PYPL · Expected Move
PayPal Holdings, Inc. Common Stock
The expected move for PYPL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
PYPL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PYPL Expected Move
30-Day Straddle
$5.87
7-Day Straddle
$4.60
30-Day ATM IV
45.0%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to PYPL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PYPL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.87 | $4.60 | 45.0% | 74% |
| 20261021 | $5.63 | $4.58 | 43.7% | 69% |
| 20261020 | $5.44 | $4.50 | 41.9% | 62% |
| 20261019 | $5.50 | $1.60 | 42.9% | 65% |
| 20261016 | $5.71 | $1.85 | 44.1% | 70% |
| 20261015 | $5.41 | $2.00 | 43.2% | 67% |
| 20261014 | $6.11 | $2.23 | 47.6% | 84% |
| 20261013 | $5.62 | $2.47 | 43.9% | 70% |
| 20261012 | $6.11 | $1.62 | 46.1% | 78% |
| 20261009 | $5.21 | $2.02 | 42.9% | 65% |
| 20261008 | $5.60 | $2.09 | 45.2% | 74% |
| 20261007 | $5.24 | $2.21 | 41.9% | 61% |
| 20261006 | $5.73 | $2.69 | 43.1% | 66% |
| 20261005 | $6.01 | $1.59 | 47.2% | 83% |
| 20261002 | $5.74 | $1.86 | 46.5% | 80% |
| 20261001 | $6.04 | $2.28 | 49.5% | 92% |
| 20260930 | $5.62 | $2.42 | 45.7% | 77% |
| 20260929 | $5.62 | $2.65 | 44.8% | 73% |
| 20260928 | $5.81 | $1.98 | 45.0% | 74% |
| 20260925 | $5.06 | $2.90 | 45.1% | 74% |
| 20260924 | $3.94 | $2.58 | 36.4% | 39% |
| 20260923 | $4.08 | $2.22 | 33.4% | 27% |
| 20260922 | $4.30 | $2.47 | 34.7% | 33% |
| 20260921 | $3.87 | $1.39 | 30.5% | 16% |
| 20260918 | $3.28 | $1.62 | 29.1% | 10% |
| 20260917 | $3.68 | $1.91 | 31.0% | 18% |
| 20260916 | $3.78 | $2.14 | 31.3% | 19% |
| 20260915 | $4.23 | $2.27 | 32.0% | 21% |
| 20260914 | $4.37 | $1.58 | 33.5% | 28% |
| 20260911 | $3.95 | $1.88 | 32.8% | 25% |
| 20260910 | $4.37 | $2.12 | 36.0% | 38% |
| 20260909 | $5.19 | $3.85 | 43.0% | 66% |
| 20260908 | $4.76 | $2.90 | 40.1% | 53% |
| 20260904 | $3.79 | $1.94 | 32.5% | 23% |
| 20260903 | $4.95 | $2.39 | 37.6% | 43% |
| 20260902 | $3.75 | $3.17 | 30.2% | 14% |
| 20260901 | $3.71 | $1.92 | 31.8% | 21% |
| 20260831 | $4.23 | $1.66 | 32.5% | 23% |
| 20260828 | $3.87 | $2.06 | 31.0% | 17% |
| 20260827 | $4.16 | $2.73 | 30.2% | 14% |
| 20260826 | $4.14 | $2.90 | 29.5% | 11% |
| 20260825 | $4.24 | $2.85 | 30.1% | 13% |
| 20260824 | $4.60 | $2.14 | 29.8% | 12% |
| 20260821 | $4.38 | $2.90 | 31.9% | 20% |
| 20260820 | $4.88 | $2.93 | 33.5% | 25% |
| 20260819 | $4.15 | $2.30 | 30.8% | 15% |
| 20260818 | $4.16 | $2.48 | 29.0% | 8% |
| 20260817 | $4.28 | $1.81 | 28.8% | 8% |
| 20260814 | $4.36 | $3.42 | 32.7% | 22% |
| 20260813 | $3.72 | $2.05 | 26.6% | 0% |
| 20260812 | $3.76 | $2.02 | 27.3% | 0% |
| 20260811 | $4.15 | $1.99 | 29.8% | 8% |
| 20260810 | $3.92 | $1.35 | 28.8% | 4% |
| 20260807 | — | — | 27.6% | 0% |
| 20260806 | $4.16 | $2.05 | 32.3% | 14% |
| 20260805 | $4.72 | $2.03 | 35.8% | 27% |
| 20260804 | $4.52 | $2.31 | 33.0% | 17% |
| 20260803 | $4.22 | $1.66 | 30.5% | 7% |
| 20260731 | $3.83 | $2.02 | 28.7% | 0% |
| 20260730 | $5.32 | $2.31 | 37.3% | 32% |
More on PYPL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.