PayPal Holdings, Inc. (PYPL)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:41 UTC · Figures derived from the full chain (996 contracts, 16 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±11.1% (range 50.19–62.70) by Nov 20, 2026. ATM straddle: 6.25 @ strike 57.5 · ATM IV: 44.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 50.80 | -10% | 77.1% | 22.9% |
| 53.62 | -5% | 62.9% | 37.1% |
| 56.44 | +0% | 47.4% | 52.6% |
| 59.26 | +5% | 33.0% | 67.0% |
| 62.08 | +10% | 21.3% | 78.7% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.5% | 29.9% | 22.0K |
| Oct 30, 2026 | 11 | ±8.3% | 52.6% | 13.3K |
| Nov 06, 2026 | 18 | ±9.5% | 49.3% | 2,622 |
| Nov 13, 2026 | 25 | ±9.5% | 42.5% | 3,110 |
| Nov 20, 2026 | 32 | ±11.1% | 44.0% | 99.7K |
| Nov 27, 2026 | 39 | ±11.7% | 42.9% | 691 |
| Dec 18, 2026 | 60 | ±12.8% | 37.9% | 204.4K |
| Jan 15, 2027 | 88 | ±14.9% | 37.0% | 450.3K |
| Mar 19, 2027 | 151 | ±18.0% | 34.4% | 47.9K |
| Apr 16, 2027 | 179 | ±18.7% | 32.9% | 6,014 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 60 C · 30.8K65 C · 26.1K55 C · 18.0K50 P · 14.3K55 P · 11.3K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 81.7% of the time.
Past earnings reactions
Avg |reaction| 9.1% · median 9.5% (20 reports). Two-session close-to-close window; definition
About PayPal Holdings, Inc.
PayPal Holdings, Inc. provides a worldwide technological framework that facilitates digital financial transactions for both businesses and individual users. The company offers a wide array of payment services through well-known brands such as PayPal, PayPal Credit, Braintree, Venmo, Xoom, Zettle, Hyperwallet, Honey, and Paidy. Through its extensive platform, consumers are able to send and receive funds across roughly 200 global markets and in approximately 100 different currencies. Additionally, users can transfer money to their bank accounts in 56 currencies and maintain account balances in 25 distinct currencies within their PayPal accounts. Founded in 1998, the company's corporate headquarters are situated in San Jose, California.
Financial Services · Financial - Credit Services · NASDAQ · Profile: Financial Modeling Prep
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