ONON option chain On Holding AG
Cboe delayed options data · as of 18:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±4.2% (26.55–28.86) · ATM IV 34.1% · P/C open interest 0.98
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 11.25 | 12.65 | 1 | 1 | 236.1% | 0.99 | 0.0050 | -0.010 | 16 | 0 | 0.2000 | 207.6% | -0.01 | 0.0050 | -0.015 | ||
| 10.00 | 12.60 | 279.8% | 0.98 | 0.0062 | -0.010 | 17 | 0 | 0.2000 | 187.7% | -0.02 | 0.0062 | -0.015 | ||||
| 9.25 | 11.15 | 239.0% | 0.98 | 0.0077 | -0.011 | 18 | 0 | 0.2000 | 168.8% | -0.02 | 0.0077 | -0.016 | ||||
| 8.25 | 9.95 | 182.5% | 0.98 | 0.0097 | -0.012 | 19 | 0 | 0.2000 | 150.8% | -0.02 | 0.0097 | -0.016 | ||||
| 7.25 | 8.75 | 162.4% | 0.97 | 0.0125 | -0.013 | 20 | 0 | 0.2000 | 133.5% | -0.03 | 0.0125 | -0.017 | ||||
| 6.25 | 7.75 | 143.0% | 0.97 | 0.0164 | -0.014 | 21 | 0 | 0.2500 | 122.7% | -0.03 | 0.0165 | -0.017 | ||||
| 5.25 | 6.75 | 7 | 124.2% | 0.96 | 0.0222 | -0.015 | 22 | 0 | 0.2500 | 106.0% | -0.04 | 0.0223 | -0.018 | |||
| 4.65 | 5.50 | 2 | 42 | 115.4% | 0.95 | 0.0312 | -0.017 | 23 | 0 | 0.2500 | 89.7% | -0.05 | 0.0313 | -0.019 | ||
| 3.50 | 4.50 | 2 | 43 | 99.0% | 0.93 | 0.0460 | -0.018 | 24 | 0 | 0.2500 | 73.7% | -0.07 | 0.0462 | -0.020 | ||
| 2.45 | 4.20 | 8 | 99.2% | 0.91 | 0.0729 | -0.021 | 25 | 0 | 0.2500 | 57.7% | -0.09 | 0.0733 | -0.022 | |||
| 1.80 | 2.44 | 3 | 61.7% | 0.85 | 0.1280 | -0.024 | 26 | 0 | 0.1300 | 554 | 34.2% | -0.15 | 0.1290 | -0.025 | ||
| 1.30 | 1.99 | 2 | 53.1% | 0.80 | 0.1747 | -0.027 | 26.5 | 0.0700 | 0.1600 | 1 | 32.0% | -0.20 | 0.1763 | -0.028 | ||
| 0.8500 | 1.60 | 6 | 47.4% | 0.71 | 0.2303 | -0.031 | 27 | 0.2100 | 0.2900 | 2 | 192 | 33.2% | -0.29 | 0.2326 | -0.032 | |
| 0.6800 | 0.7400 | 7 | 48 | 34.3% | 0.59 | 0.2720 | -0.035 | 27.5 | 0.4000 | 0.4900 | 232 | 34.0% | -0.42 | 0.2750 | -0.035 | |
| 0.4300 | 0.4700 | 40 | 9 | 35.1% | 0.45 | 0.2777 | -0.035 | 28 | 0.6600 | 0.7400 | 1,559 | 34.0% | -0.56 | 0.2807 | -0.035 | |
| 0.2600 | 0.3100 | 55 | 34.5% | 0.32 | 0.2482 | -0.032 | 28.5 | 0.7100 | 1.12 | 3 | 26.8% | -0.69 | 0.2504 | -0.032 | ||
| 0.1400 | 0.3200 | 132 | 34.8% | 0.22 | 0.1990 | -0.026 | 29 | 1.11 | 1.60 | 1,143 | 29.6% | -0.79 | 0.2000 | -0.026 | ||
| 0.0700 | 0.2000 | 51 | 39.3% | 0.14 | 0.1481 | -0.021 | 29.5 | 1.69 | 1.89 | 4 | 87 | 28.6% | -0.86 | 0.1505 | -0.020 | |
| 0.0400 | 0.0700 | 2 | 1,220 | 36.2% | 0.10 | 0.1072 | -0.016 | 30 | 2.12 | 2.36 | 54 | 305 | -0.91 | 0.1145 | -0.015 | |
| 0 | 0.2000 | 45 | 48.6% | 0.07 | 0.0790 | -0.014 | 30.5 | 2.50 | 2.93 | 1 | -0.94 | 0.0888 | -0.013 | |||
| 0 | 0.1600 | 576 | 51.6% | 0.06 | 0.0604 | -0.012 | 31 | 2.99 | 3.45 | 460 | -0.95 | 0.0699 | -0.012 | |||
| 0 | 0.5300 | 111 | 79.5% | 0.05 | 0.0474 | -0.011 | 31.5 | 2.95 | 4.10 | -0.97 | 0.0555 | -0.012 | ||||
| 0 | 0.1000 | 2 | 451 | 56.6% | 0.04 | 0.0378 | -0.010 | 32 | 3.95 | 4.35 | 242 | -0.97 | 0.0432 | -0.011 | ||
| 0 | 0.5900 | 109 | 95.2% | 0.03 | 0.0301 | -0.008 | 32.5 | 3.95 | 5.10 | -0.98 | 0.0338 | -0.011 | ||||
| 0 | 0.0500 | 59 | 58.6% | 0.02 | 0.0240 | -0.007 | 33 | 4.55 | 5.40 | 7 | -0.99 | 0.0243 | -0.012 | |||
| 0 | 0.7500 | 2 | 115.3% | 0.02 | 0.0189 | -0.006 | 33.5 | 4.95 | 6.10 | -0.99 | 0.0168 | -0.012 | ||||
| 0 | 0.7500 | 17 | 121.2% | 0.01 | 0.0149 | -0.005 | 34 | 5.30 | 6.75 | -1.00 | 0.0107 | -0.013 | ||||
| 0 | 0.7600 | 127.5% | 0.01 | 0.0117 | -0.004 | 34.5 | 5.80 | 7.25 | -1.00 | 0.0061 | -0.014 | |||||
| 0 | 0.2000 | 1,664 | 95.4% | 0.01 | 0.0092 | -0.003 | 35 | 6.30 | 7.75 | -1.00 | 0.0036 | -0.014 | ||||
| 0 | 0.7500 | 137.9% | 0.01 | 0.0074 | -0.003 | 35.5 | 6.80 | 8.45 | -1.00 | 0.0019 | -0.015 | |||||
| 0 | 0.3000 | 28 | 113.6% | 0.01 | 0.0061 | -0.002 | 36 | 7.30 | 8.75 | -1.00 | 0.0010 | -0.015 | ||||
| 0 | 0.7500 | 2 | 153.3% | 0.00 | 0.0044 | -0.002 | 37 | 8.30 | 9.75 | -1.00 | 0.0004 | -0.016 | ||||
| 0 | 0.7500 | 10 | 163.0% | 0.00 | 0.0034 | -0.002 | 38 | 9.30 | 10.95 | -1.00 | 0.0001 | -0.016 | ||||
| 0 | 0.7500 | 16 | 172.2% | 0.00 | 0.0026 | -0.001 | 39 | 10.00 | 12.65 | -1.00 | 0.0001 | -0.016 | ||||
| 0 | 0.7500 | 84 | 181.1% | 0.00 | 0.0021 | -0.001 | 40 | 10.95 | 13.40 | 1 | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7500 | 3 | 189.6% | 0.00 | 0.0016 | -0.001 | 41 | 11.95 | 14.50 | -1.00 | 0.0000 | -0.016 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs