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PayPay Corporation American Depository Shares PAYP

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Market datapartial · fetched 2026-11-06T20:57:13.416Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T20:57:03.104180596Z

FundamentalsAlpha Vantage · unavailable

Share price$14.90
1D+2.3%
$14.36$14.50$14.65$14.79$14.935:30 AM6:30 AM9:00 AM1:00 PMPAYP
Sold putSold call

PayPay Corporation American Depository Shares options

Live interpolated PAYP call and put midpoint premiums by absolute delta.PayPay Corporation American Depository Shares$0.13$2.97$5.81$8.65$11.49$12.57$13.74$14.92$16.09$17.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PAYP spot · $14.90PAYP PRICE$0.44$0.52$0.60$0.68$0.76$1.87$1.92$1.96$2.05$2.31$2.58$2.84$3.10$3.96$6.28$10.67
Puts——
Calls——
Skew——
Implied moveBearish±$3.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ16.7885.5%15.5%12.88259.0%26.1%
35Δ16.3681.8%13.3%13.64226.9%21.4%
40Δ15.9478.1%11.0%14.39194.8%16.6%
45Δ15.5274.3%8.7%15.10167.5%12.4%
50Δ15.1070.6%6.4%15.61160.3%10.7%
55Δ16.13153.1%9.0%
60Δ16.64145.9%7.3%
65Δ17.16138.6%5.7%
70Δ18.19146.5%4.5%
75Δ20.53187.9%4.4%
80Δ24.97243.3%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.78
IV
85.5%
B/E move
15.5%
Puts
Pseudo strike
12.88
IV
259.0%
B/E move
26.1%

35Δ

Calls
Pseudo strike
16.36
IV
81.8%
B/E move
13.3%
Puts
Pseudo strike
13.64
IV
226.9%
B/E move
21.4%

40Δ

Calls
Pseudo strike
15.94
IV
78.1%
B/E move
11.0%
Puts
Pseudo strike
14.39
IV
194.8%
B/E move
16.6%

45Δ

Calls
Pseudo strike
15.52
IV
74.3%
B/E move
8.7%
Puts
Pseudo strike
15.10
IV
167.5%
B/E move
12.4%

50Δ

Calls
Pseudo strike
15.10
IV
70.6%
B/E move
6.4%
Puts
Pseudo strike
15.61
IV
160.3%
B/E move
10.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.13
IV
153.1%
B/E move
9.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.64
IV
145.9%
B/E move
7.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.16
IV
138.6%
B/E move
5.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.19
IV
146.5%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.53
IV
187.9%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.97
IV
243.3%
B/E move
4.0%

Options history

IV · four-Friday blend95.84%
Daily EOD
PAYP73.9%85.7%97.5%2026-10-19: 80.73%2026-10-20: 75.49%2026-10-21: 86.40%2026-10-22: 85.16%2026-10-23: 83.41%2026-10-26: 76.61%2026-10-27: 91.17%2026-10-28: 89.23%2026-10-29: 83.99%2026-10-30: 95.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.73%
75.49%
86.40%
85.16%
83.41%
76.61%
91.17%
89.23%
83.99%
95.84%