PYPL Optionskette PayPal Holdings, Inc.
Cboe delayed options data · Stand 00:41 UTC
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±2.3% (55.36–57.97) · ATM IV 53.4% · P/C Open Interest 0.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 25.10 | 27.25 | 5 | 6 | 1.00 | 0.0000 | -0.128 | 30 | 0 | 0.0100 | 418.2% | 0.00 | 0.0000 | 0.000 | |||
| 20.20 | 22.00 | 6 | 8 | 1.00 | 0.0000 | -0.128 | 35 | 0 | 0.0100 | 322.7% | 0.00 | 0.0000 | 0.000 | |||
| 14.80 | 18.25 | 5 | 6 | 1.00 | 0.0000 | -0.128 | 40 | 0 | 0.0100 | 6 | 239.1% | 0.00 | 0.0000 | 0.000 | ||
| 11.75 | 14.60 | 107 | 67 | 1.00 | 0.0000 | -0.128 | 43 | 0 | 0.0300 | 126 | 296.7% | -0.00 | 0.0001 | -0.000 | ||
| 10.75 | 14.05 | 14 | 11 | 1.00 | 0.0000 | -0.128 | 44 | 0 | 0.0300 | 12 | 208.9% | -0.00 | 0.0001 | -0.000 | ||
| 10.50 | 13.65 | 80 | 32 | 322.1% | 1.00 | 0.0000 | -0.128 | 45 | 0 | 2.13 | 106 | 452.0% | -0.00 | 0.0002 | -0.000 | |
| 8.75 | 12.35 | 38 | 8 | 1.00 | 0.0000 | -0.128 | 46 | 0 | 2.13 | 16 | 422.2% | -0.00 | 0.0003 | -0.000 | ||
| 8.10 | 10.85 | 12 | 14 | 1.00 | 0.0000 | -0.128 | 47 | 0 | 0.0100 | 248 | 135.8% | -0.00 | 0.0005 | -0.000 | ||
| 7.15 | 10.05 | 293 | 48 | 1.00 | 0.0000 | -0.128 | 48 | 0 | 0.0100 | 1,554 | 121.9% | -0.00 | 0.0008 | -0.001 | ||
| 5.75 | 9.65 | 55 | 32 | 1.00 | 0.0000 | -0.128 | 49 | 0 | 0.0100 | 453 | 108.2% | -0.00 | 0.0014 | -0.001 | ||
| 5.30 | 8.05 | 773 | 516 | 1.00 | 0.0001 | -0.128 | 50 | 0 | 0.0100 | 15 | 2,102 | 94.7% | -0.00 | 0.0025 | -0.001 | |
| 3.75 | 7.05 | 79 | 50 | 1.00 | 0.0003 | -0.128 | 51 | 0 | 0.0100 | 18 | 1,710 | 81.3% | -0.00 | 0.0047 | -0.002 | |
| 4.30 | 5.20 | 376 | 218 | 1.00 | 0.0011 | -0.128 | 52 | 0 | 0.0100 | 544 | 2,136 | 67.9% | -0.01 | 0.0095 | -0.004 | |
| 3.50 | 4.80 | 1,390 | 898 | 144.2% | 1.00 | 0.0046 | -0.128 | 53 | 0 | 0.0200 | 1,927 | 1,827 | 59.8% | -0.01 | 0.0209 | -0.009 |
| 2.68 | 2.93 | 3,728 | 3,155 | 0.99 | 0.0215 | -0.130 | 54 | 0.0100 | 0.2300 | 2,404 | 1,472 | 75.8% | -0.04 | 0.0508 | -0.021 | |
| 1.61 | 1.89 | 16.1K | 12.9K | 0.95 | 0.1092 | -0.147 | 55 | 0.0100 | 0.0900 | 583 | 444 | 42.3% | -0.10 | 0.1307 | -0.068 | |
| 0.8600 | 1.08 | 5,909 | 6,625 | 43.9% | 0.74 | 0.2899 | -0.292 | 56 | 0.2700 | 0.3100 | 590 | 39 | 48.2% | -0.30 | 0.2517 | -0.269 |
| 0.4500 | 0.5100 | 15.5K | 5,074 | 51.5% | 0.43 | 0.2682 | -0.468 | 57 | 0.6500 | 1.00 | 159 | 339 | 55.3% | -0.57 | 0.2553 | -0.465 |
| 0.1700 | 0.3100 | 9,406 | 2,361 | 55.3% | 0.24 | 0.1775 | -0.234 | 58 | 1.31 | 2.43 | 43 | 559 | 90.8% | -0.77 | 0.1783 | -0.234 |
| 0.1000 | 0.1300 | 457 | 148 | 64.0% | 0.13 | 0.1072 | -0.122 | 59 | 1.35 | 2.75 | 6 | 522 | -0.87 | 0.1094 | -0.123 | |
| 0.0500 | 0.0800 | 6,859 | 2,291 | 71.6% | 0.07 | 0.0635 | -0.068 | 60 | 3.15 | 4.05 | 34 | 633 | 110.2% | -0.93 | 0.0651 | -0.070 |
| 0.0100 | 0.1500 | 646 | 435 | 91.3% | 0.05 | 0.0393 | -0.043 | 61 | 4.10 | 5.00 | 22 | 1,030 | 122.8% | -0.96 | 0.0400 | -0.047 |
| 0.0200 | 0.0400 | 370 | 1,159 | 88.8% | 0.03 | 0.0266 | -0.032 | 62 | 4.95 | 7.40 | 2 | 276 | 220.0% | -0.97 | 0.0267 | -0.037 |
| 0.0100 | 0.0600 | 120 | 1,692 | 104.3% | 0.03 | 0.0194 | -0.027 | 63 | 4.65 | 8.40 | 50 | 284 | 154.0% | -0.98 | 0.0193 | -0.033 |
| 0 | 0.0500 | 4 | 1,667 | 111.1% | 0.02 | 0.0147 | -0.023 | 64 | 5.45 | 7.90 | 1 | -0.98 | 0.0145 | -0.029 | ||
| 0.0100 | 0.0200 | 287 | 3,581 | 114.6% | 0.02 | 0.0113 | -0.019 | 65 | 6.60 | 10.05 | 1 | 30 | 114.8% | -0.99 | 0.0110 | -0.026 |
| 0 | 0.0200 | 2 | 1,147 | 119.4% | 0.01 | 0.0087 | -0.016 | 66 | 7.65 | 11.35 | 1 | 195.8% | -0.99 | 0.0083 | -0.024 | |
| 0 | 0.0700 | 34 | 1,455 | 153.0% | 0.01 | 0.0066 | -0.013 | 67 | 8.75 | 12.35 | 1 | 221.7% | -0.99 | 0.0062 | -0.021 | |
| 0 | 0.1000 | 180 | 173.4% | 0.01 | 0.0049 | -0.009 | 68 | 10.05 | 13.35 | 96 | 265.8% | -0.99 | 0.0044 | -0.018 | ||
| 0 | 2.13 | 139 | 377.1% | 0.01 | 0.0034 | -0.006 | 69 | 10.90 | 14.35 | 93 | 266.5% | -1.00 | 0.0028 | -0.016 | ||
| 0 | 0.0100 | 5 | 4,365 | 147.7% | 0.00 | 0.0020 | -0.003 | 70 | 11.55 | 15.05 | 1 | -1.00 | 0.0015 | -0.014 | ||
| 0 | 1.95 | 828 | 398.8% | 0.00 | 0.0011 | -0.002 | 71 | 13.30 | 16.35 | 1 | 332.5% | -1.00 | 0.0007 | -0.013 | ||
| 0 | 0.3600 | 525 | 271.1% | 0.00 | 0.0005 | -0.001 | 72 | 14.40 | 17.35 | 1 | 355.5% | -1.00 | 0.0002 | -0.013 | ||
| 0 | 0.0200 | 335 | 913 | 186.4% | 0.00 | 0.0003 | -0.000 | 73 | 14.75 | 18.35 | 8 | 303.1% | -1.00 | 0.0001 | -0.013 | |
| 0 | 2.13 | 457.3% | 0.00 | 0.0003 | -0.000 | 74 | 16.05 | 19.35 | 48 | 350.6% | -1.00 | 0.0001 | -0.013 | |||
| 0 | 0.0100 | 127 | 190.0% | 0.00 | 0.0002 | -0.000 | 75 | 17.35 | 20.35 | 58 | 392.9% | -1.00 | 0.0001 | -0.013 | ||
| 0 | 0.0400 | 3 | 228.7% | 0.00 | 0.0001 | -0.000 | 80 | 21.60 | 25.35 | 359.8% | -1.00 | 0.0000 | -0.013 | |||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Sep 04, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.
CallsPuts