ONON option chain On Holding AG
Cboe delayed options data · as of 18:41 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 ±3.9% (34.10–36.85) · ATM IV 45.8% · P/C open interest 2.56
| 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 | |
| 17.00 | 18.20 | 29 | 2 | 340.5% | 1.00 | 0.0001 | 0.000 | 18 | 0 | 2.13 | 588.4% | -0.00 | 0.0001 | -0.000 | ||
| 16.00 | 17.30 | 40 | 339.4% | 1.00 | 0.0001 | 0.000 | 19 | 0 | 2.13 | 550.6% | -0.00 | 0.0001 | -0.000 | |||
| 15.00 | 16.85 | 15 | 395.0% | 1.00 | 0.0001 | 0.000 | 20 | 0 | 1.55 | 465.6% | -0.00 | 0.0001 | -0.000 | |||
| 14.00 | 16.25 | 42 | 407.3% | 1.00 | 0.0001 | 0.000 | 21 | 0 | 2.12 | 479.9% | -0.00 | 0.0001 | -0.000 | |||
| 13.05 | 15.10 | 45 | 6 | 369.3% | 1.00 | 0.0002 | 0.000 | 22 | 0 | 0.9500 | 30 | 350.5% | -0.00 | 0.0002 | -0.000 | |
| 12.00 | 14.20 | 8 | 4 | 346.3% | 1.00 | 0.0003 | 0.000 | 23 | 0 | 0.9500 | 93 | 324.3% | -0.00 | 0.0003 | -0.000 | |
| 11.10 | 11.95 | 5 | 10 | 166.3% | 1.00 | 0.0005 | 0.000 | 24 | 0 | 0.2000 | 40 | 209.8% | -0.00 | 0.0005 | -0.001 | |
| 10.60 | 11.70 | 9 | 216.2% | 1.00 | 0.0006 | 0.000 | 24.5 | 0 | 0.7500 | 268.8% | -0.00 | 0.0006 | -0.001 | |||
| 10.15 | 10.80 | 43 | 7 | 1.00 | 0.0007 | 0.000 | 25 | 0 | 0.2500 | 140 | 199.5% | -0.00 | 0.0007 | -0.001 | ||
| 9.60 | 10.70 | 9 | 196.5% | 1.00 | 0.0009 | 0.000 | 25.5 | 0 | 0.7500 | 245.8% | -0.00 | 0.0009 | -0.001 | |||
| 9.05 | 9.95 | 39 | 10 | 1.00 | 0.0011 | 0.000 | 26 | 0 | 0.7500 | 201 | 234.6% | -0.00 | 0.0011 | -0.001 | ||
| 8.50 | 9.45 | 10 | 1.00 | 0.0014 | -0.000 | 26.5 | 0 | 0.7500 | 223.5% | -0.00 | 0.0014 | -0.001 | ||||
| 8.05 | 8.65 | 3 | 39 | 1.00 | 0.0018 | -0.001 | 27 | 0 | 0.1000 | 76 | 102 | 136.8% | -0.00 | 0.0018 | -0.002 | |
| 7.60 | 8.15 | 4 | 30 | 1.00 | 0.0024 | -0.001 | 27.5 | 0 | 2.00 | 281.2% | -0.00 | 0.0024 | -0.002 | |||
| 7.05 | 7.95 | 7 | 506 | 1.00 | 0.0031 | -0.002 | 28 | 0 | 0.1100 | 58 | 123.2% | -0.00 | 0.0031 | -0.002 | ||
| 6.60 | 7.45 | 11 | 5 | 97.8% | 1.00 | 0.0041 | -0.002 | 28.5 | 0 | 0.9500 | 1 | 194.3% | -0.00 | 0.0041 | -0.003 | |
| 6.15 | 6.75 | 8 | 56 | 0.99 | 0.0055 | -0.003 | 29 | 0 | 2.13 | 150 | 248.5% | -0.01 | 0.0055 | -0.004 | ||
| 5.60 | 6.30 | 7 | 0.99 | 0.0074 | -0.004 | 29.5 | 0 | 2.13 | 2 | 235.5% | -0.01 | 0.0074 | -0.005 | |||
| 5.15 | 5.85 | 11 | 248 | 0.99 | 0.0101 | -0.005 | 30 | 0 | 0.4000 | 424 | 123.8% | -0.01 | 0.0101 | -0.006 | ||
| 4.55 | 5.25 | 1 | 4 | 0.99 | 0.0140 | -0.007 | 30.5 | 0 | 0.9500 | 10 | 150.5% | -0.01 | 0.0140 | -0.008 | ||
| 4.10 | 4.70 | 2 | 154 | 0.98 | 0.0196 | -0.010 | 31 | 0 | 0.7500 | 164 | 128.3% | -0.02 | 0.0196 | -0.010 | ||
| 3.05 | 4.20 | 1 | 7 | 0.97 | 0.0278 | -0.013 | 31.5 | 0.0100 | 0.0500 | 10 | 19 | 62.3% | -0.03 | 0.0278 | -0.014 | |
| 3.15 | 3.65 | 1 | 178 | 0.96 | 0.0398 | -0.018 | 32 | 0 | 0.0800 | 51 | 921 | 58.6% | -0.04 | 0.0398 | -0.019 | |
| 1.96 | 3.45 | 11 | 0.94 | 0.0570 | -0.025 | 32.5 | 0.0300 | 0.0800 | 34 | 520 | 55.0% | -0.06 | 0.0572 | -0.026 | ||
| 1.79 | 3.25 | 79 | 35.0% | 0.91 | 0.0811 | -0.035 | 33 | 0.0500 | 0.1000 | 2 | 88 | 51.1% | -0.09 | 0.0814 | -0.035 | |
| 1.21 | 2.90 | 1 | 38.1% | 0.87 | 0.1127 | -0.047 | 33.5 | 0.0800 | 0.1500 | 7 | 1 | 48.7% | -0.13 | 0.1131 | -0.047 | |
| 1.50 | 1.81 | 14 | 223 | 43.2% | 0.81 | 0.1498 | -0.061 | 34 | 0.1500 | 0.2300 | 14 | 110 | 47.7% | -0.19 | 0.1504 | -0.061 |
| 1.24 | 1.35 | 3 | 12 | 45.5% | 0.73 | 0.1872 | -0.075 | 34.5 | 0.2700 | 0.3500 | 47 | 1,032 | 47.5% | -0.28 | 0.1882 | -0.075 |
| 0.9000 | 1.04 | 29 | 446 | 46.0% | 0.62 | 0.2169 | -0.085 | 35 | 0.4100 | 0.5100 | 45 | 1,788 | 45.9% | -0.38 | 0.2182 | -0.086 |
| 0.6200 | 0.7300 | 29 | 54 | 44.7% | 0.51 | 0.2305 | -0.089 | 35.5 | 0.6400 | 0.7600 | 70 | 1,069 | 46.9% | -0.49 | 0.2320 | -0.090 |
| 0.4000 | 0.5000 | 83 | 278 | 44.1% | 0.40 | 0.2238 | -0.086 | 36 | 0.9200 | 1.04 | 35 | 957 | 46.7% | -0.60 | 0.2254 | -0.086 |
| 0.2500 | 0.3400 | 57 | 27 | 44.6% | 0.29 | 0.1999 | -0.075 | 36.5 | 1.26 | 1.37 | 46.6% | -0.71 | 0.2014 | -0.076 | ||
| 0.1600 | 0.2300 | 110 | 426 | 45.9% | 0.21 | 0.1653 | -0.060 | 37 | 1.53 | 2.01 | 24 | 53.0% | -0.80 | 0.1664 | -0.061 | |
| 0.0900 | 0.1500 | 45 | 46 | 46.3% | 0.14 | 0.1268 | -0.044 | 37.5 | 1.80 | 3.00 | 73.5% | -0.87 | 0.1277 | -0.044 | ||
| 0.0600 | 0.1000 | 52 | 41 | 48.2% | 0.09 | 0.0910 | -0.031 | 38 | 2.15 | 3.90 | 2 | 93.3% | -0.92 | 0.0918 | -0.030 | |
| 0.0300 | 0.0900 | 2 | 9 | 51.3% | 0.06 | 0.0635 | -0.021 | 38.5 | 1.90 | 4.85 | 89.2% | -0.95 | 0.0646 | -0.021 | ||
| 0.0100 | 0.1000 | 101 | 56.4% | 0.04 | 0.0460 | -0.017 | 39 | 3.05 | 3.95 | 2 | -0.97 | 0.0474 | -0.016 | |||
| 0 | 0.0200 | 65 | 51.3% | 0.03 | 0.0291 | -0.013 | 40 | 3.35 | 6.30 | 107.8% | -0.98 | 0.0300 | -0.013 | |||
| 0 | 0.0500 | 2 | 9 | 68.8% | 0.02 | 0.0206 | -0.012 | 41 | 4.70 | 6.55 | 94.1% | -0.98 | 0.0212 | -0.011 | ||
| 0 | 0.0500 | 2 | 7 | 78.3% | 0.02 | 0.0152 | -0.011 | 42 | 5.95 | 8.35 | 170.1% | -0.99 | 0.0154 | -0.010 | ||
| 0 | 2.13 | 221.4% | 0.01 | 0.0113 | -0.009 | 43 | 6.95 | 9.50 | 1 | 191.6% | -0.99 | 0.0112 | -0.009 | |||
| 0 | 2.13 | 236.0% | 0.01 | 0.0084 | -0.007 | 44 | 7.75 | 10.30 | 1 | 184.6% | -0.99 | 0.0080 | -0.007 | |||
| 0 | 1.20 | 204.7% | 0.01 | 0.0061 | -0.006 | 45 | 8.75 | 11.50 | 208.1% | -1.00 | 0.0054 | -0.006 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs