PYPL Options History — August 2024 In August 2024, PYPL traded between $60.13 and $73.24. ATM implied volatility averaged 29.8%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 14.0% (HV 20d: 43.8%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2024-08-20 : Highest Volume — 228,156 contracts2024-08-02 : Largest IV spike — 18.7% change2024-08-05 : Highest IV Rank — 48.2%2024-08-05 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $67.67 $60.13 $73.24 $65.47 $72.34 Max Pain $62.18 $60.00 $65.00 $60.00 $65.00 ATM IV 29.8% 26.0% 41.2% 30.1% 26.7% Expected Move 8.6% 7.4% 11.7% 8.8% 7.6% HV 20d 43.8% 32.8% 47.2% 37.3% 32.8% HV 60d 34.5% 31.2% 35.9% 31.2% 35.9% IV Rank 12.0% 0.0% 48.2% 12.9% 2.1% IV Percentile 23.0% 0.0% 66.7% 28.2% 3.2% Term Structure 0.1% -2.3% 4.4% -1.4% -1.3% VWIV 30.8% 26.5% 40.9% 31.2% 26.8% Skew 25d 1.9% 0.3% 4.5% 2.4% 1.4% Skew 10d 3.8% 0.1% 9.7% 1.5% 2.7% Call IV 25d 29.4% 25.8% 38.8% 28.8% 26.6% Put IV 25d 31.3% 27.0% 43.3% 31.2% 27.9% Bid-Ask Spread % 4.22 2.24 16.91 4.50 4.22 Gamma HHI 0.08 0.04 0.26 0.06 0.07 Net GEX 60.5M 17.1M 101.9M 71.8M 59.2M Net DEX -1.88B -2.82B -482.3M -1.72B -2.56B Net VEX -17.2M -18.4M -15.7M -16.4M -18.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.23 0.79 0.72 0.42 Total Volume 109,242.136 52,609 228,156 174,124 83,464 Total OI 1,709,609.409 1,600,758 1,783,872 1,748,486 1,735,588
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 2024-08-01 $65.47 $60.00 30.1% 8.8% 37.3% 12.9% 31.2% 2.4% -1.4% 71.8M -1.72B -16.4M 0.72 4.50 101,125 72,999 1,185,269 563,217 2024-08-02 $62.13 $60.00 35.7% 10.4% 42.3% 30.9% 37.0% 3.0% -2.3% 34.3M -834.2M -16.0M 0.71 4.13 111,190 79,221 1,189,023 567,649 2024-08-05 $60.13 $60.00 41.2% 11.7% 43.6% 48.2% 40.9% 4.5% -2.2% 17.1M -482.3M -15.7M 0.73 16.91 54,066 39,227 1,131,557 528,721 2024-08-06 $62.94 $60.00 34.2% 10.0% 46.4% 26.1% 36.2% 3.4% -0.5% 39.3M -996.9M -16.2M 0.66 4.76 56,396 37,425 1,145,804 548,235 2024-08-07 $63.28 $60.00 35.1% 10.2% 46.4% 28.8% 36.5% 2.9% 0.2% 44.9M -1.09B -16.4M 0.62 3.85 78,183 48,495 1,154,219 551,785 2024-08-08 $64.34 $60.00 33.3% 9.5% 46.4% 23.2% 34.6% 3.3% -0.3% 52.9M -1.32B -16.7M 0.61 4.66 36,282 21,998 1,158,921 574,180 2024-08-09 $64.70 $60.00 30.5% 8.8% 46.4% 14.1% 31.6% 3.1% 0.6% 56.6M -1.40B -16.7M 0.46 3.10 69,894 32,091 1,167,268 581,957 2024-08-12 $63.58 $60.00 30.4% 9.0% 47.0% 14.0% 33.0% 2.9% 1.0% 37.6M -1.10B -16.2M 0.79 3.77 37,659 29,826 1,144,103 549,636 2024-08-13 $64.93 $60.00 29.8% 8.6% 47.0% 11.8% 30.5% 2.2% 0.5% 56.7M -1.42B -16.7M 0.53 3.22 65,062 34,185 1,156,318 557,562 2024-08-14 $66.28 $62.50 26.5% 8.2% 47.1% 1.3% 28.9% 1.8% 4.4% 77.3M -1.78B -17.0M 0.39 2.82 51,191 19,892 1,178,069 577,468 2024-08-15 $68.09 $62.50 26.9% 7.8% 47.2% 2.8% 27.5% 1.4% 0.4% 94.5M -2.30B -17.2M 0.36 2.24 111,868 39,758 1,189,816 577,147 2024-08-16 $67.97 $62.50 26.1% 7.6% 46.6% 0.1% 27.1% 1.2% 0.5% 101.9M -2.23B -17.4M 0.23 2.94 94,630 21,414 1,199,187 584,685 2024-08-19 $69.13 $62.50 26.0% 7.4% 46.3% 0.0% 26.5% 1.2% 0.8% 56.9M -2.03B -17.3M 0.33 2.26 68,507 22,656 1,092,228 508,530 2024-08-20 $71.94 $62.50 28.4% 8.1% 47.1% 7.5% 28.9% 0.3% -0.0% 67.8M -2.65B -18.1M 0.25 3.51 182,206 45,950 1,107,269 519,251 2024-08-21 $71.55 $62.50 27.5% 7.9% 45.5% 4.8% 28.3% 1.0% 0.5% 74.7M -2.57B -18.4M 0.42 4.08 70,673 29,872 1,137,620 534,302 2024-08-22 $71.69 $63.00 28.5% 8.1% 45.0% 8.1% 30.0% 1.2% 0.6% 76.7M -2.60B -18.4M 0.65 3.65 80,727 52,714 1,145,641 543,365 2024-08-23 $71.47 $65.00 27.3% 7.8% 45.3% 4.1% 27.4% 0.9% 0.3% 68.8M -2.51B -18.1M 0.34 3.71 83,352 28,448 1,151,741 558,991 2024-08-26 $71.88 $65.00 27.5% 7.8% 45.3% 4.8% 28.3% 1.1% 0.3% 64.3M -2.50B -18.2M 0.68 3.38 47,774 32,259 1,131,339 549,623 2024-08-27 $71.31 $65.00 27.0% 7.9% 38.1% 3.3% 27.8% 1.0% -0.2% 54.6M -2.33B -18.0M 0.64 3.51 32,770 21,115 1,137,057 564,126 2024-08-28 $70.41 $65.00 28.4% 8.2% 36.7% 7.5% 28.9% 1.5% 0.3% 45.8M -2.09B -18.0M 0.51 3.97 34,836 17,773 1,144,386 570,467 2024-08-29 $73.24 $65.00 28.4% 8.2% 38.6% 7.5% 28.9% 0.8% 0.1% 77.6M -2.82B -18.0M 0.37 3.57 90,315 33,839 1,145,174 572,913 2024-08-30 $72.34 $65.00 26.7% 7.6% 32.8% 2.1% 26.8% 1.4% -1.3% 59.2M -2.56B -18.0M 0.42 4.22 58,815 24,649 1,154,894 580,694
« Jul 2024 | All History | Sep 2024 » Home PYPL History August 2024