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Cohu, Inc. Common Stock COHU

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-05T18:44:46.965Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T18:44:02.608183717Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T18:44:44.418664+00:00

Share price$35.78
1D-14.9%
$35$37$39$41$435:30 AM6:30 AM9:00 AM1:00 PMCOHU
Sold putSold call

Cohu, Inc. Common Stock options

Live interpolated COHU call and put midpoint premiums by absolute delta.Cohu, Inc. Common Stock$0.65$2.84$5.02$7.21$9.39$20.64$31.20$41.76$52.33$62.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COHU spot · $35.78COHU PRICE$0.89$1.14$1.40$1.66$2.08$2.50$2.92$3.34$3.94$5.01$6.08$7.15$8.60$1.00$1.38$1.76$2.14$2.52$3.08$3.70$4.33$4.96$5.58$6.59$7.67$8.76
PutsCheap0.69×
CallsFair1.01×
SkewBullish-16.63 pp
Implied moveBearish±$6.63
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.55121.3%29.8%30.49107.1%17.6%
25Δ43.62118.2%25.1%31.54106.8%15.7%
30Δ41.79113.5%20.7%32.60106.6%13.8%
35Δ39.98108.9%16.4%33.65106.3%11.9%
40Δ38.93109.7%14.6%34.71106.0%10.0%
45Δ37.87110.5%12.8%35.74105.8%8.7%
50Δ36.82111.3%11.1%36.75105.6%7.6%
55Δ35.76112.1%9.3%37.77105.4%6.5%
60Δ34.62115.5%7.8%38.79105.1%5.4%
65Δ33.25125.9%6.9%39.81104.9%4.3%
70Δ31.89136.2%6.1%41.11104.1%3.5%
75Δ30.52146.6%5.3%42.47103.1%2.8%
80Δ28.70155.3%4.3%43.83102.1%2.0%

20Δ

Calls
Pseudo strike
45.55
IV
121.3%
B/E move
29.8%
Puts
Pseudo strike
30.49
IV
107.1%
B/E move
17.6%

25Δ

Calls
Pseudo strike
43.62
IV
118.2%
B/E move
25.1%
Puts
Pseudo strike
31.54
IV
106.8%
B/E move
15.7%

30Δ

Calls
Pseudo strike
41.79
IV
113.5%
B/E move
20.7%
Puts
Pseudo strike
32.60
IV
106.6%
B/E move
13.8%

35Δ

Calls
Pseudo strike
39.98
IV
108.9%
B/E move
16.4%
Puts
Pseudo strike
33.65
IV
106.3%
B/E move
11.9%

40Δ

Calls
Pseudo strike
38.93
IV
109.7%
B/E move
14.6%
Puts
Pseudo strike
34.71
IV
106.0%
B/E move
10.0%

45Δ

Calls
Pseudo strike
37.87
IV
110.5%
B/E move
12.8%
Puts
Pseudo strike
35.74
IV
105.8%
B/E move
8.7%

50Δ

Calls
Pseudo strike
36.82
IV
111.3%
B/E move
11.1%
Puts
Pseudo strike
36.75
IV
105.6%
B/E move
7.6%

55Δ

Calls
Pseudo strike
35.76
IV
112.1%
B/E move
9.3%
Puts
Pseudo strike
37.77
IV
105.4%
B/E move
6.5%

60Δ

Calls
Pseudo strike
34.62
IV
115.5%
B/E move
7.8%
Puts
Pseudo strike
38.79
IV
105.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
33.25
IV
125.9%
B/E move
6.9%
Puts
Pseudo strike
39.81
IV
104.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
31.89
IV
136.2%
B/E move
6.1%
Puts
Pseudo strike
41.11
IV
104.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
30.52
IV
146.6%
B/E move
5.3%
Puts
Pseudo strike
42.47
IV
103.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
28.70
IV
155.3%
B/E move
4.3%
Puts
Pseudo strike
43.83
IV
102.1%
B/E move
2.0%

Options history

IV · four-Friday blend78.73%
Daily EOD
COHU75.4%79.7%83.9%2026-10-19: 79.59%2026-10-20: 80.30%2026-10-21: 79.87%2026-10-22: 82.91%2026-10-23: 81.83%2026-10-26: 82.71%2026-10-27: 82.35%2026-10-28: 83.36%2026-10-29: 75.99%2026-10-30: 78.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.59%
80.30%
79.87%
82.91%
81.83%
82.71%
82.35%
83.36%
75.99%
78.73%