ONON option chain On Holding AG
Cboe delayed options data · as of 00:36 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 ±26.8% (20.34–35.24) · ATM IV 45.9% · P/C open interest 2.19
| 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 | |
| 12.85 | 13.80 | 1 | 48.4% | 0.96 | 0.0072 | 0.000 | 15 | 0.0900 | 0.2700 | 54.2% | -0.04 | 0.0073 | -0.002 | |||
| 10.55 | 11.55 | 18 | 46.9% | 0.94 | 0.0125 | -0.001 | 17.5 | 0.3300 | 0.3800 | 9 | 117 | 50.5% | -0.07 | 0.0127 | -0.003 | |
| 8.80 | 9.30 | 2 | 100 | 48.8% | 0.88 | 0.0202 | -0.003 | 20 | 0.5800 | 0.8000 | 137 | 48.2% | -0.12 | 0.0206 | -0.005 | |
| 6.50 | 7.55 | 3 | 44.8% | 0.81 | 0.0285 | -0.005 | 22.5 | 1.11 | 1.40 | 1 | 2,651 | 47.0% | -0.20 | 0.0293 | -0.007 | |
| 5.45 | 5.75 | 54 | 47.2% | 0.71 | 0.0357 | -0.007 | 25 | 2.00 | 2.20 | 2 | 2,014 | 46.2% | -0.30 | 0.0370 | -0.008 | |
| 4.00 | 4.40 | 58 | 45.8% | 0.61 | 0.0406 | -0.008 | 27.5 | 3.20 | 3.30 | 3 | 1,303 | 46.0% | -0.40 | 0.0426 | -0.009 | |
| 3.10 | 3.25 | 17 | 577 | 46.0% | 0.51 | 0.0425 | -0.009 | 30 | 4.60 | 4.80 | 2 | 3,096 | 46.1% | -0.51 | 0.0453 | -0.009 |
| 2.27 | 2.37 | 39 | 358 | 45.4% | 0.42 | 0.0418 | -0.009 | 32.5 | 6.10 | 6.50 | 3 | 2,386 | 45.0% | -0.61 | 0.0455 | -0.009 |
| 1.65 | 1.76 | 646 | 45.4% | 0.33 | 0.0390 | -0.008 | 35 | 8.00 | 8.35 | 485 | 44.7% | -0.70 | 0.0437 | -0.008 | ||
| 1.18 | 1.28 | 93 | 45.2% | 0.26 | 0.0349 | -0.007 | 37.5 | 10.00 | 10.35 | 940 | 43.3% | -0.78 | 0.0407 | -0.007 | ||
| 0.8200 | 0.9600 | 9 | 2,470 | 45.3% | 0.20 | 0.0302 | -0.006 | 40 | 12.00 | 13.10 | 174 | 46.6% | -0.85 | 0.0372 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs