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Cohu, Inc. Common Stock COHU

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Market datapartial · fetched 2026-10-22T13:44:48.050Z

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 · 2026-10-22T13:42:39.538049578Z

FundamentalsAlpha Vantage · unavailable

Share price$50.28
1D-3.7%
$50.00$50.75$51.50$52.26$53.015:30 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$1.17$4.84$8.51$12.18$15.85$32.12$44.13$56.14$68.14$80.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COHU spot · $50.28COHU PRICE$1.57$1.96$2.35$2.77$3.21$3.96$4.85$5.74$6.77$7.90$9.03$10.56$12.09$1.63$2.20$2.78$3.36$3.94$4.68$5.95$7.22$8.48$9.73$10.98$12.73$14.80
PutsCheap0.92×
CallsExpensive1.27×
SkewBullish-16.78 pp
Implied moveBearish±$10.80
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.81113.9%42.0%42.2785.7%19.2%
25Δ65.48107.1%34.1%43.9388.4%17.0%
30Δ61.14100.3%26.3%45.5689.3%14.9%
35Δ58.2095.5%21.3%47.1686.7%12.9%
40Δ55.7691.5%17.3%48.7584.2%10.9%
45Δ53.8993.5%15.1%50.3882.9%9.1%
50Δ52.2798.2%13.6%52.1586.4%8.1%
55Δ50.66102.9%12.2%53.9290.0%7.1%
60Δ48.85106.2%10.6%55.7091.5%6.1%
65Δ46.90108.5%9.0%57.5189.9%5.0%
70Δ44.95110.9%7.4%59.3288.2%3.9%
75Δ42.70112.6%5.9%61.5587.4%2.9%
80Δ40.46114.4%4.5%64.0387.0%2.1%

20Δ

Calls
Pseudo strike
69.81
IV
113.9%
B/E move
42.0%
Puts
Pseudo strike
42.27
IV
85.7%
B/E move
19.2%

25Δ

Calls
Pseudo strike
65.48
IV
107.1%
B/E move
34.1%
Puts
Pseudo strike
43.93
IV
88.4%
B/E move
17.0%

30Δ

Calls
Pseudo strike
61.14
IV
100.3%
B/E move
26.3%
Puts
Pseudo strike
45.56
IV
89.3%
B/E move
14.9%

35Δ

Calls
Pseudo strike
58.20
IV
95.5%
B/E move
21.3%
Puts
Pseudo strike
47.16
IV
86.7%
B/E move
12.9%

40Δ

Calls
Pseudo strike
55.76
IV
91.5%
B/E move
17.3%
Puts
Pseudo strike
48.75
IV
84.2%
B/E move
10.9%

45Δ

Calls
Pseudo strike
53.89
IV
93.5%
B/E move
15.1%
Puts
Pseudo strike
50.38
IV
82.9%
B/E move
9.1%

50Δ

Calls
Pseudo strike
52.27
IV
98.2%
B/E move
13.6%
Puts
Pseudo strike
52.15
IV
86.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
50.66
IV
102.9%
B/E move
12.2%
Puts
Pseudo strike
53.92
IV
90.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
48.85
IV
106.2%
B/E move
10.6%
Puts
Pseudo strike
55.70
IV
91.5%
B/E move
6.1%

65Δ

Calls
Pseudo strike
46.90
IV
108.5%
B/E move
9.0%
Puts
Pseudo strike
57.51
IV
89.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
44.95
IV
110.9%
B/E move
7.4%
Puts
Pseudo strike
59.32
IV
88.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
42.70
IV
112.6%
B/E move
5.9%
Puts
Pseudo strike
61.55
IV
87.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
40.46
IV
114.4%
B/E move
4.5%
Puts
Pseudo strike
64.03
IV
87.0%
B/E move
2.1%

Options history

No recorded observations