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 ±10.0% (25.20–30.78) · ATM IV 39.2% · P/C open interest 1.01
| 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 | ||||||
| 6.90 | 9.05 | 62.1% | 0.96 | 0.0146 | -0.005 | 20 | 0 | 0.9500 | 94.5% | -0.04 | 0.0146 | -0.006 | ||||
| 6.10 | 7.80 | 50.2% | 0.96 | 0.0192 | -0.005 | 21 | 0 | 0.7500 | 78.2% | -0.04 | 0.0193 | -0.006 | ||||
| 5.15 | 6.65 | 27.2% | 0.94 | 0.0260 | -0.006 | 22 | 0 | 0.1500 | 45.6% | -0.06 | 0.0261 | -0.007 | ||||
| 4.35 | 5.55 | 35.1% | 0.92 | 0.0364 | -0.007 | 23 | 0 | 0.6200 | 3 | 3 | 55.6% | -0.08 | 0.0367 | -0.008 | ||
| 3.50 | 4.70 | 40.3% | 0.89 | 0.0524 | -0.009 | 24 | 0.0100 | 0.3200 | 38.5% | -0.12 | 0.0529 | -0.010 | ||||
| 2.65 | 3.80 | 38.1% | 0.82 | 0.0727 | -0.012 | 25 | 0.1400 | 0.4700 | 4 | 37.6% | -0.18 | 0.0735 | -0.013 | |||
| 2.22 | 2.83 | 1 | 1 | 39.8% | 0.73 | 0.0922 | -0.016 | 26 | 0.5400 | 0.7000 | 9 | 91 | 40.1% | -0.27 | 0.0934 | -0.016 |
| 1.45 | 2.45 | 13 | 13 | 41.6% | 0.63 | 0.1068 | -0.018 | 27 | 0.6400 | 1.08 | 6 | 12 | 36.3% | -0.38 | 0.1085 | -0.018 |
| 0.9300 | 1.87 | 15 | 25 | 40.6% | 0.52 | 0.1134 | -0.019 | 28 | 1.20 | 1.58 | 15 | 37.9% | -0.49 | 0.1156 | -0.019 | |
| 0.8500 | 1.02 | 26 | 20 | 39.1% | 0.41 | 0.1103 | -0.018 | 29 | 1.80 | 2.37 | 1 | 3 | 40.8% | -0.60 | 0.1132 | -0.019 |
| 0.4200 | 1.02 | 10 | 101 | 42.0% | 0.31 | 0.0996 | -0.017 | 30 | 2.46 | 2.93 | 11 | 38.0% | -0.70 | 0.1030 | -0.017 | |
| 0.1900 | 0.5700 | 1 | 38.0% | 0.23 | 0.0845 | -0.015 | 31 | 3.30 | 3.75 | 4 | 39.5% | -0.79 | 0.0885 | -0.015 | ||
| 0.0600 | 0.7000 | 9 | 8 | 44.6% | 0.17 | 0.0684 | -0.012 | 32 | 3.90 | 5.10 | 18 | 45.1% | -0.85 | 0.0724 | -0.012 | |
| 0.0100 | 0.3000 | 39.0% | 0.12 | 0.0534 | -0.010 | 33 | 4.95 | 5.65 | 2 | 2 | 39.8% | -0.90 | 0.0578 | -0.010 | ||
| 0 | 0.4200 | 31 | 47.5% | 0.09 | 0.0410 | -0.008 | 34 | 5.75 | 6.95 | 48.5% | -0.94 | 0.0471 | -0.008 | |||
| 0 | 0.4700 | 2 | 2 | 54.0% | 0.06 | 0.0317 | -0.006 | 35 | 6.70 | 8.20 | 1 | 1 | 59.7% | -0.96 | 0.0405 | -0.008 |
| 0 | 0.7500 | 66.6% | 0.05 | 0.0252 | -0.006 | 36 | 7.05 | 10.20 | 8 | 40 | 73.9% | -0.98 | 0.0318 | -0.009 | ||
| 0 | 0.7500 | 71.4% | 0.04 | 0.0207 | -0.005 | 37 | 7.90 | 10.60 | 52.1% | -0.99 | 0.0221 | -0.006 | ||||
| 0 | 0.7500 | 76.0% | 0.04 | 0.0175 | -0.005 | 38 | 8.95 | 11.50 | -0.99 | 0.0164 | -0.004 | |||||
| 0 | 0.7500 | 80.3% | 0.03 | 0.0151 | -0.004 | 39 | 10.10 | 12.50 | 66.6% | -0.99 | 0.0125 | -0.004 | ||||
| 0 | 0.7500 | 84.5% | 0.03 | 0.0133 | -0.004 | 40 | 11.10 | 14.30 | 96.8% | -1.00 | 0.0086 | -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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs