PYPL volatilità PayPal Holdings, Inc.
Cboe delayed options data · aggiornato al 12:42 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 32.8% | +0.8pt | ±2.8% |
| Oct 30, 2026 | 10 | 59.8% | +0.6pt | ±8.3% |
| Nov 06, 2026 | 17 | 51.1% | +5.5pt | ±9.1% |
| Nov 13, 2026 | 24 | 45.6% | +11.1pt | ±9.6% |
| Nov 20, 2026 | 31 | 42.9% | +6.3pt | ±10.2% |
| Nov 27, 2026 | 38 | 41.6% | +9.9pt | ±10.9% |
| Dec 18, 2026 | 59 | 39.6% | +4.8pt | ±13.0% |
| Jan 15, 2027 | 87 | 35.4% | +3.6pt | ±14.0% |
| Mar 19, 2027 | 150 | 33.4% | +2.1pt | ±17.2% |
| Apr 16, 2027 | 178 | 32.0% | +3.9pt | ±17.9% |
| Jun 17, 2027 | 240 | 32.7% | +3.7pt | ±21.2% |
| Sep 17, 2027 | 332 | 35.0% | +6.5pt | ±26.4% |
| Dec 17, 2027 | 423 | 32.8% | +4.7pt | ±27.9% |
| Jan 21, 2028 | 458 | 32.3% | +4.0pt | ±28.6% |
Volatility smile — Nov 20, 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.