PYPLPayPal Holdings, Inc. Common Stock
Options Analysis Report•SERVICES-BUSINESS SERVICES, NEC
Market Cap $39.7B|NASDAQ
● 2026-05-15$45.04
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -37.1%YTD -22.5%7D -0.7%
Options Vol
70,941
30D
Implied Move
±9.3%
IV Rank
20%
PYPL Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 54.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.03x — IV ≤ HV
Sector Relative≤50%
Sector percentile 80% — above sector median
Term Structure
<1.1xFront/Back 0.88x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 36.3% — normal range
Spread-Adjusted Value
<80%Effective IV 59.4% (ATM 36.3% + spread 11.6% + bias) — good value
Execution Efficiency
<3.0%Total drag 17.48% (spread 11.57% + slippage 5.91%) — high friction
Vega Efficiency
≥5.0Vega efficiency 12.39 (vega 14.337 / spread 11.57%) — efficient
Sentiment
Bullish or bearish?
5.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -27%, Raw: -24%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -27% (bearish) — Raw: -24%
OI Skew Magnitude
≥15%|OI skew| 42.3% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +45.8%, OI skew +42.3% — aligned
Conviction Quality
≥2/3 conditions0-DTE 39%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +4%, ATM: -12%, OTM: -27% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 40% — bullish vs sector
Activity
Unusual activity?
4.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 3.5% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +4.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 54% — neutral vs sector
Trade Quality
≥30%Large trade volume 48% — institutional presence
Execution Urgency
≥60%Aggressive execution 46% — patient
Flow Conviction
≥30Conviction -27 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.6% — wide
Adequate OI
≥10,000OI 2,042,367 — deep
Active Volume
≥500Volume 70,941/day — active
Reasonable Cost
≤$0.50$0.58 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 81% — much wider than sector
Order Book Depth
≥100 contractsDepth 331.6 contracts (bid:138.3 ask:193.3) — adequate
Execution Quality
<1.0%Avg slippage 5.91% — poor
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -11.5% — contango
IV Percentile Clarity
<30 or >70IV percentile 55% — neutral
Event Detection
≥10pts kinkIV kink -0.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1069.92 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -27% @ 63% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 78 (ITM 20% + inst 48%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV cheap, mixed flow
Long Puts5.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV too cheap, mixed flow
Covered Call4.8
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.