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On Holding AG (ONON)

Overview · Option chain · Volatility · Expected-move history · Earnings

Price (delayed) 28.36 +2.03%
Expected moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. · Sep 18 ±5.8%
Expected range 26.1029.30
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%
IV percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history). 67/universe
P/C volumePut volume (or open interest) divided by call volume (or open interest). A descriptive activity measure — it does not by itself say what traders expect.0.20
P/C open interest0.95
Next earnings Nov 11

Cboe delayed options data · as of 18:36 UTC · Figures derived from the full chain (784 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)

Expected move — Sep 18, 2026 (15 days)

Methodology →

Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.

26.1029.3027.70 current

Options are pricing a move of about ±5.8% (range 26.10–29.30) by Sep 18, 2026. ATM straddle: 1.60 @ strike 27.5 · ATM IV: 35.2%.

Probability distribution

Model & assumptions →

The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.

27.7026.1029.30
expected-move bandmodel density
Levelvs priceP(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction.P(below)
24.93 -10% 92.5% 7.5%
26.31 -5% 75.3% 24.7%
27.70 +0% 48.6% 51.4%
29.09 +5% 23.5% 76.5%
30.47 +10% 8.5% 91.5%

Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.

Probability explorer

Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.

P(finish above)
P(finish below)
P(touch, approx.)

Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions

ExpiresDTEDays to expiration, in calendar days.Implied moveATM IVOpen int.
Sep 04, 2026 1 ±3.0% 61.5% 10.6K
Sep 11, 2026 8 ±4.2% 34.1% 9,694
Sep 18, 2026 15 ±5.8% 35.2% 60.7K
Sep 25, 2026 22 ±8.3% 41.8% 27.1K
Oct 02, 2026 29 ±9.2% 40.6% 776
Oct 09, 2026 36 ±10.3% 41.3% 406
Oct 16, 2026 43 ±11.0% 40.0% 49.6K
Oct 23, 2026 50 ±13.5% 45.4% 0
Dec 18, 2026 106 ±19.8% 46.0% 47.2K
Jan 15, 2027 134 ±21.7% 44.8% 95.2K
Mar 19, 2027 197 ±27.0% 46.2% 19.8K

Open interest by strike — Sep 18

Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.

22.0023.0025.0027.0028.0029.0030.0031.0032.0033.0027.70
callsputs

Largest open-interest concentrations (all expirations ≤ 60 days): 26 P · 21.5K30 P · 14.6K35 C · 14.0K32.5 P · 10.1K40 C · 9,475

IV term structure

Volatility page →

At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.

32%43%54%65%1d29d197d

When does open interest expire?

27%This month66%Later

Implied vs realized volatility

36.5%53.9%71.2%88.5%Aug 31Sep 02
IV30HV20

HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method

Price, last 60 sessions

Track record

Full history →

Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.

Past earnings reactions

Nov 24+0.0%Mar 25+9.7%May 25+12.2%Aug 25+5.4%Nov 25+20.5%Mar 26-7.5%May 26+4.0%Aug 26-20.0%
implied (when recorded)actual reaction

Avg |reaction| 11.7% · median 10.4% (20 reports) — two-session close-to-close window; definition

About On Holding AG

On Holding AG, together with its subsidiaries, develops and distributes performance sports products under the On brand in Switzerland, the rest of Europe, the Middle East, Africa, the United States, the rest of the Americas, and the Asia-Pacific. The company offers athletic footwear, apparel, and accessories for performance running, performance outdoor, performance all day, performance training, performance tennis, and young movers. It sells its products to athletes and active customers through wholesale and direct-to-consumer channels; run specialty, general sporting goods, outdoor, luxury, street fashion, and lifestyle retailers; owned retail stores; and e-commerce platforms. On Holding AG was founded in 2010 and is headquartered in Zurich, Switzerland.

Consumer Cyclical · Apparel - Footwear & Accessories · NYSE · Profile: Financial Modeling Prep

ONON news

All news →

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