 33.4% 3.1% 0.2% 23.3M 263.0M -10.9M 0.47 3.84 104,317 48,950 870,128 516,709 2023-05-23 $62.11 $65.00 33.4% 9.8% 61.3% 2.6% 34.7% 3.6% 0.2% 13.8M 474.3M -10.9M 0.20 3.90 61,809 12,357 895,332 537,062 2023-05-24 $61.84 $65.00 33.9% 9.9% 61.3% 3.7% 35.0% 3.7% 0.1% 9.7M 489.5M -11.1M 1.23 8.38 17,511 21,482 924,117 548,708 2023-05-25 $59.55 $65.00 35.1% 10.4% 60.5% 6.4% 37.4% 3.6% -0.0% -18.3M 894.7M -10.4M 0.39 1.52 159,640 62,063 936,645 554,499 2023-05-26 $60.11 $65.00 34.3% 10.0% 59.8% 4.5% 35.4% 3.4% 0.3% -10.8M 731.9M -10.9M 0.39 1.68 142,631 55,315 978,128 563,864 2023-05-30 $62.09 $65.00 35.9% 10.9% 61.8% 8.2% 38.9% 3.0% -0.5% 15.5M 261.3M -11.7M 0.35 1.73 150,893 52,933 932,470 544,905 2023-05-31 $62.19 $65.00 35.6% 10.7% 60.9% 7.6% 38.6% 2.6% -0.5% 24.7M 187.8M -12.0M 0.45 1.69 124,941 56,154 977,313 561,450
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