ONON option chain On Holding AG
Cboe delayed options data · as of Sep 03, 21:53 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 ±10.7% (25.30–31.38) · ATM IV 38.2% · P/C open interest 0.77
| 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 | |
| 9.65 | 12.10 | 5 | 0.99 | 0.0057 | 0.000 | 17.5 | 0 | 0.1500 | 61 | 77.4% | -0.02 | 0.0057 | -0.003 | |||
| 7.50 | 8.90 | 8 | 0.98 | 0.0108 | 0.000 | 20 | 0 | 0.0500 | 11 | 49.1% | -0.03 | 0.0109 | -0.004 | |||
| 5.20 | 6.35 | 1 | 17 | 0.95 | 0.0244 | -0.001 | 22.5 | 0 | 0.1400 | 214 | 41.4% | -0.05 | 0.0246 | -0.005 | ||
| 3.65 | 3.95 | 13 | 3,866 | 38.2% | 0.84 | 0.0602 | -0.008 | 25 | 0.2700 | 0.5900 | 6 | 2,698 | 44.2% | -0.16 | 0.0608 | -0.011 |
| 1.76 | 2.15 | 40 | 658 | 36.2% | 0.63 | 0.0973 | -0.015 | 27.5 | 1.02 | 1.15 | 25 | 4,193 | 40.2% | -0.37 | 0.0989 | -0.017 |
| 0.7000 | 1.01 | 103 | 2,556 | 36.9% | 0.38 | 0.0989 | -0.016 | 30 | 2.31 | 2.65 | 35 | 5,544 | 40.6% | -0.63 | 0.1018 | -0.016 |
| 0.3400 | 0.4300 | 185 | 1,907 | 40.1% | 0.19 | 0.0697 | -0.012 | 32.5 | 4.15 | 4.60 | 7,521 | 39.4% | -0.83 | 0.0740 | -0.010 | |
| 0.1300 | 0.3000 | 17 | 8,982 | 45.3% | 0.09 | 0.0398 | -0.008 | 35 | 6.50 | 7.10 | 1,013 | 48.8% | -0.93 | 0.0427 | -0.004 | |
| 0.0700 | 0.3300 | 3 | 616 | 54.9% | 0.05 | 0.0237 | -0.005 | 37.5 | 8.80 | 10.10 | 248 | 68.1% | -0.98 | 0.0305 | -0.003 | |
| 0 | 0.1500 | 3 | 1,525 | 53.1% | 0.04 | 0.0164 | -0.005 | 40 | 11.00 | 12.65 | 71.5% | -0.99 | 0.0180 | -0.006 | ||
| 0 | 0.1000 | 1 | 396 | 56.8% | 0.03 | 0.0123 | -0.005 | 42.5 | 13.65 | 15.45 | 93.5% | -0.99 | 0.0095 | -0.011 | ||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs