ON · Expected Move
ON Semiconductor Corp
The expected move for ON is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ON straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ON Expected Move
30-Day Straddle
$11.38
7-Day Straddle
$6.37
30-Day ATM IV
67.3%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to ON's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ON Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.38 | $6.37 | 67.3% | 35% |
| 20261021 | $11.77 | $6.38 | 67.1% | 35% |
| 20261020 | $11.03 | $6.47 | 63.3% | 27% |
| 20261019 | $11.43 | $5.23 | 65.5% | 32% |
| 20261016 | $11.20 | $4.58 | 68.3% | 37% |
| 20261015 | $10.43 | $5.43 | 63.6% | 28% |
| 20261014 | $10.35 | $5.89 | 63.5% | 28% |
| 20261013 | $11.12 | $5.81 | 62.6% | 25% |
| 20261012 | $10.85 | $3.70 | 61.2% | 23% |
| 20261009 | $10.93 | $4.28 | 60.8% | 22% |
| 20261008 | $11.22 | $5.05 | 63.6% | 28% |
| 20261007 | $11.23 | $5.00 | 60.1% | 20% |
| 20261006 | $11.98 | $6.15 | 59.5% | 19% |
| 20261005 | $12.00 | $3.76 | 57.3% | 14% |
| 20261002 | $10.80 | $4.98 | 59.9% | 20% |
| 20261001 | $10.22 | $5.17 | 58.9% | 18% |
| 20260930 | $10.43 | $4.71 | 59.4% | 19% |
| 20260929 | $10.47 | $5.88 | 59.2% | 18% |
| 20260928 | $10.93 | $4.16 | 60.1% | 20% |
| 20260925 | $9.22 | $4.69 | 56.1% | 12% |
| 20260924 | $8.88 | $4.64 | 55.1% | 10% |
| 20260923 | $9.32 | $5.18 | 55.4% | 10% |
| 20260922 | $9.60 | $5.38 | 55.0% | 9% |
| 20260921 | $8.97 | $3.62 | 53.7% | 7% |
| 20260918 | $8.35 | $3.85 | 53.8% | 7% |
| 20260917 | $8.35 | $4.35 | 53.2% | 6% |
| 20260916 | $8.50 | $5.33 | 55.6% | 11% |
| 20260915 | $10.20 | $6.45 | 58.2% | 16% |
| 20260914 | $9.97 | $5.03 | 56.3% | 12% |
| 20260911 | $9.43 | $5.35 | 55.8% | 11% |
| 20260910 | $7.82 | $5.13 | 50.5% | 0% |
| 20260909 | $9.05 | $5.29 | 56.0% | 11% |
| 20260908 | $9.55 | $6.23 | 57.9% | 15% |
| 20260904 | $8.54 | $3.75 | 51.7% | 2% |
| 20260903 | $9.00 | $4.25 | 53.6% | 6% |
| 20260902 | $8.62 | $4.08 | 52.8% | 4% |
| 20260901 | $9.07 | $4.50 | 52.9% | 4% |
| 20260831 | $9.18 | $3.10 | 52.7% | 4% |
| 20260828 | $7.97 | $3.62 | 50.9% | 0% |
| 20260827 | $9.07 | $4.40 | 53.4% | 2% |
| 20260826 | $9.03 | $4.71 | 54.5% | 5% |
| 20260825 | $9.03 | $5.00 | 53.9% | 3% |
| 20260824 | $9.20 | $3.41 | 55.0% | 5% |
| 20260821 | $8.82 | $4.10 | 52.5% | 0% |
| 20260820 | $8.98 | $4.54 | 54.1% | 3% |
| 20260819 | $9.82 | $5.42 | 55.4% | 6% |
| 20260818 | $10.80 | $5.94 | 57.9% | 11% |
| 20260817 | $11.35 | $4.04 | 56.5% | 8% |
| 20260814 | $9.47 | $4.59 | 52.8% | 0% |
| 20260813 | $10.07 | $5.16 | 56.2% | 2% |
| 20260812 | $10.38 | $5.46 | 55.3% | 3% |
| 20260811 | $11.35 | $6.01 | 59.9% | 14% |
| 20260810 | $11.57 | $4.52 | 60.8% | 16% |
| 20260807 | — | — | 64.3% | 24% |
| 20260806 | $12.45 | $6.86 | 70.0% | 37% |
| 20260805 | $12.55 | $7.58 | 72.0% | 43% |
| 20260804 | $14.03 | $8.55 | 75.6% | 52% |
| 20260803 | $16.70 | $9.30 | 86.6% | 76% |
| 20260731 | $15.75 | $10.48 | 86.1% | 75% |
| 20260730 | $16.02 | $11.20 | 85.2% | 73% |
More on ON
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.