PYPL Options Chain
PYPL $54.99 · Updated Oct 26, 4:00 PM ET
PYPL is at $54.99. The nearest expiration, Oct 30, 2026 (4 days out), lists 37 strikes, with 16,776 calls and 26,069 puts traded in the latest session. At-the-money implied volatility is 0.0%. The at-the-money straddle prices a move of about $4.56 (8.3%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.0%
55 strike
EXPECTED MOVE
$4.80
ATM straddle
MAX PAIN
$35.00
-36.4%
PUT/CALL VOLUME
1.38
1,723 / 1,248
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 13.88 | 0.0% | 1.000 | 0.0000 | -0.005 | 40 | |||||||||||
| 41 | -0.000 | 0.0002 | -0.000 | 50.0% | 0.06 | 0.00 | 0.00 | |||||||||||
| 42 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.10 | 0.00 | 0.00 | |||||||||||
| 43 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.03 | 0.00 | 0.00 | |||||||||||
| 44 | -0.000 | 0.0000 | -0.000 | 25.0% | 18 | 0.09 | 0.00 | 0.00 | ||||||||||
| 45 | -0.000 | 0.0000 | -0.000 | 25.0% | 15 | 0.18 | 0.00 | 0.00 | ||||||||||
| 46 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.11 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 8.52 | 1 | 0.0% | 1.000 | 0.0000 | -0.006 | 47 | -0.000 | 0.0002 | -0.000 | 25.0% | 1 | 0.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.47 | 9 | 0.0% | 1.000 | 0.0000 | -0.006 | 48 | -0.000 | 0.0009 | -0.001 | 25.0% | 12 | 0.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.43 | 3 | 0.0% | 1.000 | 0.0000 | -0.006 | 49 | -0.000 | 0.0000 | -0.000 | 12.5% | 44 | 0.56 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.006 | 50 | -0.000 | 0.0000 | -0.000 | 12.5% | 153 | 0.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.17 | 2 | 0.0% | 1.000 | 0.0000 | -0.006 | 51 | -0.000 | 0.0005 | -0.000 | 12.5% | 227 | 0.98 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.84 | 1 | 0.0% | 1.000 | 0.0000 | -0.006 | 52 | -0.000 | 0.0000 | -0.000 | 6.3% | 699 | 1.31 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.35 | 1 | 0.0% | 1.000 | 0.0000 | -0.007 | 53 | -0.000 | 0.0011 | -0.000 | 6.3% | 63 | 1.72 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.78 | 5 | 0.0% | 1.000 | 0.0000 | -0.007 | 54 | -0.000 | 0.0017 | -0.000 | 3.1% | 186 | 2.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.30 | 122 | 0.1% | 1.000 | 0.0000 | -0.007 | 55 | 0.000 | 0.0000 | 0.000 | 0.0% | 256 | 2.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.02 | 50 | 3.1% | 0.001 | 0.0093 | -0.000 | 56 | 0.007 | 0.0000 | -1.000 | 0.0% | 2 | 3.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.63 | 200 | 6.3% | 0.001 | 0.0037 | -0.000 | 57 | 0.007 | 0.0000 | -1.000 | 0.0% | 35 | 3.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.28 | 222 | 6.3% | 0.000 | 0.0000 | -0.000 | 58 | 0.007 | 0.0000 | -1.000 | 0.0% | 1 | 3.84 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.01 | 74 | 12.5% | 0.001 | 0.0019 | -0.000 | 59 | 0.007 | 0.0000 | -1.000 | 0.0% | 4 | 5.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.79 | 240 | 12.5% | 0.000 | 0.0001 | -0.000 | 60 | ||||||||||
| 0.00 | 0.00 | 0.57 | 37 | 12.5% | 0.000 | 0.0000 | -0.000 | 61 | 0.008 | 0.0000 | -1.000 | 0.0% | 5.00 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.44 | 96 | 12.5% | 0.000 | 0.0000 | -0.000 | 62 | ||||||||||
| 0.00 | 0.00 | 0.21 | 51 | 25.0% | 0.001 | 0.0013 | -0.000 | 63 | ||||||||||
| 0.00 | 0.00 | 0.21 | 10 | 25.0% | 0.000 | 0.0004 | -0.000 | 64 | ||||||||||
| 0.00 | 0.00 | 0.14 | 63 | 25.0% | 0.000 | 0.0001 | -0.000 | 65 | ||||||||||
| 0.00 | 0.00 | 0.07 | 4 | 25.0% | 0.000 | 0.0000 | -0.000 | 66 | ||||||||||
| 0.00 | 0.00 | 0.10 | 53 | 25.0% | 0.000 | 0.0000 | -0.000 | 67 | ||||||||||
| 0.00 | 0.00 | 0.15 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 68 | ||||||||||
| 0.00 | 0.00 | 0.04 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 70 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology