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Best Options Strategy for AON

By Dennis Bosmans · Updated 2026 · 2 min read · Risk disclaimer

Looking for the best options strategy for Aon plc (AON)? There is no single answer — the right play depends on your outlook, your risk tolerance and current implied volatility. Below, our free engine shows the highest-scoring defined-risk strategy on the live AON option chain right now, and a simple map from your view on AON to the strategy that fits it. Model any of them in the calculator before you trade.

About AON

Aon plc (AON) is a major company in Insurance Brokers. Options traders on AON tend to watch , since these can drive large moves in the share price.

About Aon plc

# About Aon plc

Aon operates a global professional services business serving clients across insurance, employee benefits, and wealth management. The company functions through two main divisions: Risk Capital handles commercial insurance brokerage, specialty risk consulting, reinsurance intermediation, and merger advisory services for corporate clients. Human Capital focuses on health and benefits consulting, retirement planning, talent advisory, and investment management. Beyond these core segments, Aon also structures insurance-linked securities, manages captive insurance programs, provides actuarial and pension administration services, and advises on corporate finance and capital markets strategies. The firm serves corporations, institutional investors, public pension plans, and endowments across the Americas, Europe, the Middle East, Africa, and Asia Pacific.

Aon generates revenue primarily through advisory fees, commissions on insurance placements and benefit programs, and management fees from investment and retirement services. Its scale spans a truly international operation, with significant presence in developed financial markets and growing exposure in emerging regions.…

Today's top-scoring strategy for AON

Our engine ranks defined-risk strategies on the live AON chain by probability of profit and risk/reward, then surfaces the best-scoring one. It is an educational illustration, not advice.

Long Call Butterfly neutral
Price: $100.00Implied volatility: 32%Expiration: 2026-07-17 (30d)
ActionQtyTypeStrikePremium
BuyCALL$95$6.83
SellCALL$100$3.82
BuyCALL$105$1.87
P/L at expiry vs today At expiry Today ±1σ
$82$100$118
Max Profit
$394
Max Loss
−$106
Net Debit (cost)
$106
Breakeven(s)
$96.06, $103.94
Position Greeks
Δ
0.43
Γ
−1.202
Θ
1.69
ν
−3.16
Time decay (price held)

Simulation

Forward simulation of 6,000 lognormal price paths to expiration — not a historical backtest.

Win rate
33%
Mean P/L
−$2
Median
−$106
Exp. move (1σ)
9%
5th pct
−$106
25th pct
−$106
75th pct
$96
95th pct
$333

Strategy analysis

Simulated price paths (time × price)
now $100BE $96BE $104$86$101$1160d15d30d
$-100$144$388

Greeks vs price

Δ — $ P/L per $1 move in the underlying (share-equivalent exposure).
Θ — $ P/L per day from time decay.
ν — $ P/L per +1% in implied volatility.
Γ — how fast delta changes per $1 move.

Price × volatility (today)

−30%−15%IV+15%+30%
$125−$105−$103−$99−$94−$89
$120−$102−$96−$88−$82−$77
$115−$88−$77−$69−$64−$61
$110−$50−$42−$40−$41−$43
$105$10−$1−$11−$20−$28
$100$42$18$0−$13−$23
$95$3−$7−$16−$25−$32
$90−$64−$55−$52−$51−$52
$85−$98−$91−$84−$78−$75
$80−$105−$103−$100−$96−$92
$75−$106−$106−$105−$104−$101
Analyze AON in the calculator → Share this pick ↗

Illustrative example at AON's latest available price, computed with the same engine as the tool. Live option fills and the real IV skew refresh during US market hours.

Implied volatility

AON typically trades with moderate implied volatility, broadly in line with other large-cap stocks. Implied volatility drives option prices, so it is worth checking the live chain before you trade.

AON insider trading activity (SEC Form 4)

Open-market insider transactions at AON over roughly the last six months, from SEC Form 4 filings. Open-market buys are the rarer, more telling signal — routine selling under pre-arranged plans is common, so read a net-selling figure with that in mind.

Open-market buys
0 · —
Open-market sells
7 · $1.7M
Net (buy − sell)
−$1.7M
InsiderActionSharesValueDate
Zeidel DarrenSell475$181K2026-07-28
Zeidel DarrenSell725$274K2026-07-28
Zeidel DarrenSell700$263K2026-07-28
Zeidel DarrenSell675$252K2026-07-17
Zeidel DarrenSell650$242K2026-07-17
Zeidel DarrenSell625$231K2026-07-17

Source: SEC Form 4 filings via Finnhub. Open-market purchases (P) and sales (S) only — grants, option exercises, gifts and tax withholding are excluded. Informational context, not investment advice.

Earnings & IV crush

AON's next earnings report is due around October 30, 2026. Options that expire after it price in a binary move, so their implied volatility is elevated and usually collapses right after the announcement — an "IV crush". If your expiration falls before this date, the trade sidesteps the event.

Dividend and assignment risk

AON pays a dividend of about 1.1% a year, so short or covered calls on it carry early-assignment risk around each ex-dividend date — in-the-money calls are most exposed just before the stock goes ex-dividend.

Key figures

Market cap
$64.2B
Beta (vs market)
0.66
52-week range
$302.44–$382.34
Short interest
1.8% of float · 4.2 days to cover

How to choose an options strategy for AON

Start with your outlook on AON, then match it to a defined-risk structure. Here are the most common choices and when each makes sense:

Bullish

You expect AON to rise

Buy a call for leverage with capped risk, or a bull call spread to lower the cost and breakeven when you have a target price.

Long Call → Bull Call Spread →

Bearish

You expect AON to fall

Buy a put to profit from a decline with defined risk, or a bear put spread to cheapen the trade when you expect a measured move down.

Long Put → Bear Put Spread →

Neutral

You expect AON to trade in a range

Sell an iron condor to collect premium while AON stays between two strikes, or write a covered call against shares you already own.

Iron Condor → Covered Call →

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How we pick the best strategy

For each ticker we pull the live option chain, build every supported strategy around the at-the-money strikes, and score them on probability of profit, risk/reward and capital efficiency — favouring defined-risk structures where the maximum loss is known up front. Methodology →

Open AON in the free calculator →

Frequently asked questions

What is the best options strategy for AON?

It depends on your outlook. Bullish traders often use a long call or bull call spread on AON; bearish traders a long put or bear put spread; neutral traders an iron condor or covered call. Our live scan above shows the current highest-scoring defined-risk play.

Are AON options liquid enough to trade?

Aon plc (AON) is among the most actively-traded US options, which usually means tight bid/ask spreads and plenty of strikes and expirations — though you should always check the open interest and spread on the exact contract.

How much money do I need to trade AON options?

Buying a single AON call or put can cost as little as the premium (often one to a few hundred dollars), while income strategies like a cash-secured put need enough capital to buy 100 shares if assigned.

Is this financial advice?

No. Everything here is educational and uses delayed, third-party data. It is not a recommendation to trade AON or any security. Do your own research.

What does Aon plc do?

Aon plc (AON) operates in the Insurance Brokers industry. The "About Aon plc" section above gives a fuller picture of what the company does and how it earns money.

Does Aon plc pay a dividend?

Yes — Aon plc currently pays a dividend yielding about 1.1%. If you hold the shares (for example to write a covered call), the ex-dividend date can trigger early assignment, so check it beforehand.

When does Aon plc next report earnings?

Aon plc's next earnings are expected around October 30, 2026. Implied volatility usually climbs into the report and drops sharply afterwards (IV crush) — important for any options position held over the date.

Price trend

Short term · 1M
▼ -14.1%
Mid term · 3M
▼ -9.7%
Long term · 1Y
▼ -18.6%

Tickers related to AON

Comparing AON with similar names can help you choose the best options strategy:

MRSHMarsh & McLennan Companies, Inc.AJGArthur J. Gallagher & Co.AIZAssurant, Inc.ALLEAllegion plc

Company information

Headquarters
15 George's Quay, Dublin 2, Dublin, D02 VR98, Ireland
Industry
Insurance Brokers
Employees
60,000
CEO
Mr. Gregory Clarence Case
Phone
353 1 266 6000
Website
www.aon.com

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Educational use only. Quotes are delayed ~15 minutes and nothing here is financial advice. Options trading involves substantial risk of loss. Privacy · Terms.