Share price$34.71
1D-2.1%
Sold putSold call
On Holding Ltd ONON
CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIESi
Market dataready · fetched 2026-10-21T17:49:41.643Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:49:26.348137369Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:39.703909+00:00
On Holding Ltd options
PutsExpensive1.14×
CallsExpensive2.15×
SkewBullish-24.22 pp
Implied moveBalanced±$1.05
TiltBalanced0.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.82 | 196.6% | 16.4% | 33.62 | 52.0% | 3.6% |
| 25Δ | 40.68 | 246.0% | 19.6% | 33.85 | 50.9% | 3.0% |
| 30Δ | 35.44 | 51.4% | 2.8% | 34.06 | 50.2% | 2.6% |
| 35Δ | 35.26 | 51.1% | 2.5% | 34.23 | 50.2% | 2.3% |
| 40Δ | 35.07 | 50.8% | 2.1% | 34.41 | 50.3% | 2.0% |
| 45Δ | 34.90 | 50.5% | 1.8% | 34.57 | 50.2% | 1.7% |
| 50Δ | 34.74 | 50.4% | 1.6% | 34.73 | 49.9% | 1.4% |
| 55Δ | 34.58 | 50.2% | 1.3% | 34.90 | 49.6% | 1.2% |
| 60Δ | 34.40 | 50.4% | 1.1% | 35.07 | 49.6% | 1.0% |
| 65Δ | 34.22 | 50.9% | 0.9% | 35.25 | 50.0% | 0.8% |
| 70Δ | 34.05 | 51.5% | 0.8% | 35.43 | 50.5% | 0.7% |
| 75Δ | 33.59 | 61.7% | 0.7% | 36.12 | 75.5% | 0.8% |
| 80Δ | 33.04 | 75.3% | 0.6% | 36.89 | 93.0% | 0.7% |
20Δ
- Pseudo strike
- 39.82
- IV
- 196.6%
- B/E move
- 16.4%
- Pseudo strike
- 33.62
- IV
- 52.0%
- B/E move
- 3.6%
25Δ
- Pseudo strike
- 40.68
- IV
- 246.0%
- B/E move
- 19.6%
- Pseudo strike
- 33.85
- IV
- 50.9%
- B/E move
- 3.0%
30Δ
- Pseudo strike
- 35.44
- IV
- 51.4%
- B/E move
- 2.8%
- Pseudo strike
- 34.06
- IV
- 50.2%
- B/E move
- 2.6%
35Δ
- Pseudo strike
- 35.26
- IV
- 51.1%
- B/E move
- 2.5%
- Pseudo strike
- 34.23
- IV
- 50.2%
- B/E move
- 2.3%
40Δ
- Pseudo strike
- 35.07
- IV
- 50.8%
- B/E move
- 2.1%
- Pseudo strike
- 34.41
- IV
- 50.3%
- B/E move
- 2.0%
45Δ
- Pseudo strike
- 34.90
- IV
- 50.5%
- B/E move
- 1.8%
- Pseudo strike
- 34.57
- IV
- 50.2%
- B/E move
- 1.7%
50Δ
- Pseudo strike
- 34.74
- IV
- 50.4%
- B/E move
- 1.6%
- Pseudo strike
- 34.73
- IV
- 49.9%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 34.58
- IV
- 50.2%
- B/E move
- 1.3%
- Pseudo strike
- 34.90
- IV
- 49.6%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 34.40
- IV
- 50.4%
- B/E move
- 1.1%
- Pseudo strike
- 35.07
- IV
- 49.6%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 34.22
- IV
- 50.9%
- B/E move
- 0.9%
- Pseudo strike
- 35.25
- IV
- 50.0%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 34.05
- IV
- 51.5%
- B/E move
- 0.8%
- Pseudo strike
- 35.43
- IV
- 50.5%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 33.59
- IV
- 61.7%
- B/E move
- 0.7%
- Pseudo strike
- 36.12
- IV
- 75.5%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 33.04
- IV
- 75.3%
- B/E move
- 0.6%
- Pseudo strike
- 36.89
- IV
- 93.0%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 46.86% | |
| 51.66% |