ONON cadena de opciones On Holding AG
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±5.5% (26.64–29.73) · ATM IV 34.7% · P/C interés abierto 0.44
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 10.05 | 12.00 | 261 | 178.0% | 0.99 | 0.0032 | -0.003 | 17.5 | 0 | 0.0500 | 14 | 112.1% | -0.01 | 0.0032 | -0.003 | ||
| 7.55 | 9.55 | 5 | 139.7% | 0.99 | 0.0063 | -0.004 | 20 | 0 | 0.4300 | 15 | 126.0% | -0.01 | 0.0063 | -0.004 | ||
| 6.55 | 8.30 | 108.7% | 0.99 | 0.0087 | -0.004 | 21 | 0 | 0.3700 | 107.5% | -0.01 | 0.0087 | -0.004 | ||||
| 5.55 | 7.35 | 9 | 98.0% | 0.98 | 0.0124 | -0.005 | 22 | 0 | 0.4300 | 1 | 97.8% | -0.02 | 0.0124 | -0.005 | ||
| 5.05 | 6.30 | 13 | 0.98 | 0.0150 | -0.005 | 22.5 | 0 | 0.4400 | 52 | 91.5% | -0.02 | 0.0151 | -0.005 | |||
| 4.60 | 5.80 | 0.98 | 0.0185 | -0.005 | 23 | 0 | 0.6400 | 1 | 94.7% | -0.02 | 0.0186 | -0.006 | ||||
| 3.85 | 4.60 | 0.97 | 0.0294 | -0.007 | 24 | 0 | 0.0300 | 4 | 40.4% | -0.03 | 0.0297 | -0.007 | ||||
| 2.75 | 3.50 | 1,108 | 0.94 | 0.0512 | -0.009 | 25 | 0.0200 | 0.0700 | 2 | 849 | 38.5% | -0.06 | 0.0517 | -0.009 | ||
| 1.94 | 2.42 | 6 | 0.89 | 0.0968 | -0.013 | 26 | 0.0900 | 0.1400 | 2 | 386 | 36.1% | -0.11 | 0.0977 | -0.013 | ||
| 1.26 | 1.61 | 1 | 6 | 29.1% | 0.75 | 0.1626 | -0.022 | 27 | 0.2600 | 0.3200 | 112 | 202 | 34.8% | -0.25 | 0.1643 | -0.022 |
| 1.06 | 1.25 | 2 | 31 | 33.2% | 0.66 | 0.1887 | -0.025 | 27.5 | 0.4300 | 0.4500 | 44 | 3,171 | 34.4% | -0.34 | 0.1908 | -0.026 |
| 0.8500 | 0.9200 | 2 | 218 | 34.5% | 0.56 | 0.2037 | -0.027 | 28 | 0.6400 | 0.6800 | 16 | 1,109 | 35.0% | -0.44 | 0.2063 | -0.028 |
| 0.6300 | 0.6800 | 1 | 97 | 35.0% | 0.46 | 0.2050 | -0.028 | 28.5 | 0.8900 | 0.9500 | 5 | 96 | 35.0% | -0.54 | 0.2080 | -0.028 |
| 0.4300 | 0.4900 | 9 | 75 | 34.9% | 0.36 | 0.1929 | -0.026 | 29 | 1.15 | 1.41 | 1,483 | 37.4% | -0.64 | 0.1964 | -0.027 | |
| 0.3000 | 0.3500 | 3 | 118 | 35.5% | 0.28 | 0.1708 | -0.024 | 29.5 | 1.51 | 1.76 | 2 | 398 | 37.6% | -0.73 | 0.1747 | -0.024 |
| 0.2100 | 0.2300 | 143 | 2,475 | 35.8% | 0.21 | 0.1435 | -0.020 | 30 | 1.90 | 2.25 | 5 | 7,396 | 40.8% | -0.80 | 0.1474 | -0.021 |
| 0.1000 | 0.2000 | 7 | 36.4% | 0.15 | 0.1157 | -0.017 | 30.5 | 2.22 | 3.20 | 54.9% | -0.86 | 0.1190 | -0.017 | |||
| 0.0700 | 0.1200 | 2 | 32 | 36.4% | 0.11 | 0.0905 | -0.013 | 31 | 2.67 | 3.50 | 142 | 53.1% | -0.90 | 0.0926 | -0.014 | |
| 0.0400 | 0.1500 | 38 | 40.9% | 0.08 | 0.0697 | -0.011 | 31.5 | 3.10 | 4.30 | 66.0% | -0.93 | 0.0703 | -0.011 | |||
| 0.0200 | 0.1100 | 4 | 65 | 41.4% | 0.06 | 0.0538 | -0.009 | 32 | 3.70 | 4.10 | 20 | 47.5% | -0.95 | 0.0529 | -0.009 | |
| 0 | 0.0500 | 130 | 5,503 | 37.9% | 0.05 | 0.0422 | -0.008 | 32.5 | 4.20 | 4.65 | 6 | 2,563 | 54.6% | -0.97 | 0.0404 | -0.007 |
| 0.0100 | 0.0800 | 100 | 118 | 45.7% | 0.04 | 0.0341 | -0.007 | 33 | 4.50 | 5.20 | 1 | 47.9% | -0.97 | 0.0317 | -0.006 | |
| 0 | 0.7500 | 1 | 82.8% | 0.03 | 0.0283 | -0.006 | 33.5 | 5.10 | 6.35 | 88.3% | -0.98 | 0.0257 | -0.005 | |||
| 0 | 0.4500 | 75.1% | 0.03 | 0.0240 | -0.006 | 34 | 5.60 | 6.40 | 2 | 74.8% | -0.98 | 0.0213 | -0.005 | |||
| 0 | 0.4400 | 78.7% | 0.02 | 0.0207 | -0.005 | 34.5 | 5.95 | 7.25 | 88.0% | -0.98 | 0.0180 | -0.004 | ||||
| 0 | 0.0500 | 2,595 | 53.7% | 0.02 | 0.0180 | -0.005 | 35 | 6.70 | 7.10 | 763 | 70.9% | -0.99 | 0.0154 | -0.004 | ||
| 0 | 0.4400 | 86.6% | 0.02 | 0.0158 | -0.005 | 35.5 | 6.95 | 8.45 | 104.5% | -0.99 | 0.0134 | -0.004 | ||||
| 0 | 0.6400 | 99.8% | 0.02 | 0.0141 | -0.005 | 36 | 7.45 | 8.75 | 100.3% | -0.99 | 0.0117 | -0.004 | ||||
| 0 | 0.4400 | 97.6% | 0.02 | 0.0112 | -0.004 | 37 | 8.45 | 9.75 | 108.0% | -0.99 | 0.0091 | -0.003 | ||||
| 0 | 0.0300 | 1,646 | 63.3% | 0.01 | 0.0101 | -0.004 | 37.5 | 8.90 | 10.25 | 65 | 109.3% | -0.99 | 0.0080 | -0.003 | ||
| 0 | 0.4400 | 104.6% | 0.01 | 0.0092 | -0.004 | 38 | 9.55 | 10.75 | 120.0% | -0.99 | 0.0072 | -0.003 | ||||
| 0 | 0.4400 | 111.2% | 0.01 | 0.0076 | -0.004 | 39 | 10.55 | 12.25 | 147.5% | -0.99 | 0.0058 | -0.003 | ||||
| 0 | 0.0100 | 7,762 | 66.6% | 0.01 | 0.0064 | -0.003 | 40 | 11.55 | 12.25 | 1 | 102.8% | -1.00 | 0.0046 | -0.002 | ||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.