PYPL Options History — October 2024 In October 2024, PYPL traded between $77.11 and $83.53. ATM implied volatility averaged 44.6%, placing in the 59.2% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 16.1% (HV 20d: 28.5%). Max pain ranged from $67.50 to $72.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.59.
Notable Days 2024-10-29 : Highest Volume — 287,650 contracts2024-10-29 : Largest IV drop — 34.3% change2024-10-23 : Highest IV Rank — 71.4%2024-10-28 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $80.11 $77.11 $83.53 $77.47 $79.50 Max Pain $69.87 $67.50 $72.50 $67.50 $72.50 ATM IV 44.6% 30.5% 48.4% 43.0% 32.0% Expected Move 12.8% 8.8% 16.6% 8.9% 10.0% HV 20d 28.5% 19.5% 34.2% 34.1% 27.8% HV 60d 34.4% 29.3% 36.7% 36.1% 29.4% IV Rank 59.2% 14.3% 71.4% 54.1% 19.2% IV Percentile 71.8% 33.7% 85.3% 67.9% 40.9% Term Structure -2.1% -3.4% 0.1% -0.5% -0.2% VWIV 45.0% 31.5% 58.1% 31.8% 35.6% Skew 25d 2.0% -0.1% 3.3% 2.4% 1.2% Skew 10d 3.6% 1.3% 5.9% 1.5% 2.3% Call IV 25d 44.0% 30.1% 47.9% 43.4% 31.7% Put IV 25d 46.0% 31.3% 50.0% 45.8% 32.9% Bid-Ask Spread % 12.01 3.29 37.18 8.66 6.75 Gamma HHI 0.07 0.06 0.09 0.07 0.08 Net GEX 58.2M 42.5M 73.1M 51.1M 52.7M Net DEX -3.17B -3.67B -2.45B -2.89B -2.72B Net VEX -17.0M -17.7M -15.9M -17.7M -16.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.35 0.98 0.75 0.68 Total Volume 72,692.87 31,555 287,650 51,596 96,989 Total OI 1,592,711.087 1,480,716 1,685,928 1,598,477 1,685,928
Daily Data (23 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 2024-10-01 $77.47 $67.50 43.0% 8.9% 34.1% 54.1% 31.8% 2.4% -0.5% 51.1M -2.89B -17.7M 0.75 8.66 29,503 22,093 1,082,585 515,892 2024-10-02 $77.53 $67.50 44.9% 8.8% 34.1% 60.1% 31.5% 2.5% -0.9% 52.9M -2.90B -17.6M 0.57 8.20 34,950 20,037 1,088,011 519,302 2024-10-03 $77.11 $67.50 45.6% 12.4% 34.2% 62.5% 43.4% 2.6% -1.1% 45.4M -2.82B -17.6M 0.98 37.18 23,528 23,062 1,086,229 524,649 2024-10-04 $79.25 $67.50 44.6% 12.1% 29.9% 59.2% 43.0% 2.1% -0.8% 66.0M -3.29B -17.4M 0.60 8.24 45,461 27,259 1,085,085 528,427 2024-10-07 $80.05 $70.00 47.3% 12.8% 29.9% 67.7% 44.9% 3.2% -2.2% 64.7M -3.38B -17.3M 0.60 25.28 33,317 20,071 1,072,540 513,832 2024-10-08 $81.25 $70.00 46.8% 12.8% 29.7% 66.1% 45.0% 2.1% -2.0% 69.7M -3.62B -17.2M 0.37 22.09 53,302 19,640 1,077,193 522,450 2024-10-09 $81.47 $70.00 46.2% 12.4% 29.7% 64.3% 44.2% 2.4% -2.9% 73.1M -3.67B -17.2M 0.68 5.94 33,711 22,874 1,083,655 530,502 2024-10-10 $79.28 $70.00 46.5% 12.6% 32.0% 65.3% 44.5% 2.1% -3.0% 62.1M -3.17B -17.3M 0.35 16.80 41,272 14,634 1,085,481 539,054 2024-10-11 $80.40 $70.00 45.8% 12.6% 32.0% 63.1% 44.7% -0.1% -2.6% 61.0M -3.47B -17.2M 0.36 13.94 42,476 15,471 1,094,976 543,082 2024-10-14 $80.77 $70.00 45.9% 12.9% 32.0% 63.2% 45.4% 2.1% -2.2% 64.7M -3.44B -17.1M 0.47 11.95 25,787 12,180 1,077,223 525,825 2024-10-15 $79.44 $70.00 46.8% 13.3% 33.0% 66.3% 47.4% 2.1% -3.0% 55.6M -3.17B -16.9M 0.48 10.41 24,833 11,842 1,081,779 529,444 2024-10-16 $80.80 $70.00 47.3% 13.5% 32.8% 67.6% 47.7% 2.1% -3.4% 66.7M -3.47B -16.9M 0.75 8.35 18,050 13,505 1,086,763 534,552 2024-10-17 $79.97 $70.00 47.2% 13.7% 25.8% 67.6% 48.2% 2.2% -3.3% 57.6M -3.29B -17.0M 0.74 24.25 25,447 18,708 1,090,592 536,631 2024-10-18 $80.78 $70.00 47.0% 13.7% 25.7% 66.8% 48.2% 1.8% -2.8% 54.4M -3.46B -16.9M 0.37 21.33 43,738 16,083 1,097,515 540,094 2024-10-21 $80.47 $70.00 47.9% 14.6% 25.7% 69.9% 51.2% 1.8% -3.0% 55.6M -3.00B -16.9M 0.88 10.73 17,954 15,754 1,019,241 461,475 2024-10-22 $80.88 $70.00 47.9% 14.8% 25.6% 69.7% 51.8% 2.1% -3.1% 58.2M -3.08B -16.8M 0.52 9.22 22,740 11,880 1,023,806 471,052 2024-10-23 $80.77 $70.00 48.4% 15.0% 25.4% 71.4% 53.8% 1.5% -3.1% 56.9M -3.04B -16.9M 0.85 5.50 23,040 19,521 1,029,992 477,969 2024-10-24 $81.47 $70.00 48.2% 15.2% 22.4% 70.7% 53.2% 2.1% -3.3% 67.0M -3.17B -17.0M 0.49 5.22 29,287 14,456 1,033,896 487,676 2024-10-25 $81.55 $70.00 46.4% 14.9% 19.5% 65.1% 52.7% 2.0% -3.2% 51.9M -3.19B -16.7M 0.39 3.29 58,891 23,089 1,039,285 491,052 2024-10-28 $83.53 $70.00 48.0% 16.6% 20.9% 70.0% 58.1% 3.3% -2.3% 57.6M -3.46B -16.7M 0.70 3.88 136,463 95,687 1,031,106 482,979 2024-10-29 $80.49 $72.00 31.5% 10.1% 25.3% 17.5% 35.2% 0.9% -0.4% 51.3M -2.86B -15.9M 0.43 4.01 200,511 87,139 1,096,335 529,682 2024-10-30 $78.31 $72.50 30.5% 9.6% 27.4% 14.3% 33.7% 1.1% 0.1% 42.5M -2.45B -16.2M 0.51 5.10 56,636 29,065 1,130,875 546,643 2024-10-31 $79.50 $72.50 32.0% 10.0% 27.8% 19.2% 35.6% 1.2% -0.2% 52.7M -2.72B -16.6M 0.68 6.75 57,902 39,087 1,132,722 553,206
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