ON Semiconductor has an Implied Volatility (IV) of 49.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ON is 20 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for ON is -1.04 standard deviations away from its 1 year mean.
Market Cap | $32.69B |
---|---|
Next Earnings Date | 5/1/2023 (33d) |
Implied Volatility (IV) 30d | 49.42 |
Implied Volatility Rank (IVR) 1y | 20.18 |
Implied Volatility Percentile (IVP) 1y | 17.69 |
Historical Volatility (HV) 30d | 44.67 |
IV / HV | 1.11 |
Open Interest | 220.11K |
Option Volume | 26.95K |
Put/Call Ratio (Volume) | 0.70 |
Data was calculated after the 3/28/2023 closing.