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
$18.68
7-Day Straddle
$8.73
Avg IV
1.0%
IV Rank
45%
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
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%
20260609 $21.70 $13.45 0.8% 53%
20260608 $22.32 $10.18 0.8% 52%
20260605 $20.12 $11.77 0.8% 56%
20260604 $20.73 $11.85 0.8% 56%
20260603 $22.25 $13.82 0.8% 51%
20260602 $20.90 $13.65 0.8% 53%
20260601 $20.20 $9.05 0.7% 41%
20260529 $18.25 $9.75 0.7% 43%
20260528 $20.07 $10.93 0.8% 50%
20260527 $20.50 $13.02 0.8% 44%
20260526 $21.90 $14.03 0.7% 43%
20260522 $16.62 $7.40 1.0% 100%
20260521 $15.25 $7.83 0.8% 71%
20260520 $16.30 $9.18 0.8% 74%
20260519 $15.78 $9.75 1.0% 100%
20260518 $17.00 $7.47 0.9% 84%
20260515 $17.05 $8.50 0.7% 53%
20260514 $18.62 $10.50 0.7% 47%
20260513 $18.73 $11.45 0.7% 55%
20260512 $14.82 $9.60 0.7% 39%
20260511 $15.85 $6.64 0.7% 35%
20260510 $15.70 $6.80 0.6% 35%
20260508 $13.80 $6.80 0.6% 21%
20260507 $13.45 $7.60 0.7% 50%
20260506 $15.00 $8.82 0.7% 53%
20260505 $14.35 $8.38 0.6% 36%
20260504 $17.52 $11.82 0.8% 75%
20260502 $15.98 $11.60 0.8% 64%
20260501 $15.95 $11.38 0.8% 65%
20260430 $15.95 $11.62 0.7% 62%