PYPL Options History — June 2024

In June 2024, PYPL traded between $57.97 and $67.59. ATM implied volatility averaged 29.5%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 0.4% (HV 20d: 29.9%). Max pain ranged from $62.50 to $65.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.45.

Notable Days

2024-06-06: Highest Volume — 303,462 contracts
2024-06-07: Largest IV drop — 8.7% change
2024-06-28: Highest IV Rank — 22.0%
2024-06-14: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.81	$57.97	$67.59	$63.42	$57.97
Max Pain	$63.55	$62.50	$65.00	$62.50	$62.50
ATM IV	29.5%	27.5%	32.9%	29.3%	32.9%
Expected Move	8.3%	7.7%	8.7%	8.7%	7.8%
HV 20d	29.9%	23.4%	32.9%	23.7%	30.3%
HV 60d	27.1%	25.8%	28.3%	26.0%	26.7%
IV Rank	10.9%	4.5%	22.0%	10.3%	22.0%
IV Percentile	20.4%	4.0%	47.2%	18.3%	47.2%
Term Structure	3.4%	-1.8%	15.1%	-0.8%	15.1%
VWIV	29.5%	27.0%	31.2%	30.1%	27.8%
Skew 25d	0.5%	-0.5%	1.2%	0.7%	0.2%
Skew 10d	0.5%	-2.1%	2.0%	2.0%	1.0%
Call IV 25d	29.0%	27.4%	30.5%	28.7%	27.4%
Put IV 25d	29.5%	27.6%	31.3%	29.3%	27.6%
Bid-Ask Spread %	3.58	2.52	4.49	4.15	3.92
Gamma HHI	0.06	0.04	0.11	0.05	0.11
Net GEX	12.9M	-15.4M	62.0M	25.3M	-15.4M
Net DEX	-692.4M	-2.00B	-45.9M	-894.2M	-51.0M
Net VEX	-16.0M	-17.3M	-15.0M	-15.7M	-15.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.25	0.99	0.25	0.31
Total Volume	106,220.053	54,055	303,462	57,912	95,913
Total OI	1,744,330.526	1,548,863	1,876,980	1,700,165	1,652,081

Daily Data (19 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
2024-06-03	$63.42	$62.50	29.3%	8.7%	23.7%	10.3%	30.1%	0.7%	-0.8%	25.3M	-894.2M	-15.7M	0.25	4.15	46,449	11,463	1,154,713	545,452
2024-06-04	$63.31	$62.50	28.9%	8.5%	23.6%	9.2%	30.1%	-0.0%	-1.8%	28.2M	-905.5M	-15.9M	0.32	4.24	41,046	13,009	1,168,287	549,806
2024-06-05	$63.38	$62.50	28.2%	8.2%	23.4%	6.9%	30.2%	0.5%	-1.3%	31.6M	-929.7M	-16.0M	0.50	3.91	42,785	21,384	1,181,789	554,169
2024-06-06	$66.87	$65.00	30.1%	8.4%	28.4%	12.9%	29.9%	0.2%	-0.4%	53.4M	-1.82B	-17.1M	0.27	3.96	238,087	65,375	1,188,966	566,150
2024-06-07	$67.59	$65.00	27.5%	8.2%	28.5%	4.5%	29.1%	-0.5%	0.5%	62.0M	-2.00B	-17.3M	0.40	2.69	114,342	45,792	1,221,001	577,859
2024-06-10	$67.13	$65.00	28.8%	8.3%	27.4%	8.7%	29.6%	0.1%	0.6%	52.9M	-1.74B	-17.3M	0.61	4.23	48,387	29,731	1,203,855	554,913
2024-06-11	$64.63	$65.00	29.9%	8.5%	30.7%	12.4%	30.2%	1.1%	-1.0%	28.3M	-1.18B	-17.0M	0.46	3.04	85,458	39,501	1,216,722	560,371
2024-06-12	$63.29	$65.00	28.5%	8.4%	31.3%	7.9%	29.9%	0.9%	0.4%	12.5M	-852.9M	-16.6M	0.35	3.27	73,113	25,327	1,237,247	574,188
2024-06-13	$61.61	$65.00	28.9%	8.6%	32.4%	9.0%	30.9%	0.3%	1.5%	-443.0K	-462.9M	-16.3M	0.34	2.62	92,548	31,742	1,249,787	583,152
2024-06-14	$60.50	$65.00	29.3%	8.7%	32.9%	10.5%	31.2%	0.3%	1.7%	-7.1M	-285.2M	-15.9M	0.35	3.52	84,677	29,789	1,265,099	579,346
2024-06-17	$60.09	$65.00	29.9%	8.7%	32.7%	12.4%	30.6%	1.1%	3.1%	-5.1M	-266.3M	-15.8M	0.35	3.52	77,789	27,113	1,243,504	573,601
2024-06-18	$59.23	$62.50	29.5%	8.5%	32.7%	11.2%	30.3%	0.5%	1.9%	-10.1M	-110.7M	-15.4M	0.46	2.82	54,912	25,372	1,266,073	582,150
2024-06-20	$59.70	$62.50	29.8%	8.4%	32.8%	12.1%	30.4%	0.3%	2.4%	3.3M	-311.1M	-15.7M	0.99	2.88	65,740	64,855	1,281,745	576,906
2024-06-21	$60.33	$62.50	29.0%	8.1%	31.2%	9.5%	28.7%	0.4%	1.9%	17.3M	-550.6M	-15.8M	0.54	2.52	75,923	40,687	1,292,847	584,133
2024-06-24	$59.72	$62.50	29.8%	7.9%	31.3%	11.9%	28.2%	0.6%	7.9%	952.4K	-352.6M	-15.5M	0.51	4.28	47,347	24,329	1,066,574	482,289
2024-06-25	$59.25	$62.50	29.5%	7.7%	31.4%	11.0%	27.7%	1.2%	9.3%	-2.9M	-276.5M	-15.4M	0.53	4.27	35,806	19,093	1,087,448	491,508
2024-06-26	$58.09	$62.50	29.2%	7.9%	31.8%	9.9%	28.1%	0.6%	9.4%	-14.1M	-45.9M	-15.0M	0.36	4.49	67,186	24,305	1,099,053	501,886
2024-06-27	$58.28	$62.50	30.5%	7.7%	31.7%	14.3%	27.0%	0.2%	14.6%	-14.9M	-111.8M	-15.2M	0.62	3.68	56,608	35,198	1,119,398	508,212
2024-06-28	$57.97	$62.50	32.9%	7.8%	30.3%	22.0%	27.8%	0.2%	15.1%	-15.4M	-51.0M	-15.2M	0.31	3.92	73,453	22,460	1,135,873	516,208