ONON option chain On Holding AG
Cboe delayed options data · as of 12:36 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 ±37.6% (17.46–38.52) · ATM IV 47.2% · P/C open interest 14.90
| 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 | |
| 13.75 | 14.55 | 1 | 53.0% | 0.94 | 0.0086 | -0.001 | 15 | 0.3000 | 0.8100 | 1 | 1 | 53.0% | -0.07 | 0.0088 | -0.003 | |
| 11.70 | 12.40 | 1 | 49.0% | 0.90 | 0.0127 | -0.002 | 17.5 | 0.7100 | 1.22 | 2 | 185 | 51.2% | -0.11 | 0.0132 | -0.004 | |
| 9.75 | 10.75 | 1 | 48.4% | 0.85 | 0.0172 | -0.003 | 20 | 1.44 | 1.63 | 412 | 49.7% | -0.16 | 0.0179 | -0.004 | ||
| 8.20 | 8.90 | 2 | 46.7% | 0.79 | 0.0214 | -0.004 | 22.5 | 2.21 | 2.62 | 1,966 | 49.8% | -0.23 | 0.0226 | -0.005 | ||
| 7.05 | 7.45 | 3 | 47.6% | 0.72 | 0.0251 | -0.005 | 25 | 3.15 | 3.45 | 4,085 | 47.8% | -0.30 | 0.0268 | -0.006 | ||
| 5.80 | 6.25 | 18 | 47.1% | 0.65 | 0.0279 | -0.006 | 27.5 | 4.35 | 4.65 | 3 | 4 | 47.3% | -0.37 | 0.0302 | -0.007 | |
| 4.50 | 5.80 | 11 | 289 | 48.2% | 0.58 | 0.0296 | -0.006 | 30 | 5.75 | 6.00 | 28 | 46.6% | -0.45 | 0.0328 | -0.007 | |
| 3.85 | 4.30 | 37 | 46.2% | 0.51 | 0.0304 | -0.006 | 32.5 | 7.25 | 7.65 | 22 | 46.2% | -0.53 | 0.0344 | -0.007 | ||
| 3.10 | 4.45 | 56 | 49.7% | 0.45 | 0.0303 | -0.006 | 35 | 7.10 | 11.35 | 46.1% | -0.60 | 0.0353 | -0.007 | |||
| 2.13 | 3.80 | 47.8% | 0.39 | 0.0295 | -0.006 | 37.5 | 10.85 | 12.30 | 50.4% | -0.67 | 0.0356 | -0.007 | ||||
| 1.64 | 2.68 | 7 | 44.8% | 0.33 | 0.0281 | -0.006 | 40 | 12.85 | 13.35 | 1 | 45.2% | -0.74 | 0.0354 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs