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Onto Innovation Inc. ONTO

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Market datapartial · fetched 2026-10-23T17:02:01.454Z

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 · 2026-10-23T17:01:35.266628191Z

FundamentalsAlpha Vantage · unavailable

Share price$199.60
1D+2.0%
$195$197$199$202$2045:30 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.$3.14$16.99$30.83$44.68$58.53$130.74$187.69$244.63$301.58$358.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONTO spot · $199.59ONTO PRICE$4.64$6.15$7.83$9.62$11.54$13.63$16.07$18.63$21.67$25.02$28.73$33.45$39.08$6.29$8.18$10.37$12.83$15.45$18.29$21.69$25.31$29.44$33.79$38.54$45.05$54.54
PutsFair1.01×
CallsExpensive1.16×
SkewNeutral-0.11 pp
Implied moveBearish±$37.75
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ249.7783.4%27.5%167.4889.7%19.2%
25Δ240.2883.4%23.5%175.0987.4%16.4%
30Δ232.2283.4%20.3%181.7286.2%14.2%
35Δ224.8183.1%17.5%187.8985.8%12.3%
40Δ217.9182.8%15.0%193.8985.0%10.6%
45Δ211.5782.7%12.8%199.7784.1%9.1%
50Δ205.6083.1%11.1%205.7183.9%7.8%
55Δ199.7483.7%9.4%211.7783.6%6.6%
60Δ193.9084.7%8.0%218.0783.4%5.5%
65Δ187.9185.4%6.7%224.4882.4%4.5%
70Δ181.7686.0%5.5%231.1781.4%3.5%
75Δ174.9488.2%4.4%239.3281.7%2.7%
80Δ167.3590.2%3.4%250.2284.0%2.0%

20Δ

Calls
Pseudo strike
249.77
IV
83.4%
B/E move
27.5%
Puts
Pseudo strike
167.48
IV
89.7%
B/E move
19.2%

25Δ

Calls
Pseudo strike
240.28
IV
83.4%
B/E move
23.5%
Puts
Pseudo strike
175.09
IV
87.4%
B/E move
16.4%

30Δ

Calls
Pseudo strike
232.22
IV
83.4%
B/E move
20.3%
Puts
Pseudo strike
181.72
IV
86.2%
B/E move
14.2%

35Δ

Calls
Pseudo strike
224.81
IV
83.1%
B/E move
17.5%
Puts
Pseudo strike
187.89
IV
85.8%
B/E move
12.3%

40Δ

Calls
Pseudo strike
217.91
IV
82.8%
B/E move
15.0%
Puts
Pseudo strike
193.89
IV
85.0%
B/E move
10.6%

45Δ

Calls
Pseudo strike
211.57
IV
82.7%
B/E move
12.8%
Puts
Pseudo strike
199.77
IV
84.1%
B/E move
9.1%

50Δ

Calls
Pseudo strike
205.60
IV
83.1%
B/E move
11.1%
Puts
Pseudo strike
205.71
IV
83.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
199.74
IV
83.7%
B/E move
9.4%
Puts
Pseudo strike
211.77
IV
83.6%
B/E move
6.6%

60Δ

Calls
Pseudo strike
193.90
IV
84.7%
B/E move
8.0%
Puts
Pseudo strike
218.07
IV
83.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
187.91
IV
85.4%
B/E move
6.7%
Puts
Pseudo strike
224.48
IV
82.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
181.76
IV
86.0%
B/E move
5.5%
Puts
Pseudo strike
231.17
IV
81.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
174.94
IV
88.2%
B/E move
4.4%
Puts
Pseudo strike
239.32
IV
81.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
167.35
IV
90.2%
B/E move
3.4%
Puts
Pseudo strike
250.22
IV
84.0%
B/E move
2.0%

Options history

No recorded observations