PYPL Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete PYPL options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around PYPL.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. Options Chian
On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 100%
Current DPI is 0.187(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)
Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.30), pin strength 0.90.
Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 1.72% 1-day move.
The expected range for the next 1 days is 52.55 — 56.03 , corresponding to +5.59% / -0.96% .
Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.
Bullish flow suggests upside interest toward 57.88 (9.09% above spot).
Bearish positioning points to downside pressure toward 52.53 (0.99% below spot).
Options flow strength: 0.72 (0–1 scale). ATM Strike: 53.00, Call: 0.55, Put: 0.36, Straddle Cost: 0.92.
Price moves may extend once a direction forms. The short-term gamma flip is near 53.84 , with intermediate positioning around 53.80 . The mid-term gamma flip remains near 53.76.