PYPL option chain PayPal Holdings, Inc.
Cboe delayed options data · as of 18:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.4% (50.30–63.30) · ATM IV 38.7% · P/C open interest —
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | 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 | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 12.95 | 16.85 | 0.97 | 0.0070 | 0.000 | 42 | 0 | 2.19 | 79.2% | -0.03 | 0.0070 | -0.006 | |||||
| 12.00 | 15.40 | 0.96 | 0.0086 | 0.000 | 43 | 0 | 2.21 | 75.0% | -0.04 | 0.0087 | -0.007 | |||||
| 11.00 | 14.40 | 0.95 | 0.0106 | -0.001 | 44 | 0 | 2.24 | 71.0% | -0.05 | 0.0106 | -0.009 | |||||
| 10.05 | 13.40 | 0.94 | 0.0129 | -0.003 | 45 | 0 | 2.28 | 67.1% | -0.06 | 0.0130 | -0.010 | |||||
| 9.10 | 12.15 | 1 | 0.93 | 0.0156 | -0.005 | 46 | 0 | 2.33 | 63.3% | -0.07 | 0.0157 | -0.012 | ||||
| 8.20 | 11.35 | 0.91 | 0.0187 | -0.007 | 47 | 0 | 2.39 | 59.6% | -0.09 | 0.0189 | -0.013 | |||||
| 7.30 | 10.50 | 0.89 | 0.0222 | -0.010 | 48 | 0 | 2.48 | 56.1% | -0.11 | 0.0224 | -0.015 | |||||
| 6.40 | 9.65 | 23.7% | 0.87 | 0.0261 | -0.012 | 49 | 0 | 2.59 | 52.8% | -0.13 | 0.0264 | -0.017 | ||||
| 6.35 | 8.30 | 1 | 30.7% | 0.84 | 0.0303 | -0.015 | 50 | 0.5700 | 1.17 | 41.0% | -0.16 | 0.0306 | -0.019 | |||
| 4.75 | 7.75 | 25.4% | 0.81 | 0.0346 | -0.018 | 51 | 0 | 2.90 | 46.5% | -0.20 | 0.0350 | -0.021 | ||||
| 3.95 | 6.70 | 23.7% | 0.77 | 0.0390 | -0.020 | 52 | 0 | 3.15 | 43.8% | -0.23 | 0.0394 | -0.023 | ||||
| 3.20 | 5.90 | 24.2% | 0.73 | 0.0431 | -0.022 | 53 | 0.0200 | 3.40 | 41.0% | -0.28 | 0.0437 | -0.025 | ||||
| 2.55 | 5.30 | 25.9% | 0.68 | 0.0467 | -0.025 | 54 | 0.2300 | 3.70 | 39.6% | -0.32 | 0.0474 | -0.027 | ||||
| 3.55 | 4.45 | 6 | 35.3% | 0.63 | 0.0497 | -0.026 | 55 | 1.80 | 2.84 | 25 | 38.9% | -0.37 | 0.0505 | -0.028 | ||
| 2.00 | 4.00 | 1 | 29.8% | 0.58 | 0.0517 | -0.027 | 56 | 1.35 | 4.50 | 40.7% | -0.43 | 0.0527 | -0.029 | |||
| 2.05 | 3.35 | 2 | 32.3% | 0.53 | 0.0527 | -0.028 | 57 | 2.65 | 4.95 | 45.0% | -0.48 | 0.0538 | -0.029 | |||
| 0.3600 | 3.60 | 29.0% | 0.47 | 0.0527 | -0.029 | 58 | 2.76 | 5.50 | 42.3% | -0.53 | 0.0540 | -0.029 | ||||
| 0.1500 | 3.45 | 31.5% | 0.42 | 0.0518 | -0.028 | 59 | 3.05 | 6.10 | 40.5% | -0.58 | 0.0532 | -0.028 | ||||
| 1.57 | 1.93 | 23 | 35.1% | 0.38 | 0.0500 | -0.028 | 60 | 4.00 | 6.75 | 42.4% | -0.63 | 0.0516 | -0.027 | |||
| 0 | 2.85 | 34.7% | 0.33 | 0.0477 | -0.026 | 61 | 4.55 | 6.85 | 37.7% | -0.68 | 0.0494 | -0.025 | ||||
| 0 | 2.70 | 37.2% | 0.29 | 0.0448 | -0.025 | 62 | 5.80 | 8.20 | 45.4% | -0.72 | 0.0468 | -0.023 | ||||
| 0 | 2.60 | 39.8% | 0.25 | 0.0416 | -0.024 | 63 | 6.55 | 9.00 | 45.9% | -0.76 | 0.0437 | -0.021 | ||||
| 0 | 2.52 | 42.4% | 0.22 | 0.0382 | -0.022 | 64 | 7.15 | 9.85 | 45.2% | -0.80 | 0.0404 | -0.019 | ||||
| 0.3100 | 1.30 | 13 | 38.0% | 0.18 | 0.0346 | -0.020 | 65 | 8.35 | 10.75 | 49.0% | -0.84 | 0.0371 | -0.016 | |||
| 0.1000 | 1.50 | 1 | 40.6% | 0.16 | 0.0311 | -0.018 | 66 | 9.30 | 11.65 | 50.9% | -0.86 | 0.0337 | -0.014 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs