PYPL optieketen PayPal Holdings, Inc.
Cboe delayed options data · per 00:43 UTC
Elke rij is één strike. De linkerhelft is de call, de rechterhelft de put. Bied/laat zijn de huidige prijzen van kopers en verkopers; volume is het aantal verhandelde contracten in deze sessie; open interest zijn de uitstaande contracten. De gemarkeerde rij ligt het dichtst bij de aandelenkoers.
Deze vervaldatum inprijst een beweging van ongeveer ±2.8% (54.80–58.00) · ATM IV 32.2% · P/C open interest 0.20
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Biedprijs | Vraag | 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 | Biedprijs | Vraag | Vol | OI | IV | Δ | Γ | Θ | |
| 24.90 | 27.75 | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.0500 | 1 | 247.6% | 0.00 | 0.0000 | 0.000 | ||||
| 19.40 | 23.45 | 1 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 2.13 | 1 | 389.9% | 0.00 | 0.0000 | 0.000 | |||
| 14.50 | 18.40 | 9 | 2 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0500 | 2 | 142.9% | -0.00 | 0.0001 | -0.000 | ||
| 14.15 | 17.40 | 13 | 197.8% | 1.00 | 0.0001 | 0.000 | 41 | 0 | 2.13 | 288.0% | -0.00 | 0.0001 | -0.000 | |||
| 12.40 | 16.40 | 5 | 1.00 | 0.0002 | 0.000 | 42 | 0 | 2.13 | 6 | 272.1% | -0.00 | 0.0002 | -0.000 | |||
| 11.40 | 15.40 | 3 | 1.00 | 0.0003 | 0.000 | 43 | 0 | 2.13 | 7 | 256.5% | -0.00 | 0.0003 | -0.000 | |||
| 10.65 | 14.40 | 5 | 93.2% | 1.00 | 0.0004 | 0.000 | 44 | 0 | 0.0200 | 148 | 95.8% | -0.00 | 0.0004 | -0.001 | ||
| 10.20 | 12.70 | 10 | 15 | 1.00 | 0.0007 | 0.000 | 45 | 0 | 0.0200 | 51 | 88.1% | -0.00 | 0.0007 | -0.001 | ||
| 8.40 | 12.40 | 8 | 3 | 1.00 | 0.0010 | 0.000 | 46 | 0 | 0.0200 | 189 | 80.4% | -0.00 | 0.0010 | -0.001 | ||
| 7.40 | 11.40 | 3 | 4 | 1.00 | 0.0016 | -0.000 | 47 | 0 | 0.5000 | 39 | 121 | 125.9% | -0.00 | 0.0016 | -0.002 | |
| 6.60 | 10.10 | 3 | 203 | 1.00 | 0.0025 | -0.001 | 48 | 0 | 0.7600 | 3 | 426 | 125.3% | -0.00 | 0.0025 | -0.002 | |
| 5.90 | 9.60 | 1 | 1.00 | 0.0032 | -0.002 | 48.5 | 0 | 0.8200 | 50 | 125.0% | -0.00 | 0.0032 | -0.003 | |||
| 5.65 | 7.90 | 2 | 1.00 | 0.0042 | -0.002 | 49 | 0 | 0.4800 | 126 | 344 | 102.3% | -0.00 | 0.0042 | -0.003 | ||
| 5.15 | 8.60 | 3 | 0.99 | 0.0054 | -0.003 | 49.5 | 0 | 2.13 | 10 | 158.9% | -0.01 | 0.0054 | -0.004 | |||
| 5.20 | 6.85 | 4 | 62 | 0.99 | 0.0072 | -0.004 | 50 | 0 | 0.1000 | 1 | 423 | 64.7% | -0.01 | 0.0072 | -0.005 | |
| 5.00 | 5.95 | 2 | 15 | 0.99 | 0.0127 | -0.007 | 51 | 0 | 0.6800 | 106 | 52 | 88.8% | -0.01 | 0.0127 | -0.008 | |
| 2.57 | 6.15 | 30 | 0.98 | 0.0234 | -0.013 | 52 | 0 | 0.0800 | 44 | 1,525 | 45.1% | -0.02 | 0.0234 | -0.013 | ||
| 3.15 | 3.70 | 272 | 618 | 0.95 | 0.0446 | -0.022 | 53 | 0.0100 | 0.2600 | 89 | 372 | 45.3% | -0.05 | 0.0447 | -0.023 | |
| 2.25 | 2.88 | 4 | 675 | 27.8% | 0.90 | 0.0855 | -0.041 | 54 | 0.0800 | 0.1300 | 70 | 550 | 35.1% | -0.10 | 0.0858 | -0.041 |
| 1.41 | 1.93 | 16 | 551 | 27.3% | 0.79 | 0.1479 | -0.069 | 55 | 0.2100 | 0.3100 | 335 | 367 | 34.6% | -0.21 | 0.1487 | -0.070 |
| 0.9800 | 1.13 | 406 | 845 | 31.3% | 0.62 | 0.2007 | -0.096 | 56 | 0.5100 | 0.5800 | 309 | 247 | 33.0% | -0.39 | 0.2021 | -0.097 |
| 0.4900 | 0.5800 | 256 | 686 | 31.5% | 0.41 | 0.2029 | -0.098 | 57 | 0.9600 | 1.19 | 67 | 127 | 34.2% | -0.59 | 0.2045 | -0.099 |
| 0.2400 | 0.2900 | 848 | 7,644 | 33.7% | 0.24 | 0.1565 | -0.077 | 58 | 1.59 | 2.19 | 109 | 225 | 40.7% | -0.77 | 0.1578 | -0.077 |
| 0.1000 | 0.1400 | 327 | 3,357 | 34.0% | 0.13 | 0.0997 | -0.051 | 59 | 2.02 | 3.95 | 4 | 58.4% | -0.88 | 0.1004 | -0.051 | |
| 0.0500 | 0.0700 | 984 | 6,992 | 36.9% | 0.07 | 0.0601 | -0.034 | 60 | 2.36 | 4.90 | 49 | 45.9% | -0.93 | 0.0606 | -0.034 | |
| 0.0300 | 0.0800 | 908 | 842 | 43.9% | 0.04 | 0.0374 | -0.024 | 61 | 3.30 | 6.65 | 1 | 27 | 80.4% | -0.96 | 0.0383 | -0.024 |
| 0.0100 | 0.0300 | 339 | 461 | 43.1% | 0.03 | 0.0237 | -0.017 | 62 | 4.00 | 6.90 | -0.98 | 0.0247 | -0.016 | |||
| 0 | 0.0200 | 95 | 387 | 44.9% | 0.02 | 0.0149 | -0.011 | 63 | 5.70 | 8.50 | 108.7% | -0.99 | 0.0152 | -0.011 | ||
| 0 | 0.0200 | 86 | 484 | 50.5% | 0.01 | 0.0093 | -0.007 | 64 | 5.95 | 8.90 | -0.99 | 0.0086 | -0.008 | |||
| 0 | 0.0300 | 41 | 1,074 | 55.9% | 0.01 | 0.0059 | -0.005 | 65 | 7.25 | 10.40 | 1 | 1 | 106.6% | -1.00 | 0.0044 | -0.006 |
| 0 | 0.0800 | 1 | 910 | 61.2% | 0.00 | 0.0039 | -0.003 | 66 | 8.10 | 11.60 | 1 | 117.0% | -1.00 | 0.0022 | -0.005 | |
| 0 | 0.3600 | 69 | 105.1% | 0.00 | 0.0027 | -0.002 | 67 | 8.80 | 12.50 | 103.2% | -1.00 | 0.0011 | -0.005 | |||
| 0 | 0.0100 | 55 | 66.2% | 0.00 | 0.0019 | -0.002 | 68 | 9.80 | 13.60 | 116.7% | -1.00 | 0.0005 | -0.005 | |||
| 0 | 1.21 | 4 | 160.3% | 0.00 | 0.0014 | -0.001 | 69 | 10.85 | 14.45 | 116.8% | -1.00 | 0.0002 | -0.005 | |||
| 0 | 0.4700 | 81 | 132.7% | 0.00 | 0.0010 | -0.001 | 70 | 12.00 | 15.60 | 142.2% | -1.00 | 0.0001 | -0.005 | |||
| 0 | 0.3100 | 107.1% | 0.00 | 0.0007 | -0.001 | 71 | 13.25 | 16.60 | 161.8% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0300 | 127 | 94.7% | 0.00 | 0.0005 | -0.001 | 72 | 13.90 | 17.65 | 153.0% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 1.74 | 5 | 211.1% | 0.00 | 0.0004 | -0.000 | 73 | 14.70 | 18.60 | 141.9% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.6600 | 1 | 6 | 170.2% | 0.00 | 0.0003 | -0.000 | 74 | 15.85 | 19.60 | 159.4% | -1.00 | 0.0000 | -0.005 | ||
| 0 | 0.0300 | 38 | 96.7% | 0.00 | 0.0002 | -0.000 | 75 | 16.70 | 20.65 | 157.8% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0200 | 1 | 8 | 124.2% | 0.00 | 0.0001 | -0.000 | 80 | 21.90 | 25.65 | 201.4% | -1.00 | 0.0000 | -0.005 | ||
Getoonde uitoefenprijzen: binnen ±50% van de koers van de onderliggende waarde. Intrinsieke waarde = max(0, koers − uitoefenprijs) voor calls, max(0, uitoefenprijs − koers) voor puts; extrinsieke waarde = optieprijs − intrinsieke waarde. Grieken en IV zoals berekend door de beursfeed.
Volatiliteitsglimlach — Oct 23, 2026
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.
callsputs