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Onto Innovation Inc ONTO

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-24T05:22:13.813Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:26:42.245701368Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T05:22:13.881532+00:00

Share price$198.50
1D+2.0%
AH$195$197$199$202$2045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONTO
Sold putSold callAH

Onto Innovation Inc options

Live interpolated ONTO call and put midpoint premiums by absolute delta.Onto Innovation Inc$2.96$16.90$30.84$44.78$58.72$129.13$186.52$243.91$301.30$358.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONTO spot · $198.50ONTO PRICE$4.47$6.08$7.81$9.51$11.52$13.79$16.18$18.70$21.59$24.92$28.50$32.09$37.39$6.11$8.27$10.18$12.82$15.71$18.31$21.54$25.13$29.40$33.98$38.89$45.45$54.70
PutsFair1.04×
CallsExpensive1.16×
SkewBearish+0.92 pp
Implied moveBearish±$37.73
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ245.7381.0%26.0%166.9889.7%19.0%
25Δ238.4083.9%23.2%173.8890.1%16.6%
30Δ231.0185.3%20.3%180.8686.8%14.0%
35Δ223.3884.2%17.3%186.8387.7%12.3%
40Δ216.6784.4%15.0%192.8288.2%10.8%
45Δ210.6985.9%13.1%198.6586.2%9.1%
50Δ204.6786.0%11.3%204.5685.3%7.8%
55Δ198.6886.1%9.5%210.5685.2%6.6%
60Δ192.8286.4%8.0%216.9585.2%5.5%
65Δ186.8587.2%6.7%223.5384.7%4.5%
70Δ180.7887.4%5.4%230.3684.0%3.5%
75Δ174.7486.0%4.2%238.5684.1%2.7%
80Δ167.5587.6%3.2%249.2686.1%2.0%

20Δ

Calls
Pseudo strike
245.73
IV
81.0%
B/E move
26.0%
Puts
Pseudo strike
166.98
IV
89.7%
B/E move
19.0%

25Δ

Calls
Pseudo strike
238.40
IV
83.9%
B/E move
23.2%
Puts
Pseudo strike
173.88
IV
90.1%
B/E move
16.6%

30Δ

Calls
Pseudo strike
231.01
IV
85.3%
B/E move
20.3%
Puts
Pseudo strike
180.86
IV
86.8%
B/E move
14.0%

35Δ

Calls
Pseudo strike
223.38
IV
84.2%
B/E move
17.3%
Puts
Pseudo strike
186.83
IV
87.7%
B/E move
12.3%

40Δ

Calls
Pseudo strike
216.67
IV
84.4%
B/E move
15.0%
Puts
Pseudo strike
192.82
IV
88.2%
B/E move
10.8%

45Δ

Calls
Pseudo strike
210.69
IV
85.9%
B/E move
13.1%
Puts
Pseudo strike
198.65
IV
86.2%
B/E move
9.1%

50Δ

Calls
Pseudo strike
204.67
IV
86.0%
B/E move
11.3%
Puts
Pseudo strike
204.56
IV
85.3%
B/E move
7.8%

55Δ

Calls
Pseudo strike
198.68
IV
86.1%
B/E move
9.5%
Puts
Pseudo strike
210.56
IV
85.2%
B/E move
6.6%

60Δ

Calls
Pseudo strike
192.82
IV
86.4%
B/E move
8.0%
Puts
Pseudo strike
216.95
IV
85.2%
B/E move
5.5%

65Δ

Calls
Pseudo strike
186.85
IV
87.2%
B/E move
6.7%
Puts
Pseudo strike
223.53
IV
84.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
180.78
IV
87.4%
B/E move
5.4%
Puts
Pseudo strike
230.36
IV
84.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
174.74
IV
86.0%
B/E move
4.2%
Puts
Pseudo strike
238.56
IV
84.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
167.55
IV
87.6%
B/E move
3.2%
Puts
Pseudo strike
249.26
IV
86.1%
B/E move
2.0%

Options history

No recorded observations