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
$10.53
ATM straddle
MAX PAIN
$30.00
-45.4%
PUT/CALL VOLUME
0.59
132 / 223
APR 16, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 30 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.10 | 0.00 | 0.00 | ||||||||||
| 32.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.16 | 0.00 | 0.00 | ||||||||||
| 35 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.20 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 17.95 | 0.0% | 1.000 | 0.0000 | -0.005 | 37.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.50 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 17.85 | 10 | 0.0% | 1.000 | 0.0000 | -0.005 | 40 | -0.000 | 0.0000 | -0.000 | 12.5% | 25 | 0.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.75 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 42.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 1.13 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.60 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 45 | -0.000 | 0.0000 | -0.000 | 6.3% | 28 | 1.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.80 | 20 | 0.0% | 1.000 | 0.0000 | -0.006 | 47.5 | -0.000 | 0.0001 | -0.000 | 6.3% | 1 | 1.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.00 | 5 | 0.0% | 1.000 | 0.0000 | -0.006 | 50 | -0.000 | 0.0000 | -0.000 | 3.1% | 18 | 2.57 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.80 | 10 | 0.0% | 1.000 | 0.0000 | -0.006 | 52.5 | -0.000 | 0.0000 | -0.000 | 1.6% | 18 | 2.57 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.53 | 18 | 0.0% | 1.000 | 0.0000 | -0.007 | 55 | 0.000 | 0.0000 | 0.000 | 0.0% | 4 | 5.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.60 | 1 | 1.6% | 0.014 | 0.0623 | -0.000 | 57.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 1 | 5.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.43 | 5 | 3.1% | 0.001 | 0.0030 | -0.000 | 60 | 0.007 | 0.0000 | -1.000 | 0.0% | 2 | 6.77 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.70 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 62.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 10 | 10.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.44 | 10 | 6.3% | 0.000 | 0.0005 | -0.000 | 65 | ||||||||||
| 0.00 | 0.00 | 2.27 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 67.5 | 0.008 | 0.0000 | -1.000 | 0.0% | 15 | 13.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.51 | 24 | 6.3% | 0.000 | 0.0000 | -0.000 | 70 | ||||||||||
| 0.00 | 0.00 | 1.00 | 29 | 12.5% | 0.000 | 0.0003 | -0.000 | 75 | ||||||||||
| 0.00 | 0.00 | 0.41 | 25 | 12.5% | 0.000 | 0.0000 | -0.000 | 80 | ||||||||||
| 0.00 | 0.00 | 0.34 | 35 | 12.5% | 0.000 | 0.0000 | -0.000 | 85 | ||||||||||
| 0.00 | 0.00 | 0.08 | 25 | 12.5% | 0.000 | 0.0000 | -0.000 | 90 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
