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ON Semiconductor Corporation ON

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T00:18:01.394Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:33:16.31997887Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:00.800654+00:00

Share price$73.50
1D+2.9%
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$0.94$5.90$10.87$15.83$20.79$55.27$64.45$73.63$82.81$91.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ON spot · $73.50ON PRICE$1.48$1.97$2.52$3.10$3.75$4.50$5.25$6.30$7.40$8.52$9.70$10.88$12.48$1.86$2.46$3.16$3.87$4.70$5.55$6.44$7.65$8.87$10.44$12.39$15.44$19.36
PutsFair1.00×
CallsFair1.04×
SkewBullish-1.11 pp
Implied moveBearish±$11.70
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7862.2%22.8%63.3264.7%16.4%
25Δ85.9862.6%19.7%65.7263.8%13.9%
30Δ83.5362.7%17.1%67.7063.5%12.2%
35Δ81.2762.8%14.8%69.6963.3%10.4%
40Δ79.1563.1%12.8%71.5462.7%9.1%
45Δ77.2363.7%11.2%73.3662.1%7.7%
50Δ75.3164.2%9.6%75.1861.5%6.5%
55Δ73.3865.8%8.4%77.0961.5%5.5%
60Δ71.4567.5%7.3%79.0061.5%4.6%
65Δ69.5068.5%6.1%81.1962.2%3.7%
70Δ67.4867.6%5.0%83.6863.5%3.0%
75Δ65.4666.7%3.9%87.1967.3%2.4%
80Δ63.1966.0%3.0%91.5471.5%1.8%

20Δ

Calls
Pseudo strike
88.78
IV
62.2%
B/E move
22.8%
Puts
Pseudo strike
63.32
IV
64.7%
B/E move
16.4%

25Δ

Calls
Pseudo strike
85.98
IV
62.6%
B/E move
19.7%
Puts
Pseudo strike
65.72
IV
63.8%
B/E move
13.9%

30Δ

Calls
Pseudo strike
83.53
IV
62.7%
B/E move
17.1%
Puts
Pseudo strike
67.70
IV
63.5%
B/E move
12.2%

35Δ

Calls
Pseudo strike
81.27
IV
62.8%
B/E move
14.8%
Puts
Pseudo strike
69.69
IV
63.3%
B/E move
10.4%

40Δ

Calls
Pseudo strike
79.15
IV
63.1%
B/E move
12.8%
Puts
Pseudo strike
71.54
IV
62.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
77.23
IV
63.7%
B/E move
11.2%
Puts
Pseudo strike
73.36
IV
62.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
75.31
IV
64.2%
B/E move
9.6%
Puts
Pseudo strike
75.18
IV
61.5%
B/E move
6.5%

55Δ

Calls
Pseudo strike
73.38
IV
65.8%
B/E move
8.4%
Puts
Pseudo strike
77.09
IV
61.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
71.45
IV
67.5%
B/E move
7.3%
Puts
Pseudo strike
79.00
IV
61.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
69.50
IV
68.5%
B/E move
6.1%
Puts
Pseudo strike
81.19
IV
62.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
67.48
IV
67.6%
B/E move
5.0%
Puts
Pseudo strike
83.68
IV
63.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
65.46
IV
66.7%
B/E move
3.9%
Puts
Pseudo strike
87.19
IV
67.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
63.19
IV
66.0%
B/E move
3.0%
Puts
Pseudo strike
91.54
IV
71.5%
B/E move
1.8%