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Cohu, Inc. Common Stock COHU

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Market datapartial · fetched 2026-10-22T04:42:18.031Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T21:52:57.443422622Z

FundamentalsAlpha Vantage · unavailable

Share price$55.30
1D+2.2%
AH$53.58$54.37$55.16$55.94$56.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOHU
Sold putSold callAH

Cohu, Inc. Common Stock options

Live interpolated COHU call and put midpoint premiums by absolute delta.Cohu, Inc. Common Stock$0.89$5.83$10.77$15.71$20.65$36.22$47.09$57.96$68.84$79.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COHU spot · $55.30COHU PRICE$1.43$1.90$2.40$2.88$3.36$3.96$4.63$5.30$6.22$7.22$8.22$9.66$11.16$1.91$2.65$3.38$4.10$4.83$5.66$6.76$7.86$9.30$10.99$13.49$17.12$19.23
PutsExpensive1.11×
CallsExpensive1.10×
SkewBearish+6.43 pp
Implied moveBearish±$11.39
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.4491.7%31.8%45.9294.0%20.4%
25Δ68.4291.7%27.2%47.9095.7%18.2%
30Δ65.7791.8%23.3%49.8797.5%15.9%
35Δ63.2989.5%19.7%51.7695.1%13.8%
40Δ60.8786.2%16.1%53.6492.4%11.7%
45Δ58.8884.9%13.6%55.5190.4%9.8%
50Δ57.1484.7%11.7%57.3590.3%8.5%
55Δ55.4084.4%9.8%59.1990.2%7.2%
60Δ53.6785.3%8.3%61.2690.8%6.0%
65Δ51.9586.4%7.0%63.5292.0%5.0%
70Δ50.2387.6%5.7%66.5196.3%4.1%
75Δ48.1989.2%4.6%70.53103.6%3.4%
80Δ46.1090.8%3.5%73.2099.5%2.4%

20Δ

Calls
Pseudo strike
71.44
IV
91.7%
B/E move
31.8%
Puts
Pseudo strike
45.92
IV
94.0%
B/E move
20.4%

25Δ

Calls
Pseudo strike
68.42
IV
91.7%
B/E move
27.2%
Puts
Pseudo strike
47.90
IV
95.7%
B/E move
18.2%

30Δ

Calls
Pseudo strike
65.77
IV
91.8%
B/E move
23.3%
Puts
Pseudo strike
49.87
IV
97.5%
B/E move
15.9%

35Δ

Calls
Pseudo strike
63.29
IV
89.5%
B/E move
19.7%
Puts
Pseudo strike
51.76
IV
95.1%
B/E move
13.8%

40Δ

Calls
Pseudo strike
60.87
IV
86.2%
B/E move
16.1%
Puts
Pseudo strike
53.64
IV
92.4%
B/E move
11.7%

45Δ

Calls
Pseudo strike
58.88
IV
84.9%
B/E move
13.6%
Puts
Pseudo strike
55.51
IV
90.4%
B/E move
9.8%

50Δ

Calls
Pseudo strike
57.14
IV
84.7%
B/E move
11.7%
Puts
Pseudo strike
57.35
IV
90.3%
B/E move
8.5%

55Δ

Calls
Pseudo strike
55.40
IV
84.4%
B/E move
9.8%
Puts
Pseudo strike
59.19
IV
90.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
53.67
IV
85.3%
B/E move
8.3%
Puts
Pseudo strike
61.26
IV
90.8%
B/E move
6.0%

65Δ

Calls
Pseudo strike
51.95
IV
86.4%
B/E move
7.0%
Puts
Pseudo strike
63.52
IV
92.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
50.23
IV
87.6%
B/E move
5.7%
Puts
Pseudo strike
66.51
IV
96.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
48.19
IV
89.2%
B/E move
4.6%
Puts
Pseudo strike
70.53
IV
103.6%
B/E move
3.4%

80Δ

Calls
Pseudo strike
46.10
IV
90.8%
B/E move
3.5%
Puts
Pseudo strike
73.20
IV
99.5%
B/E move
2.4%

Options history

No recorded observations