PYPL Implied Volatility
PYPL $54.57 · Updated Oct 26, 4:00 PM ET
PYPL at-the-money implied volatility is 97.5% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 45.2%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 55 | 97.5% |
| Nov 6, 2026 | 11 | 55 | 66.0% |
| Nov 13, 2026 | 18 | 55 | 55.1% |
| Nov 20, 2026 | 25 | 55 | 48.8% |
| Nov 27, 2026 | 32 | 55 | 45.2% |
| Dec 4, 2026 | 39 | 55 | 41.9% |
| Dec 18, 2026 | 53 | 55 | 42.6% |
| Jan 15, 2027 | 81 | 55 | 38.1% |
| Mar 19, 2027 | 144 | 55 | 36.1% |
| Apr 16, 2027 | 172 | 55 | 33.8% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 48.5 | 120.2% | 102.1% |
| 49 | 80.0% | 102.8% |
| 49.5 | 123.6% | 101.5% |
| 50 | 101.7% | 101.9% |
| 51 | 97.1% | 101.2% |
| 52 | 93.1% | 100.9% |
| 53 | 93.3% | 101.1% |
| 54 | 98.6% | 102.8% |
| 55 | 97.3% | 97.7% |
| 56 | 96.2% | 99.7% |
| 57 | 94.9% | 100.1% |
| 58 | 95.7% | 103.3% |
| 59 | 95.4% | 104.2% |
| 60 | 94.9% | 78.4% |
| 61 | 95.2% | 102.3% |
| 62 | 94.1% | 93.0% |
| 63 | 94.6% | 108.2% |
How this is calculated: Implied Volatility methodology