ONON volatilité On Holding AG
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.84.4%
HV6060.5%
Écart IV − HV20
-43.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
67
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 18:36 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 61.5% | -5.8pt | ±3.0% |
| Sep 11, 2026 | 8 | 34.1% | -2.1pt | ±4.2% |
| Sep 18, 2026 | 15 | 35.2% | -1.2pt | ±5.8% |
| Sep 25, 2026 | 22 | 41.8% | -0.0pt | ±8.3% |
| Oct 02, 2026 | 29 | 40.6% | -0.6pt | ±9.2% |
| Oct 09, 2026 | 36 | 41.3% | -0.9pt | ±10.3% |
| Oct 16, 2026 | 43 | 40.0% | +0.3pt | ±11.0% |
| Oct 23, 2026 | 50 | 45.4% | +2.6pt | ±13.5% |
| Dec 18, 2026 | 106 | 46.0% | +2.2pt | ±19.8% |
| Jan 15, 2027 | 134 | 44.8% | +0.6pt | ±21.7% |
| Mar 19, 2027 | 197 | 46.2% | +2.4pt | ±27.0% |
| Apr 16, 2027 | 225 | 46.4% | +2.1pt | ±29.0% |
| Jun 17, 2027 | 287 | 47.5% | +2.1pt | ±33.4% |
| Sep 17, 2027 | 379 | 47.5% | — | ±38.3% |
| Jan 21, 2028 | 505 | 47.9% | +3.2pt | ±44.2% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20