ON (ON Semiconductor Corp)

Expected Move & Straddle Price History

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).

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.

Current ON Expected Move
30-Day Straddle
$8.54
7-Day Straddle
$3.75
Avg IV
0.6%
IV Rank
3%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $8.54 $3.75 0.6% 3%
20260903 $9.00 $4.25 0.6% 5%
20260902 $8.62 $4.08 0.6% 2%
20260901 $9.07 $4.50 0.6% 3%
20260831 $9.18 $3.10 0.6% 3%
20260828 $7.97 $3.62 0.6% 4%
20260827 $9.07 $4.40 0.6% 4%
20260826 $9.03 $4.71 0.6% 5%
20260825 $9.03 $5.00 0.6% 4%
20260824 $9.20 $3.41 0.6% 5%
20260821 $8.82 $4.10 0.8% 32%
20260820 $8.98 $4.54 0.9% 38%
20260819 $9.82 $5.42 1.0% 48%
20260818 $10.80 $5.94 0.9% 36%
20260817 $11.35 $4.04 1.0% 50%
20260814 $9.47 $4.59 0.5% 0%
20260813 $10.07 $5.16 0.6% 0%
20260812 $10.38 $5.46 0.6% 2%
20260811 $11.35 $6.01 0.6% 4%
20260810 $11.57 $4.52 0.6% 8%
20260806 $12.45 $6.86 0.8% 23%
20260805 $12.55 $7.58 0.7% 21%
20260804 $14.03 $8.55 0.8% 22%
20260803 $16.70 $9.30 0.9% 33%
20260731 $15.75 $10.48 0.9% 35%
20260730 $16.02 $11.20 0.9% 35%
20260729 $16.05 $11.97 0.9% 38%
20260728 $17.17 $12.50 0.9% 35%
20260727 $19.12 $6.97 0.9% 37%
20260724 $16.62 $7.96 0.9% 43%
20260723 $18.68 $8.73 1.0% 45%
20260722 $20.50 $11.40 1.0% 49%
20260721 $20.08 $11.62 1.0% 49%
20260720 $19.52 $8.47 1.0% 45%
20260716 $18.35 $9.35 0.9% 43%
20260715 $19.75 $9.93 0.9% 43%
20260714 $20.10 $11.45 1.0% 45%
20260713 $19.60 $6.92 1.0% 44%
20260710 $19.77 $7.80 1.0% 45%
20260709 $21.42 $9.85 1.0% 52%
20260708 $20.77 $10.05 1.0% 47%
20260707 $20.27 $9.77 1.0% 46%
20260706 $20.33 $7.43 1.0% 47%
20260702 $16.75 $8.10 0.9% 38%
20260701 $18.30 $8.77 0.8% 36%
20260630 $17.62 $10.27 0.8% 36%
20260629 $16.02 $5.78 0.8% 34%
20260626 $15.75 $8.32 0.9% 38%
20260625 $22.15 $10.93 0.8% 35%
20260624 $22.10 $11.95 0.8% 36%
20260623 $22.88 $13.03 0.8% 35%
20260622 $25.48 $10.95 0.9% 39%
20260618 $20.93 $11.12 1.4% 100%
20260617 $19.23 $10.45 1.3% 98%
20260616 $19.93 $12.82 1.3% 100%
20260615 $22.68 $8.38 1.1% 100%
20260613 $19.50 $9.40 0.8% 48%
20260612 $19.60 $9.45 0.8% 45%
20260611 $20.50 $11.80 0.8% 53%
20260610 $20.05 $12.30 0.8% 53%