PYPL volatilidad PayPal Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.29.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.56.0%
HV6051.1%
Diferencial IV − HV20
-26.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 06:38 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 39.7% | -7.7pt | ±2.5% |
| Sep 11, 2026 | 8 | 45.7% | -0.5pt | ±5.8% |
| Sep 18, 2026 | 15 | 36.0% | -1.8pt | ±6.1% |
| Sep 25, 2026 | 22 | 37.2% | -13.5pt | ±7.5% |
| Oct 02, 2026 | 29 | 29.7% | -10.0pt | ±6.8% |
| Oct 09, 2026 | 36 | 28.7% | +5.7pt | ±7.6% |
| Oct 16, 2026 | 43 | 29.7% | +1.8pt | ±8.4% |
| Nov 20, 2026 | 78 | 38.8% | +4.8pt | ±14.4% |
| Dec 18, 2026 | 106 | 36.5% | +0.0pt | ±15.6% |
| Jan 15, 2027 | 134 | 33.8% | +1.8pt | ±16.3% |
| Mar 19, 2027 | 197 | 35.1% | +0.4pt | ±20.4% |
| Apr 16, 2027 | 225 | 37.1% | +2.6pt | ±23.0% |
| Jun 17, 2027 | 287 | 34.7% | +2.6pt | ±24.3% |
| Sep 17, 2027 | 379 | 36.9% | +0.2pt | ±29.5% |
| Dec 17, 2027 | 470 | 35.7% | +3.9pt | ±31.6% |
| Jan 21, 2028 | 505 | 37.4% | +5.6pt | ±34.2% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20