ONON volatilitas On Holding AG
Cboe delayed options data · per 18:36 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 |
|---|---|---|---|---|
| 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% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.