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Cohu, Inc. Common Stock COHU

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-11T15:47:01.575Z

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 · 2026-11-11T15:46:38.114573808Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:47:00.887595+00:00

Share price$47.09
1D-0.7%
$45.94$46.34$46.74$47.13$47.535:30 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$0.49$3.12$5.76$8.39$11.03$30.56$38.68$46.79$54.91$63.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COHU spot · $47.09COHU PRICE$0.77$1.02$1.26$1.51$1.86$2.27$2.69$3.11$3.53$3.94$4.53$5.12$5.71$0.99$1.26$1.52$1.79$2.31$2.83$3.35$3.87$4.39$5.53$7.09$8.66$10.27
PutsCheap0.58×
CallsCheap0.54×
SkewBearish+10.34 pp
Implied moveBearish±$6.04
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5999.9%17.6%41.08110.7%14.9%
25Δ53.2497.6%15.2%42.40105.2%12.6%
30Δ51.8895.3%12.9%43.7299.6%10.4%
35Δ50.5293.0%10.5%45.0394.3%8.2%
40Δ49.4592.4%9.0%45.9594.9%7.3%
45Δ48.5793.0%8.0%46.8795.5%6.5%
50Δ47.6893.5%7.0%47.7996.1%5.6%
55Δ46.7994.1%6.0%48.7196.7%4.8%
60Δ45.9094.7%5.0%49.6297.3%3.9%
65Δ45.0195.2%4.0%51.05102.7%3.3%
70Δ44.1391.2%3.3%52.83111.3%2.9%
75Δ43.2587.0%2.7%54.62120.0%2.4%
80Δ42.3882.9%2.1%56.49120.0%1.8%

20Δ

Calls
Pseudo strike
54.59
IV
99.9%
B/E move
17.6%
Puts
Pseudo strike
41.08
IV
110.7%
B/E move
14.9%

25Δ

Calls
Pseudo strike
53.24
IV
97.6%
B/E move
15.2%
Puts
Pseudo strike
42.40
IV
105.2%
B/E move
12.6%

30Δ

Calls
Pseudo strike
51.88
IV
95.3%
B/E move
12.9%
Puts
Pseudo strike
43.72
IV
99.6%
B/E move
10.4%

35Δ

Calls
Pseudo strike
50.52
IV
93.0%
B/E move
10.5%
Puts
Pseudo strike
45.03
IV
94.3%
B/E move
8.2%

40Δ

Calls
Pseudo strike
49.45
IV
92.4%
B/E move
9.0%
Puts
Pseudo strike
45.95
IV
94.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
48.57
IV
93.0%
B/E move
8.0%
Puts
Pseudo strike
46.87
IV
95.5%
B/E move
6.5%

50Δ

Calls
Pseudo strike
47.68
IV
93.5%
B/E move
7.0%
Puts
Pseudo strike
47.79
IV
96.1%
B/E move
5.6%

55Δ

Calls
Pseudo strike
46.79
IV
94.1%
B/E move
6.0%
Puts
Pseudo strike
48.71
IV
96.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
45.90
IV
94.7%
B/E move
5.0%
Puts
Pseudo strike
49.62
IV
97.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
45.01
IV
95.2%
B/E move
4.0%
Puts
Pseudo strike
51.05
IV
102.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
44.13
IV
91.2%
B/E move
3.3%
Puts
Pseudo strike
52.83
IV
111.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
43.25
IV
87.0%
B/E move
2.7%
Puts
Pseudo strike
54.62
IV
120.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
42.38
IV
82.9%
B/E move
2.1%
Puts
Pseudo strike
56.49
IV
120.0%
B/E move
1.8%

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%