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On Holding AG ONON 27.44 0.18 0.66%

ONON Gamma Exposure (GEX)

ONON (On Holding AG): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.437
Put Call Ratio (OI)
0.881
Put Call Ratio (Vol)
0.826
IV Rank
25.6
IV Percentile
23.7
Max Pain
28

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-62.7
62.7
View values by strike
ONON · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 1.29 K -137
16.00 70.9 0
17.00 0 -3.9
17.50 7.93 K -11.3 K
18.00 11 0
19.00 39.5 0
20.00 15.3 K -83.1 K
21.00 13.6 -16.4
22.00 752 -1.01 K
22.50 9.41 K -796 K
23.00 137 -5.65 K
23.50 79.3 -31.6
24.00 907 -14 K
24.50 114 -7.38 K
25.00 518 K -939 K
25.50 173 -98.3 K
26.00 86.2 K -1.27 M
26.50 40.3 K -36.4 K
27.00 255 K -243 K
27.50 656 K -1.75 M
28.00 696 K -156 K
28.50 100 K -6.29 K
29.00 2.97 M -98.2 K
29.50 34.1 K -4.09 K
30.00 910 K -1.23 M
30.50 3.83 K -35.6
31.00 41.2 K -26.7 K
31.50 1.13 K 0
32.00 20.1 K -10.7 K
32.50 388 K -726 K
33.00 8.79 K -231
34.00 10.1 K -198
35.00 652 K -325 K
36.00 9.04 K -51.6
37.00 6.06 K 0
37.50 163 K -126 K
38.00 483 0
39.00 9.83 K 0
40.00 288 K -166 K
41.00 17.2 0
42.00 129 0
42.50 91.8 K -11.4 K
45.00 226 K -64.4 K
47.50 31.1 K -2.94 K
50.00 196 K 0
52.50 17.1 K 0
55.00 18 K 0
57.50 16.4 K 0
60.00 22.8 K 0
62.50 1.88 K -1.56e-8
65.00 3.9 K 0
67.50 748 0
70.00 7.44 K 0
72.50 1.32 K 0
75.00 3.54 K 0
80.00 2.78 K 0
85.00 989 0
90.00 5.28 K 0