On Holding AG (ONON) Options History
Historical options analytics archive for ONON with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
ONON monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ONON. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 20 | 55.1% | 56.5% | $35.50 | -$127.8K | $10.0M | 1.39 |
| 2026-06 | 21 | 45.0% | 26.2% | $37.50 | -$885.4K | $30.1M | 1.16 |
| 2026-05 | 20 | 52.6% | 49.0% | $37.50 | $4.2M | -$123.4M | 0.80 |
| 2026-04 | 20 | 58.5% | 58.9% | $30.00 | $1.1M | -$4.1M | 1.13 |
| 2026-03 | 22 | 49.3% | 26.2% | $35.00 | $872.1K | $31.3M | 1.36 |
| 2026-02 | 19 | 61.7% | 51.5% | $40.00 | $9.7M | -$391.5M | 0.54 |
This archive aggregates ONON's daily end-of-day options snapshots into monthly summaries, spanning 2021-10 through 2026-07. 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 ONON 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 (2026-07) shows an average ATM implied volatility near 55.1%, a month-end max-pain strike around $35.50, an average put/call ratio of 1.39.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Frequently asked ONON history questions
- How much options history is available for ONON?
- This archive holds 58 months of ONON options analytics, spanning 2021-10 through 2026-07. Each entry is a monthly rollup of ONON'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 ONON archive.
- What data does each monthly ONON aggregate contain?
- Every monthly row summarizes that month of ONON 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, 2026-07 recorded an average ATM implied volatility near 55.1%, an average IV rank of 56.5%, a month-end max-pain strike around $35.50, an average put/call ratio of 1.39.
- How is the ONON options-history archive built and how often does it update?
- The archive is derived from ONON'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 ONON's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.