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Diodes Incorporated Common Stock DIOD

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Market dataready · fetched 2026-11-04T04:05:54.122Z

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 · 2026-11-03T21:00:02.814637284Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:05:53.452223+00:00

Share price$84.24
1D+1.5%
AH$82.82$83.48$84.13$84.79$85.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIOD
Sold putSold callAH

Diodes Incorporated Common Stock options

Live interpolated DIOD call and put midpoint premiums by absolute delta.Diodes Incorporated Common Stock$1.34$5.59$9.85$14.11$18.37$63.08$73.68$84.27$94.87$105.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIOD spot · $84.24DIOD PRICE$1.80$2.40$3.00$3.59$4.18$5.21$6.30$7.36$8.37$9.44$10.75$12.07$14.21$2.37$3.17$3.90$4.61$5.78$7.04$8.16$9.18$10.32$11.88$13.45$15.30$17.14
PutsExpensive1.24×
CallsExpensive1.41×
SkewBullish-0.34 pp
Implied moveBearish±$14.46
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.5891.2%22.7%71.63103.2%17.8%
25Δ99.5798.0%21.1%74.38103.5%15.5%
30Δ96.2396.1%17.8%77.00100.1%13.2%
35Δ93.2093.2%14.9%79.5895.6%11.0%
40Δ90.3589.7%12.2%81.8796.7%9.7%
45Δ88.2293.0%10.9%84.0998.8%8.5%
50Δ86.2097.3%9.8%86.2497.7%7.3%
55Δ84.0899.1%8.6%88.3394.2%6.0%
60Δ81.8497.5%7.1%90.4691.2%4.9%
65Δ79.6096.0%5.7%92.7690.1%4.0%
70Δ77.3794.9%4.6%95.0788.9%3.1%
75Δ75.1493.8%3.5%97.5386.6%2.4%
80Δ72.3295.5%2.7%99.9984.3%1.7%

20Δ

Calls
Pseudo strike
101.58
IV
91.2%
B/E move
22.7%
Puts
Pseudo strike
71.63
IV
103.2%
B/E move
17.8%

25Δ

Calls
Pseudo strike
99.57
IV
98.0%
B/E move
21.1%
Puts
Pseudo strike
74.38
IV
103.5%
B/E move
15.5%

30Δ

Calls
Pseudo strike
96.23
IV
96.1%
B/E move
17.8%
Puts
Pseudo strike
77.00
IV
100.1%
B/E move
13.2%

35Δ

Calls
Pseudo strike
93.20
IV
93.2%
B/E move
14.9%
Puts
Pseudo strike
79.58
IV
95.6%
B/E move
11.0%

40Δ

Calls
Pseudo strike
90.35
IV
89.7%
B/E move
12.2%
Puts
Pseudo strike
81.87
IV
96.7%
B/E move
9.7%

45Δ

Calls
Pseudo strike
88.22
IV
93.0%
B/E move
10.9%
Puts
Pseudo strike
84.09
IV
98.8%
B/E move
8.5%

50Δ

Calls
Pseudo strike
86.20
IV
97.3%
B/E move
9.8%
Puts
Pseudo strike
86.24
IV
97.7%
B/E move
7.3%

55Δ

Calls
Pseudo strike
84.08
IV
99.1%
B/E move
8.6%
Puts
Pseudo strike
88.33
IV
94.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
81.84
IV
97.5%
B/E move
7.1%
Puts
Pseudo strike
90.46
IV
91.2%
B/E move
4.9%

65Δ

Calls
Pseudo strike
79.60
IV
96.0%
B/E move
5.7%
Puts
Pseudo strike
92.76
IV
90.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
77.37
IV
94.9%
B/E move
4.6%
Puts
Pseudo strike
95.07
IV
88.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
75.14
IV
93.8%
B/E move
3.5%
Puts
Pseudo strike
97.53
IV
86.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
72.32
IV
95.5%
B/E move
2.7%
Puts
Pseudo strike
99.99
IV
84.3%
B/E move
1.7%

Options history

IV · four-Friday blend70.70%
Daily EOD
DIOD65.7%68.4%71.1%2026-10-19: 66.06%2026-10-20: 67.84%2026-10-21: 67.90%2026-10-22: 69.44%2026-10-23: 70.36%2026-10-26: 70.64%2026-10-27: 70.02%2026-10-28: 68.34%2026-10-29: 69.86%2026-10-30: 70.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.06%
67.84%
67.90%
69.44%
70.36%
70.64%
70.02%
68.34%
69.86%
70.70%