ONON option chain On Holding AG
Cboe delayed options data · as of 15:42 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 ±6.6% (32.80–37.42) · ATM IV 46.8% · P/C open interest 0.22
| 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 | |
| 15.55 | 18.00 | 0.99 | 0.0021 | -0.007 | 18 | 0 | 0.9500 | 279.0% | -0.01 | 0.0021 | -0.009 | |||||
| 14.60 | 16.95 | 0.99 | 0.0025 | -0.007 | 19 | 0 | 0.7500 | 245.2% | -0.01 | 0.0025 | -0.009 | |||||
| 13.60 | 16.70 | 124.8% | 0.99 | 0.0029 | -0.008 | 20 | 0 | 0.7500 | 228.0% | -0.01 | 0.0029 | -0.009 | ||||
| 12.60 | 15.15 | 0.99 | 0.0035 | -0.008 | 21 | 0 | 0.7500 | 1 | 211.6% | -0.01 | 0.0035 | -0.010 | ||||
| 11.60 | 14.15 | 0.99 | 0.0042 | -0.008 | 22 | 0 | 0.7500 | 7 | 195.8% | -0.01 | 0.0042 | -0.010 | ||||
| 10.60 | 12.95 | 0.99 | 0.0051 | -0.009 | 23 | 0 | 0.7500 | 25 | 180.7% | -0.01 | 0.0051 | -0.010 | ||||
| 10.05 | 12.60 | 1 | 139.0% | 0.98 | 0.0062 | -0.009 | 24 | 0 | 0.7500 | 34 | 166.1% | -0.02 | 0.0062 | -0.011 | ||
| 9.05 | 10.50 | 4 | 0.98 | 0.0077 | -0.010 | 25 | 0 | 0.0300 | 70 | 84.0% | -0.02 | 0.0077 | -0.011 | |||
| 8.05 | 9.50 | 0.98 | 0.0097 | -0.011 | 26 | 0 | 2.13 | 88 | 194.9% | -0.02 | 0.0097 | -0.012 | ||||
| 7.05 | 8.50 | 12 | 0.97 | 0.0124 | -0.012 | 27 | 0 | 0.0600 | 76 | 326 | 73.8% | -0.03 | 0.0124 | -0.013 | ||
| 6.05 | 7.50 | 26 | 0.97 | 0.0163 | -0.013 | 28 | 0 | 2.13 | 87 | 161.9% | -0.03 | 0.0163 | -0.014 | |||
| 5.05 | 6.50 | 72 | 0.96 | 0.0219 | -0.014 | 29 | 0 | 0.1700 | 39 | 68.0% | -0.04 | 0.0220 | -0.015 | |||
| 4.75 | 5.90 | 0.95 | 0.0258 | -0.015 | 29.5 | 0 | 0.7500 | 2 | 92.8% | -0.05 | 0.0259 | -0.016 | ||||
| 4.25 | 5.40 | 210 | 0.95 | 0.0306 | -0.016 | 30 | 0 | 0.7500 | 65 | 86.4% | -0.05 | 0.0308 | -0.017 | |||
| 3.80 | 4.90 | 0.94 | 0.0368 | -0.017 | 30.5 | 0.0200 | 0.6200 | 4 | 76.0% | -0.06 | 0.0370 | -0.018 | ||||
| 3.30 | 4.45 | 216 | 0.92 | 0.0448 | -0.019 | 31 | 0.0600 | 0.6600 | 55 | 72.7% | -0.08 | 0.0450 | -0.019 | |||
| 2.85 | 4.15 | 1 | 0.91 | 0.0551 | -0.021 | 31.5 | 0.0300 | 0.7500 | 12 | 68.4% | -0.09 | 0.0554 | -0.022 | |||
| 2.40 | 3.55 | 280 | 0.88 | 0.0682 | -0.024 | 32 | 0.0400 | 0.2400 | 1,455 | 44.0% | -0.12 | 0.0686 | -0.025 | |||
| 2.00 | 3.20 | 0.85 | 0.0840 | -0.029 | 32.5 | 0.0600 | 0.3200 | 1 | 42.5% | -0.15 | 0.0846 | -0.029 | ||||
| 1.85 | 2.64 | 67 | 28.4% | 0.80 | 0.1011 | -0.034 | 33 | 0.2400 | 0.3600 | 220 | 43.7% | -0.20 | 0.1018 | -0.034 | ||
| 1.49 | 1.82 | 399 | 39.8% | 0.68 | 0.1318 | -0.043 | 34 | 0.4000 | 0.7200 | 223 | 42.8% | -0.32 | 0.1327 | -0.044 | ||
| 0.9700 | 1.20 | 2 | 546 | 40.7% | 0.54 | 0.1488 | -0.048 | 35 | 0.8500 | 1.60 | 98 | 53.0% | -0.46 | 0.1499 | -0.048 | |
| 0.5900 | 0.8900 | 25 | 126 | 44.4% | 0.39 | 0.1459 | -0.046 | 36 | 1.38 | 2.15 | 59 | 52.1% | -0.61 | 0.1471 | -0.046 | |
| 0.3400 | 0.4600 | 271 | 42.6% | 0.26 | 0.1245 | -0.037 | 37 | 2.00 | 3.20 | 23 | 59.4% | -0.75 | 0.1259 | -0.037 | ||
| 0.0800 | 0.4100 | 10.8K | 44.7% | 0.16 | 0.0923 | -0.027 | 38 | 2.85 | 4.05 | 64.5% | -0.85 | 0.0941 | -0.027 | |||
| 0.0800 | 0.7500 | 20 | 64.8% | 0.10 | 0.0633 | -0.020 | 39 | 3.75 | 5.15 | 75.3% | -0.91 | 0.0652 | -0.020 | |||
| 0.0300 | 0.2900 | 102 | 55.6% | 0.07 | 0.0452 | -0.017 | 40 | 4.70 | 5.90 | 76.6% | -0.94 | 0.0468 | -0.017 | |||
| 0.0300 | 0.7300 | 80.6% | 0.06 | 0.0342 | -0.015 | 41 | 5.55 | 7.05 | 85.6% | -0.95 | 0.0358 | -0.015 | ||||
| 0 | 0.7300 | 5 | 87.8% | 0.05 | 0.0267 | -0.014 | 42 | 6.55 | 8.05 | 94.0% | -0.96 | 0.0280 | -0.014 | |||
| 0 | 0.7500 | 96.2% | 0.04 | 0.0211 | -0.013 | 43 | 7.55 | 9.05 | 102.1% | -0.97 | 0.0224 | -0.013 | ||||
| 0 | 0.7500 | 103.6% | 0.03 | 0.0167 | -0.011 | 44 | 8.55 | 10.05 | 109.7% | -0.98 | 0.0178 | -0.011 | ||||
| 0 | 0.7500 | 110.7% | 0.02 | 0.0134 | -0.010 | 45 | 9.55 | 11.85 | 143.3% | -0.98 | 0.0142 | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs