Options WhaleEarnings volatility research

ON · Expected-Move

ON Semiconductor Corporation (ON) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$86.31
Expected move
$11.98
Expected move %
13.9%
Lower boundary
$74.34
Upper boundary
$98.29
Median historical move
6.1%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-30Realized move 21.7672%Implied move UnavailableSigned actual 21.7672% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
21.7672%UnavailableSigned actual 21.7672% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.544%UnavailableSigned actual 9.544% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.0552%UnavailableSigned actual 4.0552% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.5434%UnavailableSigned actual 11.5434% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.3895%UnavailableSigned actual 1.3895% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.2146%UnavailableSigned actual 8.2146% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.3512%UnavailableSigned actual 8.3512% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
15.5755%UnavailableSigned actual 15.5755% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.7588%UnavailableSigned actual 0.7588% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.5023%UnavailableSigned actual 3.5023% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.6174%UnavailableSigned actual 0.6174% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.4726%UnavailableSigned actual 0.4726% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 6, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.