ONON option chain On Holding AG
Cboe delayed options data · as of 15:36 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 ±8.3% (25.40–30.00) · ATM IV 41.8% · P/C open interest 6.99
| 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 | |
| 10.75 | 13.90 | 188.9% | 0.97 | 0.0071 | -0.006 | 16 | 0 | 0.7500 | 169.2% | -0.03 | 0.0071 | -0.011 | ||||
| 9.55 | 12.25 | 120.2% | 0.97 | 0.0087 | -0.007 | 17 | 0 | 0.7500 | 154.0% | -0.03 | 0.0087 | -0.011 | ||||
| 8.60 | 11.25 | 111.9% | 0.97 | 0.0107 | -0.007 | 18 | 0 | 0.7500 | 139.5% | -0.03 | 0.0107 | -0.012 | ||||
| 8.30 | 9.80 | 115.4% | 0.96 | 0.0133 | -0.008 | 19 | 0 | 0.7500 | 125.8% | -0.04 | 0.0134 | -0.012 | ||||
| 7.30 | 8.80 | 102.7% | 0.95 | 0.0168 | -0.009 | 20 | 0 | 0.7500 | 112.5% | -0.05 | 0.0169 | -0.012 | ||||
| 6.30 | 7.80 | 90.5% | 0.94 | 0.0217 | -0.010 | 21 | 0 | 0.7500 | 99.8% | -0.06 | 0.0218 | -0.013 | ||||
| 4.65 | 7.95 | 8 | 97.2% | 0.93 | 0.0286 | -0.011 | 22 | 0 | 0.7500 | 87.4% | -0.07 | 0.0288 | -0.013 | |||
| 4.50 | 5.70 | 70.9% | 0.91 | 0.0389 | -0.012 | 23 | 0 | 0.7500 | 75.2% | -0.09 | 0.0391 | -0.014 | ||||
| 3.60 | 4.80 | 65.4% | 0.88 | 0.0544 | -0.014 | 24 | 0 | 0.7500 | 3 | 63.3% | -0.12 | 0.0547 | -0.016 | |||
| 2.70 | 3.90 | 6 | 58.3% | 0.83 | 0.0772 | -0.017 | 25 | 0 | 0.7500 | 185 | 51.3% | -0.17 | 0.0778 | -0.018 | ||
| 2.20 | 2.83 | 12 | 54.6% | 0.75 | 0.1057 | -0.021 | 26 | 0.4000 | 0.4800 | 1 | 20.4K | 42.1% | -0.25 | 0.1066 | -0.022 | |
| 1.41 | 1.63 | 8 | 48 | 39.5% | 0.63 | 0.1303 | -0.024 | 27 | 0.7300 | 0.8200 | 84 | 41.8% | -0.37 | 0.1318 | -0.025 | |
| 1.01 | 1.09 | 7 | 60 | 42.0% | 0.49 | 0.1398 | -0.025 | 28 | 1.20 | 1.30 | 2 | 178 | 41.5% | -0.51 | 0.1418 | -0.026 |
| 0.6400 | 0.7100 | 7 | 279 | 42.2% | 0.36 | 0.1308 | -0.024 | 29 | 1.77 | 1.92 | 5 | 749 | 40.6% | -0.65 | 0.1333 | -0.024 |
| 0.3900 | 0.4400 | 3 | 122 | 42.6% | 0.25 | 0.1097 | -0.021 | 30 | 2.15 | 2.88 | 883 | 36.8% | -0.76 | 0.1127 | -0.020 | |
| 0.1900 | 0.3000 | 1 | 667 | 42.9% | 0.17 | 0.0848 | -0.016 | 31 | 2.75 | 3.70 | 309 | -0.85 | 0.0877 | -0.015 | ||
| 0 | 0.3000 | 104 | 44.1% | 0.11 | 0.0620 | -0.013 | 32 | 3.50 | 4.70 | 198 | -0.90 | 0.0640 | -0.011 | |||
| 0.0400 | 0.2300 | 44 | 49.6% | 0.08 | 0.0449 | -0.010 | 33 | 4.45 | 5.65 | 606 | -0.94 | 0.0495 | -0.008 | |||
| 0 | 0.6200 | 191 | 69.5% | 0.06 | 0.0338 | -0.008 | 34 | 5.25 | 6.75 | 4 | -0.96 | 0.0410 | -0.006 | |||
| 0 | 0.6800 | 660 | 78.2% | 0.05 | 0.0266 | -0.008 | 35 | 5.95 | 9.05 | 35 | 73.9% | -0.97 | 0.0338 | -0.006 | ||
| 0 | 0.6500 | 315 | 83.5% | 0.04 | 0.0216 | -0.007 | 36 | 7.25 | 8.75 | 1 | -0.98 | 0.0263 | -0.006 | |||
| 0.0100 | 0.7500 | 274 | 93.5% | 0.03 | 0.0180 | -0.007 | 37 | 7.95 | 10.30 | -0.98 | 0.0211 | -0.007 | ||||
| 0.0100 | 0.7500 | 34 | 99.4% | 0.03 | 0.0152 | -0.006 | 38 | 9.00 | 11.90 | 87.3% | -0.99 | 0.0172 | -0.007 | |||
| 0.0100 | 0.7500 | 470 | 105.0% | 0.03 | 0.0131 | -0.006 | 39 | 9.95 | 12.65 | 64.4% | -0.99 | 0.0140 | -0.007 | |||
| 0.0100 | 0.3500 | 58 | 92.8% | 0.02 | 0.0114 | -0.006 | 40 | 10.95 | 13.45 | -0.99 | 0.0108 | -0.008 | ||||
| 0 | 0.7500 | 1 | 115.2% | 0.02 | 0.0100 | -0.005 | 41 | 12.00 | 15.20 | 116.3% | -0.99 | 0.0082 | -0.009 | |||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs