PYPLPayPal Holdings, Inc. Common Stock
Options Analysis Report•SERVICES-BUSINESS SERVICES, NEC
Market Cap $45.7B|NASDAQ
● 2026-04-17$50.81
BULLISH
Analysis: 2026-04-16 EOD data
1Y -15.7%YTD -12.6%7D +12.3%
Options Vol
125,036
30D
Implied Move
±13.9%
IV Rank
55%
PYPL Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 75.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.32x — IV premium over HV
Sector Relative≤50%
Sector percentile 91% — above sector median
Term Structure
<1.1xFront/Back 0.95x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 44.8% — normal range
Spread-Adjusted Value
<80%Effective IV 67.0% (ATM 44.8% + spread 11.1% + bias) — fair
Execution Efficiency
<3.0%Total drag 15.05% (spread 11.10% + slippage 3.95%) — high friction
Vega Efficiency
≥5.0Vega efficiency 11.48 (vega 12.743 / spread 11.10%) — efficient
Sentiment
Bullish or bearish?
6.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -12%, Raw: -11%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -12% (bearish) — Raw: -11%
OI Skew Magnitude
≥15%|OI skew| 41.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +63.7%, OI skew +41.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 25%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +29%, ATM: -24%, OTM: -9% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 13% — very bullish vs sector
Activity
Unusual activity?
5.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.6x avg — elevated
Turnover Rate
≥15%Vol/OI 5.9% — 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 +6.0% (5d) — building
Sector Relative≥60%
Sector activity percentile 65% — active vs sector
Trade Quality
≥30%Large trade volume 31% — institutional presence
Execution Urgency
≥60%Aggressive execution 41% — patient
Flow Conviction
≥30Conviction -12 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.1% — wide
Adequate OI
≥10,000OI 2,103,239 — deep
Active Volume
≥500Volume 125,036/day — active
Reasonable Cost
≤$0.50$0.56 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 91% — much wider than sector
Order Book Depth
≥100 contractsDepth 380.8 contracts (bid:218.3 ask:162.5) — adequate
Execution Quality
<1.0%Avg slippage 3.95% — poor
Timing
Is now a good time?
7.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -5.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 76% — seller opportunity
Event Detection
≥10pts kinkIV kink -6.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 663.71 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 18d (low risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -12% @ 56% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 61 (ITM 20% + inst 31%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.3
bullishIV expensive, bullish flow
Long Puts4.5
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.2
bullishIV rich premium, bullish flow
Covered Call5.4
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.