PYPL Volatilität PayPal Holdings, Inc.
Cboe delayed options data · Stand 18:42 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 30.7% | -0.1pt | ±2.3% |
| Oct 30, 2026 | 10 | 61.3% | +0.5pt | ±8.1% |
| Nov 06, 2026 | 17 | 51.4% | +0.8pt | ±8.9% |
| Nov 13, 2026 | 24 | 47.1% | +2.5pt | ±9.7% |
| Nov 20, 2026 | 31 | 42.1% | +1.3pt | ±9.9% |
| Nov 27, 2026 | 38 | 42.0% | +4.7pt | ±10.8% |
| Dec 18, 2026 | 59 | 37.7% | +2.3pt | ±12.2% |
| Jan 15, 2027 | 87 | 34.8% | +1.6pt | ±13.6% |
| Mar 19, 2027 | 150 | 33.9% | +2.7pt | ±17.3% |
| Apr 16, 2027 | 178 | 32.7% | +3.6pt | ±18.2% |
| Jun 17, 2027 | 240 | 33.1% | +3.2pt | ±21.2% |
| Sep 17, 2027 | 332 | 32.9% | +4.7pt | ±24.7% |
| Dec 17, 2027 | 423 | 30.7% | +5.9pt | ±26.0% |
| Jan 21, 2028 | 458 | 30.4% | +4.3pt | ±26.8% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.