PAYX · Paychex Inc

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$116.61 +0.28 (+0.24%)

Market Cap

$41.38B

355.68M

Options Chain

15-min delayed Underlying $116.61 · today Options Calculator

Positioning

Aug 21, 2026 · 21 days to expiry · 38 contracts

Put / call OI

0.63

Call-heavy positioning

Open interest

8,355

contracts outstanding

Volume

1,725

traded today

Max pain

$110.00

$6.61 below spot

ATM implied vol

32.7%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 21d Sep 18 49d Dec 18 140d Jan 15 168d Mar 19 231d Jun 17 321d Jan 21 539d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	135.6%	0.995	—		—	-0.02	172.4%	—	0
Call · $55 In the money Last — Breakeven — Implied vol 135.6% Delta 0.995 ≈100% ITM Gamma 0.001 Theta -0.008 Vega 0.003 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol 172.4% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.057 Vega 0.019 Open interest 0 Model this put
0	—	130%	0.991	—		$0.05	-0.023	153.9%	2	1
Call · $60 In the money Last — Breakeven — Implied vol 130% Delta 0.991 ≈99% ITM Gamma 0.001 Theta -0.017 Vega 0.008 Open interest 0 Model this call Put · $60 Last $0.05 Breakeven $59.95 Implied vol 153.9% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.055 Vega 0.02 Open interest 1 Model this put
0	—	107.4%	0.994	—		—	-0.025	137%	—	0
Call · $65 In the money Last — Breakeven — Implied vol 107.4% Delta 0.994 ≈99% ITM Gamma 0.001 Theta -0.008 Vega 0.004 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 137% Delta -0.025 ≈3% ITM Gamma 0.002 Theta -0.054 Vega 0.021 Open interest 0 Model this put
0	—	101.7%	0.989	—		—	-0.018	108.8%	—	0
Call · $70 In the money Last — Breakeven — Implied vol 101.7% Delta 0.989 ≈99% ITM Gamma 0.001 Theta -0.016 Vega 0.009 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol 108.8% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.032 Vega 0.011 Open interest 0 Model this put
0	—	104.2%	0.972	—		$0.05	-0.011	85.3%	1	6
Call · $75 In the money Last — Breakeven — Implied vol 104.2% Delta 0.972 ≈97% ITM Gamma 0.002 Theta -0.039 Vega 0.022 Open interest 0 Model this call Put · $75 Last $0.05 Breakeven $74.95 Implied vol 85.3% Delta -0.011 ≈1% ITM Gamma 0.001 Theta -0.017 Vega 0.012 Open interest 6 Model this put
2	2	77.2%	0.985	$36.20		$0.05	-0.027	87%	2	190
Call · $80 In the money Last $36.20 Breakeven $116.20 Implied vol 77.2% Delta 0.985 ≈99% ITM Gamma 0.002 Theta -0.015 Vega 0.01 Open interest 2 Model this call Put · $80 Last $0.05 Breakeven $79.95 Implied vol 87% Delta -0.027 ≈3% ITM Gamma 0.003 Theta -0.036 Vega 0.024 Open interest 190 Model this put
0	1k	70.5%	0.978	$31.41		$0.05	-0.017	65%	13	41
Call · $85 In the money Last $31.41 Breakeven $116.41 Implied vol 70.5% Delta 0.978 ≈98% ITM Gamma 0.003 Theta -0.021 Vega 0.011 Open interest 0 Model this call Put · $85 Last $0.05 Breakeven $84.95 Implied vol 65% Delta -0.017 ≈2% ITM Gamma 0.002 Theta -0.019 Vega 0.012 Open interest 41 Model this put
0	135	59.4%	0.974	$26.00		$0.20	-0.021	54.8%	1	773
Call · $90 In the money Last $26.00 Breakeven $116.00 Implied vol 59.4% Delta 0.974 ≈97% ITM Gamma 0.004 Theta -0.021 Vega 0.022 Open interest 0 Model this call Put · $90 Last $0.20 Breakeven $89.80 Implied vol 54.8% Delta -0.021 ≈2% ITM Gamma 0.003 Theta -0.018 Vega 0.013 Open interest 773 Model this put
0	81	48.3%	0.969	$21.20		$0.23	-0.106	73.9%	3	140
Call · $95 In the money Last $21.20 Breakeven $116.20 Implied vol 48.3% Delta 0.969 ≈97% ITM Gamma 0.006 Theta -0.019 Vega 0.024 Open interest 0 Model this call Put · $95 Last $0.23 Breakeven $94.77 Implied vol 73.9% Delta -0.106 ≈11% ITM Gamma 0.009 Theta -0.091 Vega 0.045 Open interest 140 Model this put
3	2	41.6%	0.946	$24.00		$0.25	-0.047	39.1%	31	240
Call · $100 In the money Last $24.00 Breakeven $124.00 Implied vol 41.6% Delta 0.946 ≈95% ITM Gamma 0.01 Theta -0.027 Vega 0.026 Open interest 3 Model this call Put · $100 Last $0.25 Breakeven $99.75 Implied vol 39.1% Delta -0.047 ≈5% ITM Gamma 0.009 Theta -0.025 Vega 0.027 Open interest 240 Model this put
351	3	37.2%	0.889	$11.75		$0.73	-0.115	37.8%	1	770
Call · $105 In the money Last $11.75 Breakeven $116.75 Implied vol 37.2% Delta 0.889 ≈89% ITM Gamma 0.019 Theta -0.044 Vega 0.047 Open interest 351 Model this call Put · $105 Last $0.73 Breakeven $104.27 Implied vol 37.8% Delta -0.115 ≈11% ITM Gamma 0.018 Theta -0.05 Vega 0.047 Open interest 770 Model this put
591	1	35.7%	0.765	$7.83		$1.69	-0.227	34.3%	1	551
Call · $110 In the money Last $7.83 Breakeven $117.83 Implied vol 35.7% Delta 0.765 ≈76% ITM Gamma 0.031 Theta -0.071 Vega 0.094 Open interest 591 Model this call Put · $110 Last $1.69 Breakeven $108.31 Implied vol 34.3% Delta -0.227 ≈23% ITM Gamma 0.032 Theta -0.07 Vega 0.095 Open interest 551 Model this put
1.4k	31	33.6%	0.581	$4.50		$2.98	-0.415	31.8%	18	222
Call · $115 In the money Last $4.50 Breakeven $119.50 Implied vol 33.6% Delta 0.581 ≈58% ITM Gamma 0.042 Theta -0.085 Vega 0.11 Open interest 1.4k Model this call Put · $115 Last $2.98 Breakeven $112.02 Implied vol 31.8% Delta -0.415 ≈41% ITM Gamma 0.044 Theta -0.084 Vega 0.11 Open interest 222 Model this put
Underlying $116.61
916	1	33%	0.37	$2.10		$7.15	-0.63	32.6%	4	283
Call · $120 Last $2.10 Breakeven $122.10 Implied vol 33% Delta 0.37 ≈37% ITM Gamma 0.042 Theta -0.083 Vega 0.112 Open interest 916 Model this call Put · $120 In the money Last $7.15 Breakeven $112.85 Implied vol 32.6% Delta -0.63 ≈63% ITM Gamma 0.042 Theta -0.085 Vega 0.112 Open interest 283 Model this put
1.3k	363	34.1%	0.209	$1.12		$4.42	-0.756	39.5%	2	11
Call · $125 Last $1.12 Breakeven $126.12 Implied vol 34.1% Delta 0.209 ≈21% ITM Gamma 0.03 Theta -0.065 Vega 0.076 Open interest 1.3k Model this call Put · $125 In the money Last $4.42 Breakeven $120.58 Implied vol 39.5% Delta -0.756 ≈76% ITM Gamma 0.029 Theta -0.085 Vega 0.1 Open interest 11 Model this put
525	9	42%	0.149	$0.50		$11.85	-0.835	44%	1	7
Call · $130 Last $0.50 Breakeven $130.50 Implied vol 42% Delta 0.149 ≈15% ITM Gamma 0.02 Theta -0.065 Vega 0.078 Open interest 525 Model this call Put · $130 In the money Last $11.85 Breakeven $118.15 Implied vol 44% Delta -0.835 ≈84% ITM Gamma 0.02 Theta -0.074 Vega 0.078 Open interest 7 Model this put
24	13	37.5%	0.056	$0.24		—	-0.893	46.5%	—	0
Call · $135 Last $0.24 Breakeven $135.24 Implied vol 37.5% Delta 0.056 ≈6% ITM Gamma 0.011 Theta -0.028 Vega 0.03 Open interest 24 Model this call Put · $135 In the money Last — Breakeven — Implied vol 46.5% Delta -0.893 ≈89% ITM Gamma 0.014 Theta -0.057 Vega 0.053 Open interest 0 Model this put
10	2	57%	0.102	$0.21		$36.39	-0.915	53.1%	1	0
Call · $140 Last $0.21 Breakeven $140.21 Implied vol 57% Delta 0.102 ≈10% ITM Gamma 0.011 Theta -0.067 Vega 0.054 Open interest 10 Model this call Put · $140 In the money Last $36.39 Breakeven $103.61 Implied vol 53.1% Delta -0.915 ≈91% ITM Gamma 0.01 Theta -0.055 Vega 0.054 Open interest 0 Model this put
2	1	48.9%	0.033	$0.11		—	-0.984	41.2%	—	0
Call · $145 Last $0.11 Breakeven $145.11 Implied vol 48.9% Delta 0.033 ≈3% ITM Gamma 0.005 Theta -0.024 Vega 0.016 Open interest 2 Model this call Put · $145 In the money Last — Breakeven — Implied vol 41.2% Delta -0.984 ≈98% ITM Gamma 0.003 Theta -0.01 Vega 0.007 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 723531 CUSIP 704326107 13F (30d) 665 filings 634 filers Visit website Investor relations