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Paychex, Inc. Common Stock PAYX

i

Market datapartial · fetched 2026-11-03T23:44:28.619Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T23:06:39.807709401Z

FundamentalsAlpha Vantage · unavailable

Share price$114.11
1D+0.4%
AH$112$113$114$115$1175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAYX
Sold putSold callAH

Paychex, Inc. Common Stock options

Live interpolated PAYX call and put midpoint premiums by absolute delta.Paychex, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPAYX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend34.05%
Daily close
PAYX27.1%32.2%37.2%2026-08-05: 32.87%2026-08-06: 33.10%2026-08-07: 33.41%2026-08-10: 32.82%2026-08-11: 32.67%2026-08-12: 31.17%2026-08-13: 32.40%2026-08-14: 30.22%2026-08-17: 32.66%2026-08-18: 32.16%2026-08-21: 30.71%2026-08-24: 30.24%2026-08-25: 31.70%2026-08-26: 31.81%2026-08-27: 31.67%2026-08-28: 31.13%2026-08-31: 32.20%2026-09-01: 30.83%2026-09-02: 30.75%2026-09-03: 30.42%2026-09-04: 30.62%2026-09-08: 32.33%2026-09-09: 33.15%2026-09-10: 32.10%2026-09-11: 31.64%2026-09-14: 32.58%2026-09-15: 36.54%2026-09-16: 36.38%2026-09-18: 32.12%2026-09-21: 32.64%2026-09-22: 32.69%2026-09-23: 29.62%2026-09-24: 29.35%2026-09-25: 28.60%2026-09-28: 28.25%2026-09-29: 29.57%2026-09-30: 29.24%2026-10-01: 29.59%2026-10-02: 28.49%2026-10-05: 28.39%2026-10-06: 28.04%2026-10-08: 29.07%2026-10-09: 27.79%2026-10-12: 27.97%2026-10-16: 29.30%2026-10-19: 29.25%2026-10-20: 29.76%2026-10-21: 28.75%2026-10-22: 30.38%2026-10-23: 29.89%2026-10-26: 29.72%2026-10-27: 31.79%2026-10-28: 31.18%2026-10-29: 31.77%2026-10-30: 34.05%Aug 5Sep 16Oct 30
55 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
32.87%
33.10%
33.41%
32.82%
32.67%
31.17%
32.40%
30.22%
32.66%
32.16%
30.71%
30.24%
31.70%
31.81%
31.67%
31.13%
32.20%
30.83%
30.75%
30.42%
30.62%
32.33%
33.15%
32.10%
31.64%
32.58%
36.54%
36.38%
32.12%
32.64%
32.69%
29.62%
29.35%
28.60%
28.25%
29.57%
29.24%
29.59%
28.49%
28.39%
28.04%
29.07%
27.79%
27.97%
29.30%
29.25%
29.76%
28.75%
30.38%
29.89%
29.72%
31.79%
31.18%
31.77%
34.05%