ONON option chain On Holding AG
Cboe delayed options data · as of 12:36 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 ±8.8% (25.52–30.46) · ATM IV 38.6% · P/C open interest 0.68
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.05 | 8.55 | 27 | 0.96 | 0.0148 | -0.006 | 20 | 0 | 0.7500 | 97.6% | -0.04 | 0.0149 | -0.007 | ||||
| 6.05 | 8.85 | 99.7% | 0.96 | 0.0193 | -0.007 | 21 | 0 | 0.9500 | 93.3% | -0.05 | 0.0194 | -0.007 | ||||
| 5.10 | 6.60 | 7 | 0.94 | 0.0259 | -0.007 | 22 | 0 | 0.9500 | 82.1% | -0.06 | 0.0260 | -0.008 | ||||
| 3.85 | 5.70 | 0.93 | 0.0359 | -0.008 | 23 | 0 | 0.7500 | 65.5% | -0.07 | 0.0362 | -0.009 | |||||
| 3.40 | 4.60 | 38.8% | 0.90 | 0.0518 | -0.010 | 24 | 0.1000 | 0.2700 | 44.0% | -0.11 | 0.0523 | -0.011 | ||||
| 2.55 | 3.70 | 3 | 38.1% | 0.84 | 0.0748 | -0.013 | 25 | 0.1000 | 0.5000 | 2 | 13 | 41.3% | -0.16 | 0.0755 | -0.013 | |
| 2.11 | 2.59 | 1 | 2 | 38.1% | 0.75 | 0.0991 | -0.017 | 26 | 0.2900 | 0.5600 | 18 | 56 | 36.6% | -0.26 | 0.1003 | -0.017 |
| 1.68 | 1.99 | 13 | 24 | 42.8% | 0.63 | 0.1176 | -0.020 | 27 | 0.7900 | 0.9300 | 4 | 26 | 40.0% | -0.37 | 0.1192 | -0.020 |
| 1.09 | 1.34 | 23 | 25 | 39.7% | 0.51 | 0.1251 | -0.021 | 28 | 1.11 | 1.41 | 11 | 69 | 37.6% | -0.50 | 0.1273 | -0.021 |
| 0.7600 | 0.9100 | 15 | 20 | 40.5% | 0.39 | 0.1200 | -0.020 | 29 | 1.69 | 2.26 | 5 | 53 | 41.2% | -0.62 | 0.1228 | -0.021 |
| 0.4900 | 0.6500 | 13 | 63 | 41.5% | 0.29 | 0.1054 | -0.018 | 30 | 2.23 | 2.81 | 13 | 31 | 34.8% | -0.72 | 0.1087 | -0.018 |
| 0.3300 | 0.3800 | 2 | 3 | 41.3% | 0.20 | 0.0862 | -0.015 | 31 | 3.00 | 4.10 | 38 | 44.3% | -0.81 | 0.0898 | -0.015 | |
| 0.0100 | 0.2800 | 12 | 77 | 37.0% | 0.14 | 0.0666 | -0.012 | 32 | 3.85 | 5.00 | 23 | 45.4% | -0.88 | 0.0704 | -0.012 | |
| 0.0100 | 0.2300 | 145 | 40.8% | 0.09 | 0.0494 | -0.009 | 33 | 4.75 | 5.95 | 1 | 3 | 47.1% | -0.93 | 0.0548 | -0.009 | |
| 0 | 0.1000 | 1 | 51 | 38.7% | 0.06 | 0.0362 | -0.007 | 34 | 5.05 | 7.15 | 2 | -0.96 | 0.0454 | -0.008 | ||
| 0 | 0.7500 | 14 | 68.5% | 0.05 | 0.0271 | -0.006 | 35 | 6.55 | 8.05 | 53.9% | -0.98 | 0.0336 | -0.006 | |||
| 0 | 0.9500 | 79.6% | 0.04 | 0.0211 | -0.005 | 36 | 7.15 | 10.25 | 1 | 84.9% | -0.99 | 0.0214 | -0.006 | |||
| 0 | 0.7500 | 79.5% | 0.03 | 0.0171 | -0.004 | 37 | 8.15 | 11.30 | 92.0% | -0.99 | 0.0142 | -0.004 | ||||
| 0 | 0.7500 | 84.5% | 0.03 | 0.0143 | -0.004 | 38 | 9.15 | 12.30 | 97.5% | -1.00 | 0.0083 | -0.004 | ||||
| 0 | 0.7500 | 89.4% | 0.02 | 0.0122 | -0.004 | 39 | 10.10 | 13.30 | 101.4% | -1.00 | 0.0046 | -0.004 | ||||
| 0 | 0.4500 | 83.2% | 0.02 | 0.0106 | -0.004 | 40 | 11.10 | 14.30 | 106.4% | -1.00 | 0.0026 | -0.004 | ||||
| 0 | 0.5000 | 89.4% | 0.02 | 0.0093 | -0.004 | 41 | 12.40 | 13.60 | -1.00 | 0.0013 | -0.004 | |||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs