PYPL Options History — January 2024 In January 2024, PYPL traded between $58.39 and $65.80. ATM implied volatility averaged 48.1%, placing in the 70.2% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 11.0% (HV 20d: 37.1%). Max pain ranged from $57.50 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.46.
Notable Days 2024-01-25 : Highest Volume — 649,025 contracts2024-01-08 : Largest IV spike — 8.8% change2024-01-22 : Highest IV Rank — 100.0%2024-01-22 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $61.58 $58.39 $65.80 $61.22 $61.42 Max Pain $58.69 $57.50 $60.00 $60.00 $60.00 ATM IV 48.1% 39.8% 57.4% 39.8% 47.6% Expected Move 14.4% 9.8% 17.6% 9.8% 16.2% HV 20d 37.1% 28.0% 47.3% 30.3% 47.3% HV 60d 36.0% 33.2% 38.1% 33.2% 37.0% IV Rank 70.2% 41.3% 100.0% 41.3% 68.4% IV Percentile 80.8% 54.0% 100.0% 54.0% 83.7% Term Structure -0.6% -4.0% 8.7% 6.5% -1.9% VWIV 50.8% 35.6% 62.3% 35.6% 56.8% Skew 25d -0.2% -1.0% 1.4% -0.2% -0.4% Skew 10d -1.8% -4.0% 1.8% -1.3% -2.8% Call IV 25d 48.7% 39.1% 57.0% 40.9% 48.1% Put IV 25d 48.4% 39.2% 56.3% 40.7% 47.7% Bid-Ask Spread % 2.26 1.16 3.48 1.44 2.76 Gamma HHI 0.05 0.04 0.08 0.05 0.04 Net GEX 42.6M 7.7M 75.2M 36.9M 36.0M Net DEX -1.15B -2.80B -272.0M -1.01B -945.4M Net VEX -16.7M -19.0M -14.4M -16.1M -18.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.23 1.37 0.26 0.40 Total Volume 250,203.286 125,960 649,025 143,897 125,960 Total OI 2,048,903.048 1,669,688 2,309,377 2,020,816 1,911,459
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 2024-01-02 $61.22 $60.00 39.8% 9.8% 30.3% 41.3% 35.6% -0.2% 6.5% 36.9M -1.01B -16.1M 0.26 1.44 114,335 29,562 1,413,233 607,583 2024-01-03 $58.59 $60.00 41.0% 10.1% 34.3% 45.0% 36.1% 0.2% 6.9% 14.9M -361.0M -15.1M 0.58 1.16 161,170 93,488 1,449,634 621,877 2024-01-04 $58.64 $57.50 41.1% 13.2% 31.6% 45.3% 46.5% 0.1% 7.2% 16.3M -408.3M -15.5M 0.60 1.84 92,916 55,973 1,492,676 640,330 2024-01-05 $60.03 $57.50 41.6% 13.1% 30.9% 46.9% 46.2% 0.1% 8.7% 45.2M -820.3M -16.0M 0.55 1.88 110,940 60,514 1,513,865 658,099 2024-01-08 $61.81 $57.50 45.2% 13.1% 31.8% 58.9% 46.2% -0.3% -1.7% 47.5M -1.26B -16.2M 0.36 1.86 99,404 35,775 1,460,146 644,760 2024-01-09 $60.88 $57.50 46.2% 13.1% 32.4% 64.2% 46.1% -0.6% -1.4% 38.5M -1.01B -15.8M 0.53 2.09 86,979 46,196 1,472,898 649,942 2024-01-10 $61.02 $57.50 47.8% 13.2% 32.3% 69.3% 46.4% -0.5% -1.8% 40.1M -1.05B -16.0M 1.37 1.98 55,816 76,356 1,477,687 661,868 2024-01-11 $61.14 $57.50 47.6% 13.1% 32.2% 70.4% 45.6% -0.3% -2.3% 40.9M -1.04B -15.5M 0.40 2.05 97,010 38,549 1,493,032 673,190 2024-01-12 $61.03 $57.50 47.1% 13.1% 28.0% 68.9% 45.7% -0.1% -2.0% 38.9M -972.6M -15.6M 0.52 1.86 83,460 43,792 1,497,770 679,048 2024-01-16 $58.39 $57.50 49.8% 14.2% 31.9% 77.7% 50.0% 0.4% -3.0% 7.7M -272.0M -14.4M 0.55 2.46 116,185 64,318 1,457,148 670,157 2024-01-17 $59.75 $57.50 51.0% 14.6% 33.0% 82.0% 51.6% 0.8% -3.3% 27.4M -791.4M -15.1M 0.74 1.66 197,372 146,394 1,500,258 683,929 2024-01-18 $62.11 $57.50 51.8% 15.0% 35.8% 84.7% 52.6% 1.4% -3.3% 58.4M -1.64B -16.2M 0.26 2.38 277,221 72,051 1,542,137 695,152 2024-01-19 $65.80 $57.50 54.0% 15.8% 40.3% 91.8% 55.4% -0.1% -4.0% 75.2M -2.80B -17.6M 0.28 2.75 452,797 126,446 1,601,383 707,994 2024-01-22 $63.92 $60.00 57.4% 17.6% 41.3% 100.0% 62.3% -0.7% -3.0% 61.2M -1.71B -17.8M 0.26 2.77 392,816 101,018 1,132,772 536,916 2024-01-23 $64.77 $60.00 53.6% 16.6% 41.5% 87.6% 58.5% -0.7% -3.1% 72.5M -1.94B -18.7M 0.41 2.36 145,373 59,056 1,242,252 585,547 2024-01-24 $63.28 $60.00 53.2% 16.7% 42.4% 86.4% 59.5% -1.0% -3.2% 59.1M -1.52B -18.4M 0.28 2.13 220,534 61,542 1,270,725 616,209 2024-01-25 $60.59 $60.00 49.8% 15.6% 45.0% 75.3% 56.4% -0.4% -2.8% 26.3M -674.1M -17.2M 0.33 3.48 488,129 160,896 1,323,284 641,363 2024-01-26 $61.69 $60.00 47.9% 15.3% 45.5% 69.2% 55.4% -0.9% -2.2% 43.0M -1.04B -18.4M 0.41 3.11 223,309 91,983 1,411,301 673,756 2024-01-29 $63.38 $60.00 47.6% 15.7% 46.4% 68.2% 55.8% -0.9% -1.8% 52.0M -1.38B -18.6M 0.34 2.79 106,939 36,261 1,223,274 620,105 2024-01-30 $63.78 $60.00 49.1% 16.5% 45.1% 73.3% 58.2% -0.9% -2.0% 56.9M -1.51B -19.0M 0.23 2.68 166,420 39,014 1,242,462 629,743 2024-01-31 $61.42 $60.00 47.6% 16.2% 47.3% 68.4% 56.8% -0.4% -1.9% 36.0M -945.4M -18.2M 0.40 2.76 90,121 35,839 1,272,461 638,998
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