ONON option chain On Holding AG
Cboe delayed options data · as of 03:41 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 ±41.5% (20.71–50.11) · ATM IV 47.3% · P/C open interest 0.93
| 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 | |
| 16.55 | 18.85 | 2 | 461 | 51.1% | 0.92 | 0.0074 | -0.001 | 20 | 0.5800 | 1.37 | 680 | 51.0% | -0.08 | 0.0077 | -0.003 | |
| 14.15 | 17.55 | 64 | 50.3% | 0.89 | 0.0097 | -0.002 | 22.5 | 1.35 | 1.89 | 8 | 1,923 | 51.9% | -0.12 | 0.0101 | -0.004 | |
| 12.95 | 15.65 | 436 | 51.4% | 0.85 | 0.0120 | -0.003 | 25 | 1.80 | 2.55 | 20 | 5,264 | 50.0% | -0.16 | 0.0126 | -0.005 | |
| 11.60 | 13.95 | 3 | 254 | 51.1% | 0.81 | 0.0142 | -0.004 | 27.5 | 2.85 | 3.15 | 3,158 | 49.7% | -0.20 | 0.0152 | -0.006 | |
| 10.80 | 11.25 | 2 | 957 | 47.9% | 0.76 | 0.0163 | -0.005 | 30 | 2.54 | 5.95 | 3,441 | 51.5% | -0.25 | 0.0176 | -0.007 | |
| 8.40 | 11.00 | 11 | 317 | 47.4% | 0.71 | 0.0180 | -0.006 | 32.5 | 2.74 | 7.00 | 10.1K | 47.4% | -0.31 | 0.0198 | -0.007 | |
| 7.70 | 8.80 | 241 | 9,868 | 45.2% | 0.66 | 0.0195 | -0.006 | 35 | 5.90 | 7.00 | 2 | 797 | 49.4% | -0.36 | 0.0217 | -0.008 |
| 6.35 | 8.00 | 5,506 | 44.8% | 0.61 | 0.0206 | -0.007 | 37.5 | 6.30 | 8.30 | 822 | 45.6% | -0.42 | 0.0233 | -0.008 | ||
| 4.95 | 7.50 | 5 | 3,923 | 44.5% | 0.56 | 0.0213 | -0.007 | 40 | 8.15 | 9.90 | 10 | 1,590 | 46.7% | -0.47 | 0.0246 | -0.008 |
| 3.55 | 6.10 | 657 | 40.6% | 0.52 | 0.0217 | -0.007 | 42.5 | 9.40 | 11.80 | 340 | 46.1% | -0.53 | 0.0256 | -0.008 | ||
| 4.70 | 5.05 | 7 | 3,433 | 45.3% | 0.47 | 0.0218 | -0.007 | 45 | 11.70 | 13.15 | 2,559 | 46.3% | -0.58 | 0.0263 | -0.008 | |
| 3.80 | 4.70 | 332 | 45.2% | 0.43 | 0.0216 | -0.007 | 47.5 | 12.75 | 15.65 | 129 | 45.6% | -0.64 | 0.0268 | -0.008 | ||
| 3.50 | 4.20 | 6 | 1,774 | 46.0% | 0.39 | 0.0212 | -0.007 | 50 | 14.95 | 17.45 | 316 | 45.7% | -0.69 | 0.0271 | -0.008 | |
| 2.82 | 3.75 | 153 | 45.4% | 0.35 | 0.0205 | -0.007 | 52.5 | 16.30 | 20.50 | 89 | 46.8% | -0.74 | 0.0273 | -0.007 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs