PYPL Options History — May 2024 In May 2024, PYPL traded between $61.20 and $66.80. ATM implied volatility averaged 27.8%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 2.0% (HV 20d: 25.8%). Max pain ranged from $62.50 to $65.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2024-05-01 : Highest Volume — 206,701 contracts2024-05-28 : Largest IV spike — 7.7% change2024-05-01 : Highest IV Rank — 13.5%2024-05-01 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $63.87 $61.20 $66.80 $66.63 $62.52 Max Pain $64.00 $62.50 $65.00 $62.50 $62.50 ATM IV 27.8% 26.1% 30.6% 30.6% 27.9% Expected Move 8.1% 7.5% 9.2% 9.2% 8.2% HV 20d 25.8% 22.8% 27.3% 26.2% 23.9% HV 60d 27.9% 25.3% 38.7% 38.7% 25.9% IV Rank 4.9% 0.0% 13.5% 13.5% 5.8% IV Percentile 5.2% 0.0% 16.7% 16.7% 7.1% Term Structure 0.1% -1.5% 1.3% 0.1% -1.2% VWIV 28.5% 26.4% 32.6% 32.6% 28.8% Skew 25d 0.4% -0.1% 0.9% 0.4% 0.8% Skew 10d 0.9% 0.2% 1.8% 0.5% 1.5% Call IV 25d 28.1% 26.4% 30.7% 30.7% 28.5% Put IV 25d 28.6% 26.5% 31.1% 31.1% 29.3% Bid-Ask Spread % 4.50 2.48 9.68 9.68 4.46 Gamma HHI 0.06 0.05 0.15 0.06 0.08 Net GEX 25.5M -14.7M 60.5M 58.1M 29.3M Net DEX -874.3M -1.55B -317.9M -1.53B -683.9M Net VEX -15.8M -17.6M -14.7M -17.6M -15.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.18 0.87 0.48 0.42 Total Volume 90,521.409 47,187 206,701 206,701 81,226 Total OI 1,754,131.682 1,628,010 1,879,901 1,854,323 1,737,028
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 2024-05-01 $66.63 $62.50 30.6% 9.2% 26.2% 13.5% 32.6% 0.4% 0.1% 58.1M -1.53B -17.6M 0.48 9.68 139,764 66,937 1,254,451 599,872 2024-05-02 $66.80 $63.00 30.0% 9.0% 25.6% 11.5% 31.8% 0.5% 0.1% 60.5M -1.55B -17.4M 0.30 3.92 94,756 28,052 1,261,049 607,634 2024-05-03 $65.38 $64.00 28.4% 8.4% 26.8% 6.4% 29.9% 0.4% 0.1% 33.0M -1.16B -16.8M 0.28 3.27 127,315 35,837 1,260,371 619,530 2024-05-06 $65.50 $65.00 29.3% 8.4% 25.8% 9.3% 29.4% 0.9% 1.3% 40.9M -1.19B -16.5M 0.40 3.02 47,502 18,862 1,186,100 569,228 2024-05-07 $66.00 $65.00 27.7% 8.1% 25.6% 3.9% 28.9% 0.6% 0.3% 48.1M -1.31B -16.7M 0.33 3.47 57,272 18,861 1,194,395 575,504 2024-05-08 $64.02 $65.00 28.2% 8.1% 27.2% 5.6% 29.0% 0.7% 0.8% 22.7M -831.5M -15.9M 0.51 2.48 69,287 35,351 1,191,804 576,580 2024-05-09 $64.34 $65.00 27.5% 8.0% 27.2% 3.3% 28.2% 0.4% 0.4% 28.2M -944.9M -15.9M 0.28 3.32 69,845 19,665 1,200,294 576,240 2024-05-10 $63.03 $65.00 26.9% 7.9% 27.0% 1.3% 27.7% 0.5% 0.7% -14.7M -661.7M -15.6M 0.30 2.88 72,238 21,746 1,223,747 579,949 2024-05-13 $63.94 $65.00 27.7% 8.0% 26.8% 3.8% 28.4% 0.1% 0.8% 30.7M -910.0M -15.8M 0.47 3.07 51,465 24,315 1,188,007 563,901 2024-05-14 $64.72 $62.50 28.3% 8.0% 27.1% 5.9% 28.5% 0.6% -0.2% 45.0M -1.12B -16.0M 0.38 3.15 35,826 13,693 1,202,245 569,289 2024-05-15 $63.97 $65.00 27.7% 7.8% 27.3% 4.1% 27.5% 0.4% -0.5% 32.5M -908.2M -15.6M 0.64 2.62 37,639 23,927 1,204,883 573,247 2024-05-16 $63.95 $65.00 27.4% 7.8% 26.2% 3.1% 27.9% 0.5% -0.4% 31.3M -885.7M -15.4M 0.87 3.46 34,639 30,277 1,209,907 577,148 2024-05-17 $64.40 $65.00 26.5% 7.6% 26.2% 0.1% 26.9% 0.3% -0.3% 35.5M -967.2M -15.6M 0.55 2.94 57,645 31,711 1,217,203 589,946 2024-05-20 $64.90 $65.00 26.4% 7.5% 25.0% 0.0% 26.9% -0.1% 0.4% 29.7M -1.01B -15.5M 0.77 7.63 39,906 30,795 1,106,989 521,021 2024-05-21 $64.06 $65.00 26.1% 7.5% 24.7% 0.0% 26.4% 0.1% 0.6% 22.8M -845.8M -15.5M 0.50 7.20 31,517 15,670 1,123,383 534,915 2024-05-22 $62.00 $65.00 26.9% 7.7% 27.1% 2.8% 27.4% 0.2% 0.2% 753.0K -427.2M -15.0M 0.51 8.16 77,852 40,039 1,131,768 542,608 2024-05-23 $61.48 $63.00 27.6% 7.9% 27.0% 5.0% 28.1% 0.4% 0.6% -5.1M -317.9M -14.7M 0.42 7.26 68,179 28,411 1,148,761 550,054 2024-05-24 $61.61 $63.00 26.1% 7.5% 24.5% 0.1% 26.5% 0.4% 0.2% -1.0M -351.5M -15.0M 0.50 3.77 46,809 23,202 1,157,505 558,615 2024-05-28 $61.94 $62.50 28.1% 8.0% 23.7% 6.5% 28.3% 0.8% -0.4% 6.7M -508.3M -15.0M 0.18 4.20 73,219 13,119 1,139,577 540,831 2024-05-29 $61.20 $62.50 28.6% 8.3% 22.8% 8.2% 29.0% 0.5% -1.5% 745.6K -386.8M -14.9M 0.41 5.02 43,689 17,953 1,159,626 544,895 2024-05-30 $62.64 $62.50 28.6% 8.4% 24.0% 8.1% 29.6% 0.5% -0.8% 26.3M -743.6M -15.6M 0.28 3.96 74,338 21,120 1,169,296 551,501 2024-05-31 $62.52 $62.50 27.9% 8.2% 23.9% 5.8% 28.8% 0.8% -1.2% 29.3M -683.9M -15.4M 0.42 4.46 57,281 23,945 1,183,854 553,174
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