Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

PayPal Holdings, Inc. (PYPL) 10-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2788
Historical Volatility (Parkinson)	0.2172
Implied Volatility (Calls)	0.2680
Implied Volatility (Puts)	0.2738
Implied Volatility (Mean)	0.2709
Put-Call Implied Volatility Ratio	1.0215
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3519
Put-Call Ratio (Open Interest)	1.1417
Forward Price	64.16
Call Breakeven Price	68.94
Put Breakeven Price	57.15
Option Breakeven Price	62.76