On Holding (ONON) implied move — live earnings data
On Holding (ONON)'s next earnings date isn't confirmed in our dataset yet. Historical context below; live implied move appears here once options price the next report. The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what ONON has actually done on earnings day, report by report.
Updated August 18, 2026 · refreshed daily from live options data · methodology
ONON implied vs actual earnings moves
Each report: what options priced in beforehand (purple) vs the actual peak intraday move (green when it beat implied, grey when it stayed inside).
How ONON's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±7% | ±9.1% | ±14.2% | ±21.6% | ±28.2% |
Recent regime: the 2-year average move (±13.7%) is cooler than or in line with the 10-year average (±15.5%).
What ONON does after the print: follow-through, gap fill, drift
ONON follow-through score: 60% — in 60% of past reports the earnings-day direction kept going in the following session(s) rather than reversing. Gap-fill probability: 20% — how often the opening earnings gap was later filled. PEAD score: 36% — the strength of On Holding's post-earnings announcement drift, the tendency to keep moving in the report's direction over the following days. The average earnings move has played out over about 1.4 trading days. These three come from our DriftLab reaction history and are the same numbers members see on the platform's calendar; they describe how the move unfolds, while the implied move above describes its priced-in size.
What is an implied move?
The implied move is the size of the earnings-day move the options market is pricing in, derived from the at-the-money straddle expiring just after the report. It is a market price, not a forecast. Learn more: how to calculate the implied move, or try the expected move calculator. After the report, options typically reprice sharply — the IV crush calculator shows what an option is worth once implied volatility resets.
This page is the free layer. Members get the decision layer.
For ONON and every stock on the calendar: beat probability against today's implied move, an IV-crush forecast for the morning after, a straddle simulator for this exact report, and the live IV-rush radar — the same data pipeline behind this page, pointed at your trades.