PYPL volatilità 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.29.7%
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%
Spread IV − HV20
-26.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
42
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:37 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 39.7% | -7.7pt | ±2.5% |
| Sep 11, 2026 | 9 | 45.7% | -0.5pt | ±5.8% |
| Sep 18, 2026 | 16 | 36.0% | -1.8pt | ±6.1% |
| Sep 25, 2026 | 23 | 37.2% | -13.5pt | ±7.5% |
| Oct 02, 2026 | 30 | 29.7% | -10.0pt | ±6.8% |
| Oct 09, 2026 | 37 | 28.7% | +5.7pt | ±7.6% |
| Oct 16, 2026 | 44 | 29.7% | +1.8pt | ±8.4% |
| Nov 20, 2026 | 79 | 38.8% | +4.8pt | ±14.4% |
| Dec 18, 2026 | 107 | 36.5% | +0.0pt | ±15.6% |
| Jan 15, 2027 | 135 | 33.8% | +1.8pt | ±16.3% |
| Mar 19, 2027 | 198 | 35.1% | +0.4pt | ±20.4% |
| Apr 16, 2027 | 226 | 37.1% | +2.6pt | ±23.0% |
| Jun 17, 2027 | 288 | 34.7% | +2.6pt | ±24.3% |
| Sep 17, 2027 | 380 | 36.9% | +0.2pt | ±29.5% |
| Dec 17, 2027 | 471 | 35.7% | +3.9pt | ±31.6% |
| Jan 21, 2028 | 506 | 37.4% | +5.6pt | ±34.2% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20