PYPL Options History — November 2024

In November 2024, PYPL traded between $77.35 and $87.65. ATM implied volatility averaged 28.9%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 1.4% (HV 20d: 30.4%). Max pain ranged from $67.50 to $72.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-11-11: Highest Volume — 179,316 contracts
  • 2024-11-11: Largest IV spike — 17.6% change
  • 2024-11-04: Highest IV Rank — 17.1%
  • 2024-11-01: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$84.23$77.35$87.65$77.35$86.81
Max Pain$70.25$67.50$72.50$72.50$72.50
ATM IV28.9%26.0%31.4%31.2%27.3%
Expected Move8.5%7.8%9.6%9.6%8.2%
HV 20d30.4%26.5%33.2%27.8%26.5%
HV 60d30.0%29.2%30.7%30.0%29.3%
IV Rank9.3%0.1%17.1%16.5%3.9%
IV Percentile20.2%0.4%39.3%37.7%5.6%
Term Structure-0.3%-5.5%0.9%0.2%0.3%
VWIV30.2%27.8%34.5%34.5%29.3%
Skew 25d0.7%-0.1%1.6%1.6%0.7%
Skew 10d1.1%-0.4%2.4%1.8%0.9%
Call IV 25d29.1%25.8%31.4%30.5%27.5%
Put IV 25d29.8%26.7%32.4%32.1%28.1%
Bid-Ask Spread %4.722.2613.125.733.74
Gamma HHI0.120.080.530.080.18
Net GEX76.4M31.2M254.0M31.2M98.1M
Net DEX-3.45B-4.38B-2.21B-2.21B-3.68B
Net VEX-15.8M-16.4M-15.3M-16.4M-15.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.210.880.430.33
Total Volume64,243.529,902179,31695,31440,777
Total OI1,604,060.051,533,1861,707,1711,707,1711,567,074

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$77.35$72.5031.2%9.6%27.8%16.5%34.5%1.6%0.2%31.2M-2.21B-16.4M0.435.7366,80928,5051,140,737566,434
2024-11-04$77.87$70.0031.4%9.0%27.7%17.1%31.8%1.4%0.1%42.7M-2.39B-16.2M0.667.4423,03515,1021,075,788529,690
2024-11-05$78.95$70.0030.8%8.9%27.6%15.2%31.5%1.2%-0.0%50.3M-2.61B-16.4M0.5113.1222,51111,3701,080,889535,305
2024-11-06$81.47$70.0027.6%8.1%29.9%5.1%29.7%1.1%0.1%74.8M-3.17B-15.9M0.882.8749,71443,9821,084,050539,894
2024-11-07$81.43$67.5026.2%7.8%28.2%0.6%28.4%1.0%-5.5%76.4M-3.13B-15.9M0.414.9956,14322,7521,086,391546,589
2024-11-08$82.97$67.5026.0%7.8%28.5%0.1%27.8%0.9%0.6%254.0M-3.49B-15.8M0.412.4841,94317,2941,095,098550,805
2024-11-11$86.53$67.5030.6%8.9%31.9%14.7%31.9%0.1%0.4%78.5M-4.15B-15.5M0.212.76148,50430,8121,068,312540,805
2024-11-12$86.22$70.0029.6%8.7%31.1%11.4%31.0%0.1%0.4%84.8M-4.06B-15.7M0.373.3250,71318,8191,084,873550,960
2024-11-13$87.65$70.0029.5%8.4%31.1%11.1%31.2%0.2%-0.3%93.1M-4.38B-15.3M0.452.7353,85924,3711,089,241557,120
2024-11-14$85.67$70.0028.1%8.2%32.2%6.8%29.5%0.1%0.6%79.2M-3.86B-15.6M0.772.4030,17323,2581,092,772569,053
2024-11-15$85.94$70.0029.1%8.4%32.1%9.7%30.4%1.1%0.9%55.6M-3.88B-15.8M0.342.2665,05222,3221,087,505579,027
2024-11-18$84.78$70.0029.3%8.4%32.5%10.6%29.9%0.3%-0.6%53.4M-3.32B-15.7M0.543.9537,86920,5091,020,917512,269
2024-11-19$83.84$70.0029.8%8.5%32.9%12.0%30.1%0.6%-0.9%47.8M-3.12B-16.0M0.443.1236,60116,0711,028,867519,978
2024-11-20$84.58$70.0030.4%8.7%33.0%14.1%30.8%-0.1%-1.0%53.6M-3.28B-16.1M0.274.8327,4147,5351,035,965526,323
2024-11-21$85.17$70.0029.7%8.6%32.9%11.8%30.2%0.0%-1.2%60.9M-3.39B-16.0M0.364.1122,0187,8841,038,843528,728
2024-11-22$86.49$70.0028.8%8.4%33.2%9.0%29.6%0.2%-0.9%70.5M-3.67B-15.7M0.345.4255,99319,2251,043,679530,813
2024-11-25$87.22$72.5028.6%8.3%32.4%8.1%29.8%0.3%0.2%75.0M-3.80B-15.6M0.596.4537,01621,8781,028,877520,145
2024-11-26$87.09$72.5027.4%8.1%29.0%4.4%28.6%1.4%0.8%75.9M-3.75B-15.5M0.727.8017,53112,7071,033,619527,529
2024-11-27$86.54$72.5027.3%8.1%26.8%4.1%28.8%1.3%0.3%72.5M-3.62B-15.5M0.534.9724,02612,7731,035,609530,628
2024-11-29$86.81$72.5027.3%8.2%26.5%3.9%29.3%0.7%0.3%98.1M-3.68B-15.3M0.333.7430,68610,0911,034,421532,653