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ON Semiconductor Corporation ON

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:03:26.129Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:35.788544826Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:25.310394+00:00

Share price$73.88
1D+3.2%
AH$70.74$71.71$72.68$73.65$74.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMON
Sold putSold callAH

ON Semiconductor Corporation options

Live interpolated ON call and put midpoint premiums by absolute delta.ON Semiconductor Corporation$0.22$1.73$3.24$4.75$6.25$69.29$71.51$73.73$75.94$78.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $73.88OPTION PRICELive ON spot · $73.88ON PRICE$0.47$0.38$0.48$0.59$0.72$0.86$0.99$1.13$1.26$1.40$1.77$2.18$2.50$0.38$0.49$0.59$0.70$0.93$1.24$1.54$1.76$1.97$2.50$3.25$4.14$5.82
PutsExpensive1.38×
CallsCheap0.80×
SkewBearish+26.01 pp
Implied moveBearish±$2.53
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.58134.7%8.3%71.0587.0%4.4%
25Δ75.7266.7%3.0%71.7882.8%3.5%
30Δ75.3166.1%2.6%72.3379.1%2.9%
35Δ74.9265.7%2.2%72.8175.4%2.4%
40Δ74.5965.7%1.9%73.2379.2%2.1%
45Δ74.2665.7%1.7%73.6188.0%2.0%
50Δ73.9465.3%1.4%73.9996.7%1.9%
55Δ73.6463.4%1.2%74.4394.3%1.6%
60Δ73.3461.4%1.0%74.8791.5%1.3%
65Δ73.0459.5%0.8%75.5299.1%1.2%
70Δ72.5964.1%0.7%76.34111.6%1.1%
75Δ72.1169.8%0.6%77.34122.9%0.9%
80Δ71.7068.8%0.4%79.09147.6%0.8%

20Δ

Calls
Pseudo strike
79.58
IV
134.7%
B/E move
8.3%
Puts
Pseudo strike
71.05
IV
87.0%
B/E move
4.4%

25Δ

Calls
Pseudo strike
75.72
IV
66.7%
B/E move
3.0%
Puts
Pseudo strike
71.78
IV
82.8%
B/E move
3.5%

30Δ

Calls
Pseudo strike
75.31
IV
66.1%
B/E move
2.6%
Puts
Pseudo strike
72.33
IV
79.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
74.92
IV
65.7%
B/E move
2.2%
Puts
Pseudo strike
72.81
IV
75.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
74.59
IV
65.7%
B/E move
1.9%
Puts
Pseudo strike
73.23
IV
79.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
74.26
IV
65.7%
B/E move
1.7%
Puts
Pseudo strike
73.61
IV
88.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
73.94
IV
65.3%
B/E move
1.4%
Puts
Pseudo strike
73.99
IV
96.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
73.64
IV
63.4%
B/E move
1.2%
Puts
Pseudo strike
74.43
IV
94.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
73.34
IV
61.4%
B/E move
1.0%
Puts
Pseudo strike
74.87
IV
91.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
73.04
IV
59.5%
B/E move
0.8%
Puts
Pseudo strike
75.52
IV
99.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
72.59
IV
64.1%
B/E move
0.7%
Puts
Pseudo strike
76.34
IV
111.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
72.11
IV
69.8%
B/E move
0.6%
Puts
Pseudo strike
77.34
IV
122.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
71.70
IV
68.8%
B/E move
0.4%
Puts
Pseudo strike
79.09
IV
147.6%
B/E move
0.8%