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PYPL options: IV rank, expected move and trade screens

PayPal Holdings, Inc. · Financials

In the app, stock prices are live and options data is refreshed intraday.

PYPL last closed at $59.28 with 30-day implied volatility of 29.2%. That is near the bottom of its one-year range (IV rank 24), so options on PYPL are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 8% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $4.86, or 8.2%.

The price is above both its 50-day (+6.6%) and 200-day (+18.2%) moving averages. It is 9.3% below its 52-week high and 51.7% above its 52-week low. The 14-day RSI of 57.7 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.54, about 2.6% of the price, a measure of a typical day's range.

Option volume at the close (21.6K contracts) was 0.7x its average, quieter than usual. A beta of 0.89 means PYPL has tended to move about 0.9 times as much as the broad market. 2 of our preset screens found trades on PYPL at the close, led by Long Call Butterflies for Pinning with 7 trades.

PYPL stats at the close

Price
$59.28
Market cap $49.2B
Implied volatility
29.2%
30-day, at the money
IV rank
24
IV sits 24% of the way from its one-year low to its one-year high.
IV percentile
8
IV is higher than 8% of the past year's readings.
ATR (14-day)
$1.54
2.6% of the price on a typical day
RSI (14-day)
57.7
Between 30 and 70, neutral
52-week range
-9.3% from high
+51.7% from the 52-week low
Moving averages
+6.6% vs 50-day
+18.2% vs the 200-day
Beta
0.89
Sensitivity to the broad market
Option volume
0.7x avg
21.6K contracts vs 33.2K average

PYPL expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days28.7%±$2.36 (4.0%)$56.92 to $61.64$1.90
Dec 11, 202628 days29.6%±$4.86 (8.2%)$54.42 to $64.14$3.88
Jan 15, 202763 days31.2%±$7.69 (13.0%)$51.59 to $66.97$6.15

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for PYPL from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

PYPL options FAQ

What is PYPL's IV rank?
At the last close, PYPL's IV rank was 24 with 30-day implied volatility of 29.2%. IV sits 24% of the way from its one-year low to its one-year high. Its IV percentile was 8: IV is higher than 8% of the past year's readings.
What is the expected move for PYPL?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $4.86 (8.2%), a range of $54.42 to $64.14. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on PYPL?
At the last close, these OptionClaws preset screens had passing trades on PYPL: Long Call Butterflies for Pinning (7), Married Put Protection (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is PYPL option volume above average?
At the last close, PYPL option volume was 0.7x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.