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Onto Innovation Inc. ONTO

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-13T18:50:05.896Z

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

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 · 2026-11-13T18:50:02.340073741Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:50:05.330169+00:00

Share price$201.58
1D-5.4%
$194$199$204$209$2145:30 AM6:30 AM9:00 AM1:00 PMONTO
Sold putSold call

Onto Innovation Inc. options

Live interpolated ONTO call and put midpoint premiums by absolute delta.Onto Innovation Inc.$1.74$8.21$14.68$21.15$27.62$159.81$181.82$203.83$225.83$247.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONTO spot · $201.58ONTO PRICE$2.44$3.24$4.18$5.13$6.19$7.51$8.82$10.13$11.86$13.75$15.98$18.98$21.83$3.08$4.02$5.05$6.24$7.48$8.78$10.44$12.09$13.75$15.96$18.37$20.78$25.75
PutsCheap0.73×
CallsCheap0.63×
SkewBearish+1.79 pp
Implied moveBearish±$19.26
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ223.5381.0%12.1%182.4692.7%11.0%
25Δ219.2181.6%10.4%186.8090.2%9.3%
30Δ215.7581.7%9.1%190.5588.7%8.0%
35Δ212.2981.8%7.9%193.8688.3%6.9%
40Δ209.0082.1%6.8%197.0487.3%6.0%
45Δ206.0582.7%5.9%200.1486.0%5.1%
50Δ203.1083.4%5.1%203.1685.3%4.4%
55Δ200.1584.0%4.3%206.1784.6%3.7%
60Δ197.1384.9%3.7%209.1883.9%3.1%
65Δ194.0285.9%3.1%212.4783.2%2.5%
70Δ190.7087.2%2.5%215.8782.6%2.0%
75Δ186.7590.4%2.1%219.2781.9%1.5%
80Δ182.9290.4%1.6%224.9785.8%1.2%

20Δ

Calls
Pseudo strike
223.53
IV
81.0%
B/E move
12.1%
Puts
Pseudo strike
182.46
IV
92.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
219.21
IV
81.6%
B/E move
10.4%
Puts
Pseudo strike
186.80
IV
90.2%
B/E move
9.3%

30Δ

Calls
Pseudo strike
215.75
IV
81.7%
B/E move
9.1%
Puts
Pseudo strike
190.55
IV
88.7%
B/E move
8.0%

35Δ

Calls
Pseudo strike
212.29
IV
81.8%
B/E move
7.9%
Puts
Pseudo strike
193.86
IV
88.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
209.00
IV
82.1%
B/E move
6.8%
Puts
Pseudo strike
197.04
IV
87.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
206.05
IV
82.7%
B/E move
5.9%
Puts
Pseudo strike
200.14
IV
86.0%
B/E move
5.1%

50Δ

Calls
Pseudo strike
203.10
IV
83.4%
B/E move
5.1%
Puts
Pseudo strike
203.16
IV
85.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
200.15
IV
84.0%
B/E move
4.3%
Puts
Pseudo strike
206.17
IV
84.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
197.13
IV
84.9%
B/E move
3.7%
Puts
Pseudo strike
209.18
IV
83.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
194.02
IV
85.9%
B/E move
3.1%
Puts
Pseudo strike
212.47
IV
83.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
190.70
IV
87.2%
B/E move
2.5%
Puts
Pseudo strike
215.87
IV
82.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
186.75
IV
90.4%
B/E move
2.1%
Puts
Pseudo strike
219.27
IV
81.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
182.92
IV
90.4%
B/E move
1.6%
Puts
Pseudo strike
224.97
IV
85.8%
B/E move
1.2%

Options history

IV · four-Friday blend77.48%
Daily close
ONTO64.0%72.4%80.8%2026-08-17: 73.93%2026-08-18: 77.45%2026-08-19: 77.10%2026-08-20: 76.73%2026-08-21: 73.82%2026-08-24: 74.36%2026-08-25: 71.57%2026-08-26: 70.72%2026-08-27: 69.86%2026-08-28: 68.54%2026-08-31: 68.96%2026-09-01: 69.31%2026-09-02: 67.98%2026-09-03: 66.88%2026-09-04: 66.36%2026-09-08: 70.89%2026-09-09: 69.81%2026-09-10: 69.58%2026-09-11: 66.08%2026-09-14: 73.65%2026-09-15: 73.09%2026-09-16: 72.15%2026-09-17: 71.81%2026-09-18: 68.09%2026-09-21: 69.86%2026-09-22: 69.37%2026-09-23: 69.49%2026-09-24: 69.73%2026-09-25: 68.64%2026-09-28: 69.70%2026-09-29: 69.32%2026-09-30: 69.59%2026-10-01: 68.63%2026-10-02: 67.32%2026-10-05: 66.41%2026-10-06: 65.97%2026-10-07: 65.95%2026-10-08: 68.11%2026-10-09: 65.21%2026-10-12: 68.90%2026-10-13: 73.27%2026-10-14: 79.66%2026-10-15: 75.80%2026-10-16: 71.97%2026-10-19: 71.81%2026-10-20: 72.47%2026-10-21: 72.30%2026-10-22: 75.86%2026-10-23: 76.52%2026-10-26: 77.20%2026-10-27: 76.32%2026-10-28: 75.25%2026-10-29: 74.78%2026-10-30: 77.48%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
73.93%
77.45%
77.10%
76.73%
73.82%
74.36%
71.57%
70.72%
69.86%
68.54%
68.96%
69.31%
67.98%
66.88%
66.36%
70.89%
69.81%
69.58%
66.08%
73.65%
73.09%
72.15%
71.81%
68.09%
69.86%
69.37%
69.49%
69.73%
68.64%
69.70%
69.32%
69.59%
68.63%
67.32%
66.41%
65.97%
65.95%
68.11%
65.21%
68.90%
73.27%
79.66%
75.80%
71.97%
71.81%
72.47%
72.30%
75.86%
76.52%
77.20%
76.32%
75.25%
74.78%
77.48%