ON · Options
ON Semiconductor Corporation (ON) options chain & liquidity
Term structure, skew and the liquidity of the published chain.
Update time unavailable
Loading graph — the exact table is available below.
2026-10-30ATM IV 55.435%24 DTE · ATM strike $86.00 · No stored earnings markerUpdate time unavailable
Event / reference markers
- Earnings expiry 2026-11-06: 31
Exact data table
Volatility term structure · full stored dataset, independent of graph range/toggles
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 55.435% | 24 DTE · ATM strike $86.00 · No stored earnings marker | Update time unavailable | |
| 59.805% | 31 DTE · ATM strike $86.00 · Contains earnings | Update time unavailable | |
| 60.07% | 38 DTE · ATM strike $86.00 · No stored earnings marker | Update time unavailable | |
| 57.77% | 45 DTE · ATM strike $85.00 · No stored earnings marker | Update time unavailable |
- Liquidity classification
- ACCEPTABLE
- Median bid-ask width
- 26.1%
- 25-delta put IV
- 60.3%
- 25-delta call IV
- 56.3%
- Downside skew
- 0.5%
Next steps
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.