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
$5.87
ATM straddle
MAX PAIN
$45.00
-18.2%
PUT/CALL VOLUME
1.09
375 / 343
NOV 27, 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 | 11.45 | 0.0% | 1.000 | 0.0000 | -0.006 | 45 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.24 | 0.00 | 0.00 | |||
| 46 | -0.000 | 0.0000 | -0.000 | 12.5% | 0.46 | 0.00 | 0.00 | |||||||||||
| 47 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.50 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 9.65 | 2 | 0.0% | 1.000 | 0.0000 | -0.006 | 48 | -0.000 | 0.0001 | -0.000 | 12.5% | 12 | 0.72 | 0.00 | 0.00 | ||
| 49 | -0.000 | 0.0010 | -0.001 | 12.5% | 9 | 0.93 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 7.18 | 0.0% | 1.000 | 0.0000 | -0.006 | 50 | -0.000 | 0.0000 | -0.000 | 6.3% | 29 | 1.05 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 6.61 | 0.0% | 1.000 | 0.0000 | -0.006 | 51 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 1.20 | 0.00 | 0.00 | |||
| 52 | -0.000 | 0.0019 | -0.001 | 6.3% | 1 | 1.11 | 0.00 | 0.00 | ||||||||||
| 53 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 1.18 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 3.49 | 4 | 0.0% | 1.000 | 0.0000 | -0.007 | 54 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 2.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.95 | 148 | 0.0% | 1.000 | 0.0000 | -0.007 | 55 | 0.000 | 0.0000 | 0.000 | 0.0% | 243 | 2.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.50 | 4 | 1.6% | 0.001 | 0.0127 | -0.000 | 56 | 0.007 | 0.0000 | -1.000 | 0.0% | 44 | 3.41 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.90 | 45 | 3.1% | 0.000 | 0.0019 | -0.000 | 57 | 0.007 | 0.0000 | -1.000 | 0.0% | 24 | 2.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.67 | 1 | 6.3% | 0.004 | 0.0110 | -0.000 | 58 | 0.007 | 0.0000 | -1.000 | 0.0% | 3.01 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 2.90 | 1 | 6.3% | 0.000 | 0.0006 | -0.000 | 59 | ||||||||||
| 0.00 | 0.00 | 1.13 | 34 | 6.3% | 0.000 | 0.0000 | -0.000 | 60 | ||||||||||
| 0.00 | 0.00 | 1.51 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 61 | ||||||||||
| 0.00 | 0.00 | 0.55 | 33 | 12.5% | 0.001 | 0.0014 | -0.000 | 62 | 0.008 | 0.0000 | -1.000 | 0.0% | 4 | 7.91 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.10 | 7 | 12.5% | 0.000 | 0.0003 | -0.000 | 63 | ||||||||||
| 0.00 | 0.00 | 0.86 | 4 | 12.5% | 0.000 | 0.0001 | -0.000 | 64 | ||||||||||
| 0.00 | 0.00 | 0.33 | 16 | 12.5% | 0.000 | 0.0000 | -0.000 | 65 | ||||||||||
| 0.00 | 0.00 | 0.30 | 12 | 12.5% | 0.000 | 0.0000 | -0.000 | 66 | ||||||||||
| 0.00 | 0.00 | 0.66 | 27 | 12.5% | 0.000 | 0.0000 | -0.000 | 67 | ||||||||||
| 0.00 | 0.00 | 0.40 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 68 | ||||||||||
| 0.00 | 0.00 | 0.21 | 2 | 25.0% | 0.001 | 0.0006 | -0.000 | 70 | ||||||||||
| 0.00 | 0.00 | 0.07 | 25.0% | 0.000 | 0.0000 | -0.000 | 75 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology