PYPL Options History — February 2024 In February 2024, PYPL traded between $55.89 and $63.47. ATM implied volatility averaged 37.6%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 19.1% (HV 20d: 56.6%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.44.
Notable Days 2024-02-08 : Highest Volume — 746,480 contracts2024-02-08 : Largest IV drop — 34.2% change2024-02-07 : Highest IV Rank — 84.0%2024-02-07 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $59.89 $55.89 $63.47 $61.89 $60.19 Max Pain $59.60 $58.00 $60.00 $60.00 $59.00 ATM IV 37.6% 32.2% 52.5% 46.3% 32.2% Expected Move 10.6% 9.2% 14.3% 12.4% 9.3% HV 20d 56.6% 43.7% 66.3% 44.3% 55.1% HV 60d 43.2% 36.2% 45.9% 36.7% 44.7% IV Rank 35.8% 18.5% 84.0% 64.0% 18.5% IV Percentile 50.1% 27.0% 93.7% 81.7% 27.0% Term Structure -0.6% -2.4% 0.5% -2.0% -0.9% VWIV 38.0% 33.2% 50.8% 44.7% 33.2% Skew 25d -0.2% -1.7% 0.4% -0.1% -0.1% Skew 10d -1.5% -4.1% 0.0% -1.0% -1.4% Call IV 25d 38.5% 33.0% 54.4% 47.2% 33.0% Put IV 25d 38.3% 33.0% 52.7% 47.1% 33.0% Bid-Ask Spread % 2.79 2.12 3.29 2.96 3.10 Gamma HHI 0.05 0.04 0.07 0.04 0.05 Net GEX 30.0M -29.3M 48.1M 37.9M 42.9M Net DEX -741.2M -1.46B 605.8M -1.01B -866.8M Net VEX -18.0M -19.5M -15.2M -18.2M -18.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.28 0.67 0.52 0.37 Total Volume 195,114.35 91,224 746,480 112,218 101,773 Total OI 2,012,643.15 1,844,262 2,258,698 1,928,373 1,974,076
Daily Data (20 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 2024-02-01 $61.89 $60.00 46.3% 12.4% 44.3% 64.0% 44.7% -0.1% -2.0% 37.9M -1.01B -18.2M 0.52 2.96 73,702 38,516 1,282,728 645,645 2024-02-02 $62.50 $60.00 47.4% 12.8% 44.4% 67.8% 45.5% -0.7% -2.4% 38.6M -1.21B -18.7M 0.35 2.99 93,299 33,076 1,295,712 660,414 2024-02-05 $61.66 $60.00 47.8% 13.0% 44.1% 69.1% 47.2% -0.7% -2.0% 34.6M -1.00B -18.1M 0.39 3.02 71,593 28,150 1,220,499 623,763 2024-02-06 $63.47 $60.00 49.3% 13.5% 44.1% 73.8% 48.1% -0.6% -1.9% 48.1M -1.46B -19.0M 0.53 2.73 109,666 58,163 1,247,014 635,133 2024-02-07 $63.33 $60.00 52.5% 14.3% 43.7% 84.0% 50.8% -1.7% -2.4% 45.9M -1.46B -19.5M 0.67 3.14 239,062 161,266 1,277,557 659,460 2024-02-08 $55.89 $60.00 34.5% 9.9% 62.8% 26.0% 35.9% -0.1% 0.1% -29.3M 605.8M -15.2M 0.55 2.48 481,654 264,826 1,359,243 741,692 2024-02-09 $58.64 $60.00 34.4% 10.0% 65.4% 25.8% 36.1% -1.1% 0.5% 16.6M -452.3M -17.7M 0.48 2.77 309,382 149,989 1,479,988 778,710 2024-02-12 $60.34 $60.00 35.3% 10.1% 66.3% 28.4% 36.5% -0.3% 0.2% 41.5M -952.0M -18.5M 0.41 2.42 180,279 73,688 1,389,936 693,582 2024-02-13 $58.17 $60.00 36.3% 10.4% 65.7% 31.9% 37.6% -0.1% 0.1% 17.2M -354.2M -18.1M 0.45 2.98 119,559 53,652 1,410,992 717,625 2024-02-14 $58.95 $60.00 34.3% 9.8% 65.4% 25.2% 35.1% 0.1% 0.4% 28.7M -595.7M -18.3M 0.42 2.33 100,928 42,551 1,433,140 729,217 2024-02-15 $59.80 $60.00 34.5% 9.9% 64.0% 25.9% 35.8% 0.3% 0.1% 43.1M -879.9M -18.6M 0.34 2.12 109,181 36,583 1,444,863 734,461 2024-02-16 $59.28 $60.00 34.2% 9.8% 60.0% 24.9% 35.3% -0.0% 0.5% 33.4M -720.7M -18.3M 0.47 2.27 90,547 42,176 1,452,930 738,681 2024-02-20 $58.58 $60.00 34.5% 9.9% 59.4% 25.8% 35.5% 0.4% -0.3% 19.5M -480.8M -17.6M 0.34 3.29 72,005 24,596 1,244,311 665,911 2024-02-21 $57.44 $60.00 34.1% 9.7% 59.3% 24.5% 34.7% -0.0% -0.5% 9.9M -244.1M -17.2M 0.55 2.92 90,933 49,800 1,265,599 674,659 2024-02-22 $58.53 $59.00 33.2% 9.4% 59.5% 21.7% 34.1% -0.1% -0.3% 25.0M -526.3M -17.6M 0.44 3.20 90,880 39,627 1,283,550 691,113 2024-02-23 $59.30 $58.00 32.3% 9.2% 57.9% 18.9% 33.2% -0.1% -0.2% 38.6M -730.2M -17.9M 0.28 2.83 115,313 32,430 1,302,766 704,471 2024-02-26 $59.47 $58.00 33.1% 9.5% 57.5% 21.4% 33.5% 0.2% -0.5% 27.2M -696.0M -17.5M 0.45 3.13 87,218 39,141 1,245,941 654,884 2024-02-27 $60.11 $59.00 32.6% 9.4% 56.7% 19.8% 33.3% -0.1% 0.3% 38.0M -868.6M -17.9M 0.51 2.45 70,309 35,550 1,260,161 669,220 2024-02-28 $60.30 $59.00 32.5% 9.4% 56.6% 19.5% 33.2% 0.1% -0.3% 43.6M -916.2M -18.2M 0.34 2.64 68,282 22,942 1,281,169 682,047 2024-02-29 $60.19 $59.00 32.2% 9.3% 55.1% 18.5% 33.2% -0.1% -0.9% 42.9M -866.8M -18.0M 0.37 3.10 74,120 27,653 1,288,175 685,901
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