ONON Gamma Exposure, IV Rank & Implied Volatility
On Holding AG (ONON) options data — GEX, IV rank, options chain & Greeks
ONON options trade with implied volatility typically in the 30% - 65% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 61.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 61.1th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live ONON IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real ONON IV history on the live platform →
Comprehensive options market data for On Holding AG (ONON).
ONON Options at a Glance
What's Covered in This Guide
1 About On Holding AG (ONON)
On Holding is a Swiss performance sportswear company known for its innovative CloudTec running shoe technology. The brand has rapidly grown from running niche to mainstream lifestyle.
Company Profile
Key Dates
On Holding AG operates in the Consumer Discretionary sector.
2 ONON Options Market Overview
ONON options provide good liquidity for options traders.
Liquidity Assessment: Good
ONON options are available for trading across multiple expirations.
3 ONON Implied Volatility & IV Rank
ONON implied volatility reflects consumer spending trends and competitive dynamics. IV patterns are influenced by earnings, sales data, and consumer sentiment.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short ONON options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
ONON IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
ONON Gamma Exposure (GEX)
Gamma Exposure analysis for ONON reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: ONON tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common ONON Options Strategies
These are strategies commonly used by traders on ONON options, based on typical market characteristics. This is not investment advice.
Popular for ONON shareholders seeking additional income.
Defined-risk directional exposure on ONON.
Range-bound strategy for ONON between events.
Key Considerations for ONON Options
- ONON options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: ONON Options
What is ONON's typical implied volatility?
ONON implied volatility typically ranges from 30% - 65%.
Does ONON have weekly options?
ONON offers weekly options.
What is ONON's options trading profile?
ONON (On Holding AG) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 30% - 65% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does ONON implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on ONON?
Popular strategies on ONON options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 30% - 65% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is ONON's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ONON's intraday price action. ONON tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ONON GEX levels and the gamma-flip point on ApexVol.
What is ONON's IV rank?
ONON's IV rank shows where ONON's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ONON implied volatility typically ranges from 30% - 65%. Check ONON's live IV rank and percentile on ApexVol's IV analytics.
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