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On Holding AG ONON

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-11-10T22:25:39.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:25:26.558456589Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:15:45.736564+00:00

Share price$34.53
1D-2.4%
AH$33.61$34.15$34.69$35.23$35.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONON
Sold putSold callAH

On Holding AG options

Live interpolated ONON call and put midpoint premiums by absolute delta.On Holding AG$0.09$1.08$2.07$3.06$4.04$30.17$32.33$34.49$36.65$38.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONON spot · $34.53ONON PRICE$0.24$0.32$0.39$0.47$0.57$0.69$0.82$1.02$1.25$1.61$2.03$3.28$3.76$0.20$0.24$0.26$0.32$0.41$0.51$0.60$0.71$0.81$0.90$0.98$1.07$1.29
PutsCheap0.40×
CallsExpensive1.17×
SkewBullish-38.49 pp
Implied moveBullish±$1.43
TiltBullish32.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.5771.5%6.6%33.1455.7%4.6%
25Δ36.1469.9%5.6%33.5449.9%3.6%
30Δ35.7567.2%4.6%33.8543.2%2.7%
35Δ35.4165.4%3.9%34.0841.1%2.2%
40Δ35.1465.9%3.4%34.2543.3%2.0%
45Δ34.8766.8%3.0%34.4145.4%1.8%
50Δ34.6168.1%2.6%34.5846.7%1.6%
55Δ34.3272.0%2.3%34.7646.6%1.4%
60Δ34.0277.8%2.1%34.9546.6%1.1%
65Δ33.6187.0%2.0%35.1144.8%0.9%
70Δ33.1296.4%1.8%35.2742.5%0.7%
75Δ31.97140.0%2.1%35.4240.1%0.5%
80Δ31.31139.4%1.5%35.6941.2%0.4%

20Δ

Calls
Pseudo strike
36.57
IV
71.5%
B/E move
6.6%
Puts
Pseudo strike
33.14
IV
55.7%
B/E move
4.6%

25Δ

Calls
Pseudo strike
36.14
IV
69.9%
B/E move
5.6%
Puts
Pseudo strike
33.54
IV
49.9%
B/E move
3.6%

30Δ

Calls
Pseudo strike
35.75
IV
67.2%
B/E move
4.6%
Puts
Pseudo strike
33.85
IV
43.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
35.41
IV
65.4%
B/E move
3.9%
Puts
Pseudo strike
34.08
IV
41.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
35.14
IV
65.9%
B/E move
3.4%
Puts
Pseudo strike
34.25
IV
43.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
34.87
IV
66.8%
B/E move
3.0%
Puts
Pseudo strike
34.41
IV
45.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
34.61
IV
68.1%
B/E move
2.6%
Puts
Pseudo strike
34.58
IV
46.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
34.32
IV
72.0%
B/E move
2.3%
Puts
Pseudo strike
34.76
IV
46.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
34.02
IV
77.8%
B/E move
2.1%
Puts
Pseudo strike
34.95
IV
46.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
33.61
IV
87.0%
B/E move
2.0%
Puts
Pseudo strike
35.11
IV
44.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
33.12
IV
96.4%
B/E move
1.8%
Puts
Pseudo strike
35.27
IV
42.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
31.97
IV
140.0%
B/E move
2.1%
Puts
Pseudo strike
35.42
IV
40.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
31.31
IV
139.4%
B/E move
1.5%
Puts
Pseudo strike
35.69
IV
41.2%
B/E move
0.4%

Options history

IV · four-Friday blend58.95%
Daily close
ONON34.8%47.8%60.8%2026-08-12: 40.79%2026-08-13: 44.76%2026-08-14: 38.53%2026-08-17: 39.90%2026-08-18: 38.24%2026-08-19: 41.14%2026-08-20: 41.49%2026-08-21: 36.77%2026-08-24: 41.65%2026-08-25: 39.82%2026-08-26: 39.54%2026-08-27: 37.06%2026-08-28: 36.57%2026-08-31: 38.84%2026-09-01: 39.06%2026-09-02: 38.25%2026-09-03: 38.80%2026-09-04: 38.96%2026-09-08: 44.25%2026-09-09: 45.95%2026-09-10: 46.44%2026-09-11: 44.14%2026-09-14: 48.12%2026-09-15: 49.80%2026-09-16: 48.84%2026-09-17: 57.64%2026-09-18: 51.74%2026-09-21: 53.98%2026-09-22: 45.77%2026-09-23: 44.80%2026-09-24: 43.87%2026-09-25: 39.87%2026-09-28: 45.76%2026-09-29: 43.78%2026-09-30: 44.61%2026-10-01: 43.35%2026-10-02: 37.09%2026-10-05: 41.94%2026-10-06: 41.64%2026-10-07: 39.55%2026-10-08: 44.43%2026-10-09: 39.04%2026-10-12: 41.62%2026-10-13: 41.71%2026-10-14: 45.53%2026-10-15: 50.89%2026-10-16: 48.99%2026-10-19: 46.86%2026-10-20: 51.49%2026-10-21: 52.68%2026-10-22: 58.25%2026-10-23: 51.51%2026-10-26: 53.94%2026-10-27: 56.26%2026-10-28: 56.52%2026-10-29: 59.05%2026-10-30: 58.95%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
40.79%
44.76%
38.53%
39.90%
38.24%
41.14%
41.49%
36.77%
41.65%
39.82%
39.54%
37.06%
36.57%
38.84%
39.06%
38.25%
38.80%
38.96%
44.25%
45.95%
46.44%
44.14%
48.12%
49.80%
48.84%
57.64%
51.74%
53.98%
45.77%
44.80%
43.87%
39.87%
45.76%
43.78%
44.61%
43.35%
37.09%
41.94%
41.64%
39.55%
44.43%
39.04%
41.62%
41.71%
45.53%
50.89%
48.99%
46.86%
51.49%
52.68%
58.25%
51.51%
53.94%
56.26%
56.52%
59.05%
58.95%