PYPL Options History — April 2024 In April 2024, PYPL traded between $61.86 and $68.15. ATM implied volatility averaged 47.6%, placing in the 68.2% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 21.3% (HV 20d: 26.2%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-04-30 : Highest Volume — 388,576 contracts2024-04-30 : Largest IV drop — 34.1% change2024-04-17 : Highest IV Rank — 82.1%2024-04-29 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $64.89 $61.86 $68.15 $65.34 $68.15 Max Pain $61.36 $60.00 $62.50 $62.50 $62.50 ATM IV 47.6% 32.6% 51.9% 34.3% 32.6% Expected Move 13.5% 9.3% 16.8% 9.3% 9.9% HV 20d 26.2% 22.3% 30.2% 30.2% 24.8% HV 60d 41.2% 38.3% 43.8% 43.8% 38.5% IV Rank 68.2% 19.7% 82.1% 25.3% 19.7% IV Percentile 82.1% 32.9% 94.0% 51.6% 32.9% Term Structure -1.5% -3.7% 13.1% 13.1% 0.0% VWIV 47.6% 32.9% 58.0% 32.9% 34.9% Skew 25d 0.9% -1.3% 1.9% 0.5% 0.6% Skew 10d 1.7% -3.0% 4.5% -3.0% 0.8% Call IV 25d 47.6% 32.3% 52.9% 36.6% 32.3% Put IV 25d 48.5% 32.9% 54.2% 37.1% 32.9% Bid-Ask Spread % 4.57 2.79 8.03 4.60 3.29 Gamma HHI 0.05 0.04 0.13 0.06 0.06 Net GEX 43.6M 4.8M 70.4M 48.5M 70.4M Net DEX -1.47B -2.09B -722.0M -1.69B -1.92B Net VEX -18.5M -19.6M -17.1M -19.6M -17.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.34 0.89 0.54 0.47 Total Volume 95,612.682 37,264 388,576 78,426 388,576 Total OI 1,806,278.636 1,650,016 1,899,601 1,807,790 1,819,683
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 2024-04-01 $65.34 $62.50 34.3% 9.3% 30.2% 25.3% 32.9% 0.5% 13.1% 48.5M -1.69B -19.6M 0.54 4.60 50,981 27,445 1,226,917 580,873 2024-04-02 $64.78 $62.50 37.5% 9.3% 30.2% 35.8% 33.4% 1.0% 6.6% 42.8M -1.54B -19.4M 0.89 4.30 40,548 36,114 1,239,471 591,686 2024-04-03 $65.34 $62.50 48.6% 9.6% 26.7% 71.6% 34.0% 1.2% -1.8% 50.3M -1.70B -19.6M 0.40 4.03 37,789 15,173 1,246,059 588,659 2024-04-04 $64.45 $60.00 50.1% 13.3% 27.6% 76.3% 47.1% -1.3% -1.8% 40.8M -1.47B -19.2M 0.48 8.03 49,063 23,562 1,255,907 596,297 2024-04-05 $64.95 $60.00 48.9% 13.1% 27.5% 72.7% 46.3% 0.0% -2.4% 45.9M -1.59B -19.4M 0.57 5.00 46,339 26,365 1,261,487 600,478 2024-04-08 $66.28 $60.00 49.0% 13.2% 28.1% 72.9% 46.4% 0.3% -2.3% 60.5M -1.92B -19.4M 0.34 5.16 53,354 17,914 1,231,893 580,281 2024-04-09 $66.95 $60.00 48.8% 13.1% 28.0% 72.3% 46.5% 0.0% -2.3% 70.2M -2.09B -19.5M 0.77 4.57 38,767 29,829 1,244,571 586,541 2024-04-10 $65.84 $60.00 49.2% 13.4% 29.1% 73.5% 47.5% 0.5% -2.2% 55.5M -1.79B -19.2M 0.54 8.00 34,697 18,838 1,250,946 598,733 2024-04-11 $66.05 $60.00 48.7% 13.4% 26.1% 71.9% 47.4% 0.3% -2.4% 61.0M -1.81B -19.1M 0.38 4.99 50,252 19,143 1,259,274 602,571 2024-04-12 $64.56 $60.00 49.8% 13.7% 27.6% 75.3% 49.3% 1.5% -3.1% 39.8M -1.42B -18.8M 0.37 3.94 65,898 24,439 1,268,704 611,369 2024-04-15 $63.41 $60.00 51.2% 14.5% 28.4% 79.9% 50.5% 1.7% -3.4% 34.2M -1.16B -18.1M 0.36 3.14 67,312 24,364 1,245,405 591,521 2024-04-16 $63.75 $60.00 51.4% 14.6% 27.0% 80.7% 51.1% 1.4% -2.6% 38.2M -1.25B -18.0M 0.74 4.96 36,621 27,137 1,256,780 599,130 2024-04-17 $63.38 $60.00 51.9% 14.9% 26.0% 82.1% 52.0% 1.3% -3.7% 31.9M -1.14B -17.9M 0.47 6.03 36,943 17,510 1,263,630 611,428 2024-04-18 $62.11 $62.50 50.8% 14.7% 23.3% 78.8% 52.7% 1.6% -2.9% 11.9M -819.2M -17.4M 0.40 2.79 49,513 19,636 1,270,025 613,786 2024-04-19 $61.86 $62.50 51.4% 15.0% 22.3% 80.6% 52.8% 1.7% -3.3% 4.8M -722.0M -17.1M 0.55 5.51 65,124 35,814 1,282,403 617,198 2024-04-22 $63.36 $62.50 49.5% 14.9% 23.5% 74.3% 52.3% 1.9% -2.7% 26.3M -1.02B -17.4M 0.47 2.93 42,371 19,778 1,133,304 516,712 2024-04-23 $64.50 $62.50 48.4% 14.8% 23.6% 70.9% 51.9% 1.5% -2.5% 36.8M -1.25B -17.7M 0.50 3.02 37,631 18,741 1,145,926 522,888 2024-04-24 $64.88 $62.50 48.1% 14.9% 23.5% 69.9% 52.1% 1.5% -3.3% 39.9M -1.33B -18.0M 0.52 3.21 24,493 12,771 1,155,557 532,818 2024-04-25 $64.25 $62.50 47.9% 15.1% 23.7% 69.3% 53.9% 1.0% -2.8% 34.0M -1.22B -17.8M 0.55 3.82 58,468 32,032 1,161,873 537,652 2024-04-26 $66.13 $62.50 48.8% 15.7% 25.8% 72.1% 54.6% 0.9% -3.7% 69.7M -1.66B -18.5M 0.44 4.02 82,002 35,733 1,177,193 558,536 2024-04-29 $67.16 $62.50 49.4% 16.8% 24.7% 74.1% 58.0% 0.1% -2.6% 45.6M -1.76B -18.8M 0.48 5.18 178,427 85,972 1,159,348 542,617 2024-04-30 $68.15 $62.50 32.6% 9.9% 24.8% 19.7% 34.9% 0.6% 0.0% 70.4M -1.92B -17.6M 0.47 3.29 263,489 125,087 1,230,111 589,572
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