ONON option chain On Holding AG
Cboe delayed options data · as of 22:00 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 ±24.4% (26.76–44.06) · ATM IV 43.9% · P/C open interest 2.37
| 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 | |
| 14.15 | 18.15 | 11 | 51.8% | 0.97 | 0.0061 | -0.001 | 20 | 0.1100 | 0.7300 | 147 | 61.4% | -0.04 | 0.0062 | -0.003 | ||
| 12.10 | 15.75 | 8 | 51.1% | 0.94 | 0.0099 | -0.002 | 22.5 | 0.2700 | 0.6500 | 172 | 52.4% | -0.06 | 0.0100 | -0.004 | ||
| 10.00 | 13.70 | 29 | 50.7% | 0.90 | 0.0149 | -0.004 | 25 | 0.5200 | 0.7700 | 227 | 47.6% | -0.10 | 0.0152 | -0.006 | ||
| 9.50 | 10.35 | 1 | 56 | 50.0% | 0.84 | 0.0205 | -0.007 | 27.5 | 0.9300 | 1.36 | 1,032 | 47.2% | -0.16 | 0.0210 | -0.008 | |
| 6.90 | 9.15 | 1 | 78 | 47.1% | 0.78 | 0.0261 | -0.009 | 30 | 1.39 | 2.19 | 2 | 30 | 46.1% | -0.23 | 0.0269 | -0.010 |
| 6.15 | 6.75 | 1 | 166 | 46.2% | 0.70 | 0.0309 | -0.010 | 32.5 | 2.22 | 2.94 | 42 | 44.3% | -0.31 | 0.0321 | -0.011 | |
| 4.00 | 6.15 | 34 | 45.3% | 0.61 | 0.0342 | -0.011 | 35 | 3.15 | 4.00 | 15 | 42.4% | -0.40 | 0.0359 | -0.012 | ||
| 3.45 | 4.80 | 37 | 46.6% | 0.53 | 0.0358 | -0.012 | 37.5 | 4.95 | 5.50 | 45.0% | -0.49 | 0.0380 | -0.013 | |||
| 2.53 | 3.70 | 1 | 69 | 45.2% | 0.44 | 0.0355 | -0.012 | 40 | 6.00 | 7.70 | 4 | 45.1% | -0.58 | 0.0384 | -0.012 | |
| 1.98 | 2.59 | 25 | 76 | 43.9% | 0.37 | 0.0338 | -0.011 | 42.5 | 7.65 | 9.70 | 45.3% | -0.66 | 0.0373 | -0.012 | ||
| 1.20 | 2.20 | 105 | 43.5% | 0.30 | 0.0312 | -0.011 | 45 | 9.55 | 11.70 | 45.2% | -0.73 | 0.0354 | -0.011 | |||
| 0.9300 | 1.87 | 48 | 45.1% | 0.25 | 0.0281 | -0.010 | 47.5 | 11.15 | 13.90 | 42.0% | -0.80 | 0.0330 | -0.010 | |||
| 0.5200 | 1.35 | 25 | 43.2% | 0.20 | 0.0249 | -0.009 | 50 | 13.75 | 16.05 | 44.4% | -0.85 | 0.0304 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs