ONON volatilitas On Holding AG
Cboe delayed options data · per 18:41 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 45.8% | +2.3pt | ±3.9% |
| Oct 30, 2026 | 11 | 41.9% | +1.9pt | ±5.9% |
| Nov 06, 2026 | 18 | 40.6% | +0.3pt | ±7.2% |
| Nov 13, 2026 | 25 | 58.4% | +1.8pt | ±12.2% |
| Nov 20, 2026 | 32 | 55.3% | +1.0pt | ±13.1% |
| Nov 27, 2026 | 39 | 53.0% | +3.6pt | ±13.8% |
| Dec 18, 2026 | 60 | 47.4% | +1.6pt | ±15.3% |
| Jan 15, 2027 | 88 | 44.4% | +3.0pt | ±17.3% |
| Mar 19, 2027 | 151 | 46.3% | +1.8pt | ±23.7% |
| Apr 16, 2027 | 179 | 46.0% | +0.8pt | ±25.6% |
| Jun 17, 2027 | 241 | 47.3% | +2.4pt | ±30.4% |
| Sep 17, 2027 | 333 | 48.1% | — | ±36.1% |
| Jan 21, 2028 | 459 | 47.4% | +3.0pt | ±41.5% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.