ON Semiconductor Corporation (ON) Options History
Historical options analytics archive for ON with monthly max pain, implied volatility, gamma exposure, and put/call data.
135 months of complete options data available.
ON monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ON. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 77.7% | 94.5% | $105.00 | $2.1M | -$160.2M | 1.00 |
| 2026-05 | 20 | 66.4% | 78.0% | $120.00 | $6.2M | -$977.1M | 0.76 |
| 2026-04 | 20 | 63.2% | 55.7% | $75.00 | $14.7M | -$748.1M | 0.40 |
| 2026-03 | 22 | 51.6% | 18.9% | $60.00 | $2.9M | -$94.8M | 1.49 |
| 2026-02 | 19 | 52.5% | 20.6% | $60.00 | $2.7M | -$188.8M | 0.65 |
| 2026-01 | 20 | 53.7% | 22.5% | $60.00 | $110.9K | -$103.6M | 0.64 |
This archive aggregates ON's daily end-of-day options snapshots into monthly summaries, spanning 2015-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ON option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 77.7%, a month-end max-pain strike around $105.00, an average put/call ratio of 1.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ON history questions
- How much options history is available for ON?
- This archive holds 135 months of ON options analytics, spanning 2015-04 through 2026-06. Each entry is a monthly rollup of ON's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ON archive.
- What data does each monthly ON aggregate contain?
- Every monthly row summarizes that month of ON option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 77.7%, an average IV rank of 94.5%, a month-end max-pain strike around $105.00, an average put/call ratio of 1.00.
- How is the ON options-history archive built and how often does it update?
- The archive is derived from ON's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ON's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.