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ON Semiconductor Corporation ON

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:34:02.244Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:07:34.354004366Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:01.586680+00:00

Share price$73.73
1D+3.0%
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$0.25$1.38$2.52$3.65$4.78$69.58$71.67$73.76$75.85$77.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $73.73OPTION PRICELive ON spot · $73.73ON PRICE$0.42$0.40$0.50$0.63$0.77$0.91$1.05$1.21$1.36$1.67$2.09$2.48$2.83$0.37$0.47$0.57$0.67$0.83$1.13$1.44$1.67$1.87$2.14$2.79$3.64$4.46
PutsExpensive1.24×
CallsCheap0.84×
SkewBearish+12.76 pp
Implied moveBearish±$2.49
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.36115.0%6.8%70.9684.7%4.3%
25Δ75.6569.7%3.2%71.6780.4%3.4%
30Δ75.2369.4%2.7%72.2476.4%2.8%
35Δ74.8369.5%2.3%72.6872.7%2.3%
40Δ74.4869.9%2.1%73.1172.5%2.0%
45Δ74.1370.3%1.8%73.4880.7%1.9%
50Δ73.8069.5%1.5%73.8588.8%1.8%
55Δ73.4768.0%1.3%74.2590.1%1.6%
60Δ73.1466.5%1.0%74.6686.9%1.3%
65Δ72.7170.0%0.9%75.1286.0%1.0%
70Δ72.2277.1%0.8%75.8496.6%0.9%
75Δ71.7479.6%0.7%76.77108.8%0.8%
80Δ71.2678.6%0.5%77.71114.5%0.6%

20Δ

Calls
Pseudo strike
78.36
IV
115.0%
B/E move
6.8%
Puts
Pseudo strike
70.96
IV
84.7%
B/E move
4.3%

25Δ

Calls
Pseudo strike
75.65
IV
69.7%
B/E move
3.2%
Puts
Pseudo strike
71.67
IV
80.4%
B/E move
3.4%

30Δ

Calls
Pseudo strike
75.23
IV
69.4%
B/E move
2.7%
Puts
Pseudo strike
72.24
IV
76.4%
B/E move
2.8%

35Δ

Calls
Pseudo strike
74.83
IV
69.5%
B/E move
2.3%
Puts
Pseudo strike
72.68
IV
72.7%
B/E move
2.3%

40Δ

Calls
Pseudo strike
74.48
IV
69.9%
B/E move
2.1%
Puts
Pseudo strike
73.11
IV
72.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
74.13
IV
70.3%
B/E move
1.8%
Puts
Pseudo strike
73.48
IV
80.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
73.80
IV
69.5%
B/E move
1.5%
Puts
Pseudo strike
73.85
IV
88.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
73.47
IV
68.0%
B/E move
1.3%
Puts
Pseudo strike
74.25
IV
90.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
73.14
IV
66.5%
B/E move
1.0%
Puts
Pseudo strike
74.66
IV
86.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
72.71
IV
70.0%
B/E move
0.9%
Puts
Pseudo strike
75.12
IV
86.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
72.22
IV
77.1%
B/E move
0.8%
Puts
Pseudo strike
75.84
IV
96.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
71.74
IV
79.6%
B/E move
0.7%
Puts
Pseudo strike
76.77
IV
108.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
71.26
IV
78.6%
B/E move
0.5%
Puts
Pseudo strike
77.71
IV
114.5%
B/E move
0.6%