PYPL option chain PayPal Holdings, Inc.
Cboe delayed options data · as of 03:41 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 ±2.2% (55.70–58.24) · ATM IV 30.5% · P/C open interest 0.21
| 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 | |
| 25.05 | 29.20 | 2 | 201.9% | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.0500 | 1 | 289.8% | 0.00 | 0.0000 | 0.000 | ||
| 20.15 | 24.20 | 1 | 244.9% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.9300 | 1 | 355.9% | 0.00 | 0.0000 | 0.000 | ||
| 15.05 | 19.20 | 9 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0500 | 2 | 169.3% | -0.00 | 0.0000 | -0.000 | |||
| 14.05 | 18.20 | 7 | 9 | 1.00 | 0.0001 | 0.000 | 41 | 0 | 2.13 | 339.2% | -0.00 | 0.0001 | -0.000 | |||
| 13.05 | 16.40 | 14 | 4 | 1.00 | 0.0001 | 0.000 | 42 | 0 | 2.13 | 6 | 321.0% | -0.00 | 0.0001 | -0.000 | ||
| 12.85 | 15.40 | 29 | 3 | 1.00 | 0.0001 | 0.000 | 43 | 0 | 2.13 | 7 | 303.1% | -0.00 | 0.0001 | -0.000 | ||
| 11.05 | 14.40 | 20 | 4 | 1.00 | 0.0002 | 0.000 | 44 | 0 | 0.0200 | 148 | 114.7% | -0.00 | 0.0002 | -0.000 | ||
| 10.85 | 13.40 | 10 | 17 | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.0200 | 51 | 105.8% | -0.00 | 0.0003 | -0.000 | ||
| 9.05 | 13.20 | 8 | 6 | 1.00 | 0.0004 | 0.000 | 46 | 0 | 0.0100 | 189 | 89.9% | -0.00 | 0.0004 | -0.000 | ||
| 8.05 | 11.40 | 1 | 6 | 1.00 | 0.0007 | 0.000 | 47 | 0 | 0.5000 | 40 | 122 | 151.4% | -0.00 | 0.0007 | -0.001 | |
| 7.90 | 11.20 | 3 | 206 | 158.5% | 1.00 | 0.0011 | 0.000 | 48 | 0 | 0.2300 | 136 | 426 | 116.5% | -0.00 | 0.0011 | -0.001 |
| 6.55 | 10.70 | 1 | 1 | 1.00 | 0.0014 | 0.000 | 48.5 | 0 | 0.8200 | 50 | 151.1% | -0.00 | 0.0014 | -0.001 | ||
| 6.05 | 10.05 | 3 | 2 | 1.00 | 0.0018 | -0.000 | 49 | 0 | 1.35 | 320 | 168.9% | -0.00 | 0.0018 | -0.001 | ||
| 5.60 | 9.55 | 2 | 1.00 | 0.0024 | -0.001 | 49.5 | 0 | 1.35 | 10 | 161.2% | -0.00 | 0.0024 | -0.002 | |||
| 5.10 | 8.40 | 5 | 62 | 1.00 | 0.0032 | -0.001 | 50 | 0 | 0.0100 | 2 | 423 | 58.1% | -0.00 | 0.0032 | -0.002 | |
| 4.85 | 7.40 | 2 | 13 | 0.99 | 0.0056 | -0.003 | 51 | 0 | 0.6700 | 10 | 146 | 109.1% | -0.01 | 0.0056 | -0.003 | |
| 3.05 | 7.05 | 2 | 30 | 0.99 | 0.0105 | -0.005 | 52 | 0 | 0.0100 | 357 | 1,541 | 42.6% | -0.01 | 0.0105 | -0.006 | |
| 2.16 | 4.90 | 3 | 552 | 0.98 | 0.0208 | -0.009 | 53 | 0 | 0.1000 | 105 | 433 | 49.9% | -0.02 | 0.0208 | -0.010 | |
| 1.12 | 3.65 | 3 | 672 | 0.96 | 0.0444 | -0.019 | 54 | 0 | 0.1700 | 80 | 563 | 44.8% | -0.04 | 0.0445 | -0.019 | |
| 1.87 | 2.69 | 48 | 539 | 38.7% | 0.91 | 0.0996 | -0.041 | 55 | 0.0500 | 0.1000 | 102 | 529 | 33.4% | -0.09 | 0.0999 | -0.041 |
| 1.21 | 1.57 | 92 | 1,103 | 32.7% | 0.77 | 0.1913 | -0.082 | 56 | 0.2000 | 0.2600 | 381 | 399 | 31.5% | -0.23 | 0.1924 | -0.083 |
| 0.6100 | 0.7500 | 1,753 | 736 | 29.3% | 0.54 | 0.2502 | -0.114 | 57 | 0.5000 | 0.6800 | 1,386 | 123 | 31.7% | -0.46 | 0.2523 | -0.115 |
| 0.2700 | 0.3300 | 4,137 | 7,581 | 30.3% | 0.31 | 0.2156 | -0.100 | 58 | 0.8500 | 1.68 | 58 | 155 | 36.1% | -0.70 | 0.2175 | -0.101 |
| 0.1000 | 0.1300 | 417 | 3,370 | 31.9% | 0.15 | 0.1341 | -0.063 | 59 | 0.7300 | 3.55 | 4 | 43.7% | -0.86 | 0.1349 | -0.063 | |
| 0.0500 | 0.0600 | 3,590 | 7,156 | 35.7% | 0.07 | 0.0737 | -0.038 | 60 | 2.05 | 3.65 | 2 | 49 | -0.93 | 0.0743 | -0.038 | |
| 0.0300 | 0.0400 | 74 | 1,513 | 41.0% | 0.04 | 0.0430 | -0.026 | 61 | 2.01 | 5.95 | 27 | 52.6% | -0.96 | 0.0438 | -0.025 | |
| 0.0200 | 0.0300 | 66 | 779 | 46.4% | 0.03 | 0.0266 | -0.019 | 62 | 3.00 | 6.75 | 1 | -0.98 | 0.0273 | -0.018 | ||
| 0.0100 | 0.0300 | 44 | 439 | 52.0% | 0.02 | 0.0166 | -0.013 | 63 | 3.95 | 7.75 | 3 | -0.99 | 0.0167 | -0.012 | ||
| 0.0100 | 0.0200 | 545 | 56.7% | 0.01 | 0.0102 | -0.008 | 64 | 5.10 | 8.75 | 2 | 68.9% | -0.99 | 0.0095 | -0.009 | ||
| 0 | 0.0100 | 12 | 1,106 | 55.4% | 0.01 | 0.0061 | -0.005 | 65 | 6.60 | 9.30 | 2 | 2 | 82.4% | -1.00 | 0.0049 | -0.006 |
| 0 | 0.0700 | 1 | 911 | 61.2% | 0.00 | 0.0037 | -0.003 | 66 | 8.05 | 10.20 | 116.4% | -1.00 | 0.0022 | -0.006 | ||
| 0 | 0.0100 | 69 | 66.8% | 0.00 | 0.0023 | -0.002 | 67 | 9.10 | 11.15 | 125.2% | -1.00 | 0.0009 | -0.005 | |||
| 0 | 1.15 | 55 | 165.6% | 0.00 | 0.0015 | -0.001 | 68 | 8.95 | 12.95 | 104.9% | -1.00 | 0.0004 | -0.005 | |||
| 0 | 1.15 | 4 | 174.9% | 0.00 | 0.0010 | -0.001 | 69 | 10.10 | 13.95 | 127.3% | -1.00 | 0.0002 | -0.005 | |||
| 0 | 1.15 | 81 | 183.9% | 0.00 | 0.0006 | -0.001 | 70 | 10.95 | 14.75 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1100 | 118.4% | 0.00 | 0.0004 | -0.000 | 71 | 12.00 | 15.90 | 125.6% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0300 | 127 | 104.8% | 0.00 | 0.0003 | -0.000 | 72 | 13.30 | 16.95 | 165.5% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0700 | 5 | 98.0% | 0.00 | 0.0002 | -0.000 | 73 | 13.95 | 17.75 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.9900 | 7 | 209.4% | 0.00 | 0.0001 | -0.000 | 74 | 15.25 | 18.95 | 176.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0300 | 38 | 120.7% | 0.00 | 0.0001 | -0.000 | 75 | 16.25 | 19.95 | 183.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0200 | 8 | 139.2% | 0.00 | 0.0000 | 0.000 | 80 | 21.25 | 24.90 | 211.6% | -1.00 | 0.0000 | -0.005 | |||
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