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
$9.89
ATM straddle
MAX PAIN
$22.50
-59.1%
PUT/CALL VOLUME
0.76
479 / 628
MAR 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 31.25 | 35.20 | 31.35 | 2 | 4 | 99.7% | 0.962 | 0.0024 | -0.012 | 22.5 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.01 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 30.50 | 2 | 0.0% | 1.000 | 0.0000 | -0.003 | 25 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.01 | 0.00 | 0.00 | ||
| 26.35 | 30.30 | 29.12 | 1 | 29 | 82.7% | 0.948 | 0.0037 | -0.013 | 27.5 | -0.000 | 0.0000 | -0.000 | 25.0% | 10 | 0.06 | 0.00 | 0.00 | |
| 23.95 | 27.45 | 24.55 | 10 | 187 | 70.8% | 0.948 | 0.0044 | -0.012 | 30 | -0.000 | 0.0000 | -0.000 | 25.0% | 12 | 0.06 | 0.00 | 0.00 | |
| 22.95 | 27.00 | 20.59 | 2 | 212 | 94.0% | 0.888 | 0.0059 | -0.024 | 32.5 | -0.000 | 0.0001 | -0.000 | 25.0% | 7 | 0.18 | 0.00 | 0.00 | |
| 19.20 | 22.30 | 21.10 | 5 | 267 | 56.8% | 0.933 | 0.0067 | -0.013 | 35 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.31 | 0.00 | 0.00 | |
| 16.90 | 20.65 | 17.25 | 4 | 127 | 58.7% | 0.898 | 0.0088 | -0.016 | 37.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 0.35 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 17.55 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 40 | -0.000 | 0.0000 | -0.000 | 12.5% | 18 | 0.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.70 | 3 | 0.0% | 1.000 | 0.0000 | -0.005 | 42.5 | -0.000 | 0.0002 | -0.000 | 12.5% | 3 | 0.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.65 | 10 | 0.0% | 1.000 | 0.0000 | -0.005 | 45 | -0.000 | 0.0000 | -0.000 | 6.3% | 8 | 1.07 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.42 | 20 | 0.0% | 1.000 | 0.0000 | -0.006 | 47.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 58 | 1.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.15 | 8 | 0.0% | 1.000 | 0.0000 | -0.006 | 50 | -0.000 | 0.0000 | -0.000 | 3.1% | 220 | 2.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.04 | 55 | 0.0% | 1.000 | 0.0000 | -0.006 | 52.5 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 2.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.06 | 214 | 0.0% | 1.000 | 0.0000 | -0.007 | 55 | 0.000 | 0.0000 | 0.000 | 0.0% | 11 | 4.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.10 | 2 | 1.6% | 0.003 | 0.0173 | -0.000 | 57.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 3 | 4.48 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.00 | 160 | 3.1% | 0.000 | 0.0007 | -0.000 | 60 | 0.007 | 0.0000 | -1.000 | 0.0% | 110 | 6.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.17 | 11 | 6.3% | 0.003 | 0.0037 | -0.000 | 62.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 2 | 7.37 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.75 | 60 | 6.3% | 0.000 | 0.0001 | -0.000 | 65 | 0.008 | 0.0000 | -1.000 | 0.0% | 2 | 10.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.20 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 67.5 | ||||||||||
| 0.00 | 0.00 | 0.84 | 6 | 6.3% | 0.000 | 0.0000 | -0.000 | 70 | 0.008 | 0.0000 | -1.000 | 0.0% | 2 | 14.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.52 | 25 | 12.5% | 0.000 | 0.0001 | -0.000 | 75 | 0.009 | 0.0000 | -1.000 | 0.0% | 1 | 19.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.28 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 80 | ||||||||||
| 0.00 | 0.00 | 0.10 | 25 | 12.5% | 0.000 | 0.0000 | -0.000 | 85 | 0.010 | 0.0000 | -1.000 | 0.0% | 1 | 31.00 | 0.00 | 0.00 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology