IntraAlpha
Create free account Start free

On Holding Ltd ONON

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-10-21T17:01:19.324Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:01:10.011265504Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:18.769964+00:00

Share price$34.34
1D-3.1%
$34.19$34.56$34.93$35.30$35.675:30 AM6:30 AM9:00 AM1:00 PMONON
Sold putSold call

On Holding Ltd options

Live interpolated ONON call and put midpoint premiums by absolute delta.On Holding Ltd$0.03$1.12$2.21$3.29$4.38$32.48$33.62$34.77$35.91$37.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONON spot · $34.34ONON PRICE$0.15$0.88$0.39$0.30$0.37$0.43$0.52$0.60$0.69$1.07$1.53$1.44$4.07$0.33$0.20$0.25$0.30$0.36$0.45$0.53$0.61$0.71$0.80$0.91$1.04$1.17
PutsExpensive1.10×
CallsExpensive2.68×
SkewBullish-32.76 pp
Implied moveBalanced±$1.04
TiltBullish23.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.5654.0%4.0%31.97115.0%7.9%
25Δ41.20275.3%22.5%33.5151.0%3.0%
30Δ36.3599.4%7.0%33.6950.0%2.6%
35Δ34.8850.6%2.4%33.8849.1%2.2%
40Δ34.7150.8%2.1%34.0648.7%1.9%
45Δ34.5450.9%1.8%34.2249.2%1.7%
50Δ34.3751.2%1.6%34.3749.8%1.4%
55Δ34.2051.5%1.4%34.5350.1%1.2%
60Δ34.0451.8%1.1%34.7049.6%1.0%
65Δ33.6766.4%1.1%34.8649.0%0.8%
70Δ33.2385.4%1.2%35.0248.4%0.7%
75Δ33.1871.0%0.8%35.2047.4%0.5%
80Δ30.71171.2%1.3%35.3946.3%0.4%

20Δ

Calls
Pseudo strike
35.56
IV
54.0%
B/E move
4.0%
Puts
Pseudo strike
31.97
IV
115.0%
B/E move
7.9%

25Δ

Calls
Pseudo strike
41.20
IV
275.3%
B/E move
22.5%
Puts
Pseudo strike
33.51
IV
51.0%
B/E move
3.0%

30Δ

Calls
Pseudo strike
36.35
IV
99.4%
B/E move
7.0%
Puts
Pseudo strike
33.69
IV
50.0%
B/E move
2.6%

35Δ

Calls
Pseudo strike
34.88
IV
50.6%
B/E move
2.4%
Puts
Pseudo strike
33.88
IV
49.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
34.71
IV
50.8%
B/E move
2.1%
Puts
Pseudo strike
34.06
IV
48.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
34.54
IV
50.9%
B/E move
1.8%
Puts
Pseudo strike
34.22
IV
49.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
34.37
IV
51.2%
B/E move
1.6%
Puts
Pseudo strike
34.37
IV
49.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
34.20
IV
51.5%
B/E move
1.4%
Puts
Pseudo strike
34.53
IV
50.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
34.04
IV
51.8%
B/E move
1.1%
Puts
Pseudo strike
34.70
IV
49.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
33.67
IV
66.4%
B/E move
1.1%
Puts
Pseudo strike
34.86
IV
49.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
33.23
IV
85.4%
B/E move
1.2%
Puts
Pseudo strike
35.02
IV
48.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
33.18
IV
71.0%
B/E move
0.8%
Puts
Pseudo strike
35.20
IV
47.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
30.71
IV
171.2%
B/E move
1.3%
Puts
Pseudo strike
35.39
IV
46.3%
B/E move
0.4%

Options history

ONON46.4849.2652.052026-10-19: 46.86%2026-10-20: 51.66%Oct 19Oct 20
Table
DateIV
46.86%
51.66%