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Diodes Incorporated Common Stock DIOD

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Market datapartial · fetched 2026-10-22T16:16:07.741Z

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 · 2026-10-22T16:15:28.125795779Z

FundamentalsAlpha Vantage · unavailable

Share price$83.06
1D-1.9%
$81$82$83$85$865:30 AM6:30 AM9:00 AM1:00 PMDIOD
Sold putSold call

Diodes Incorporated Common Stock options

Live interpolated DIOD call and put midpoint premiums by absolute delta.Diodes Incorporated Common Stock$1.18$7.20$13.22$19.24$25.26$57.25$72.65$88.06$103.46$118.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIOD spot · $83.06DIOD PRICE$1.83$2.43$3.06$3.83$4.62$5.47$6.33$7.33$8.36$9.65$11.08$12.54$14.02$2.23$2.92$3.78$4.75$5.86$7.23$8.58$9.82$11.06$13.22$15.54$18.30$23.53
PutsCheap0.91×
CallsFair0.96×
SkewBearish+0.77 pp
Implied moveBearish±$14.91
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.4076.5%25.5%71.0876.1%17.1%
25Δ98.8777.1%22.0%73.8274.7%14.6%
30Δ95.5076.3%18.7%76.2874.5%12.7%
35Δ92.8277.0%16.4%78.5175.3%11.2%
40Δ90.2678.0%14.2%80.7876.4%9.8%
45Δ87.7977.6%12.3%83.1078.1%8.7%
50Δ85.3377.1%10.4%85.4179.1%7.5%
55Δ83.0376.6%8.8%87.6777.2%6.3%
60Δ80.7676.0%7.3%89.9275.3%5.0%
65Δ78.4476.1%6.1%92.7976.5%4.2%
70Δ76.1076.7%5.0%95.7977.7%3.4%
75Δ73.7775.8%3.9%99.2078.5%2.6%
80Δ71.4573.5%2.9%104.9285.0%2.0%

20Δ

Calls
Pseudo strike
102.40
IV
76.5%
B/E move
25.5%
Puts
Pseudo strike
71.08
IV
76.1%
B/E move
17.1%

25Δ

Calls
Pseudo strike
98.87
IV
77.1%
B/E move
22.0%
Puts
Pseudo strike
73.82
IV
74.7%
B/E move
14.6%

30Δ

Calls
Pseudo strike
95.50
IV
76.3%
B/E move
18.7%
Puts
Pseudo strike
76.28
IV
74.5%
B/E move
12.7%

35Δ

Calls
Pseudo strike
92.82
IV
77.0%
B/E move
16.4%
Puts
Pseudo strike
78.51
IV
75.3%
B/E move
11.2%

40Δ

Calls
Pseudo strike
90.26
IV
78.0%
B/E move
14.2%
Puts
Pseudo strike
80.78
IV
76.4%
B/E move
9.8%

45Δ

Calls
Pseudo strike
87.79
IV
77.6%
B/E move
12.3%
Puts
Pseudo strike
83.10
IV
78.1%
B/E move
8.7%

50Δ

Calls
Pseudo strike
85.33
IV
77.1%
B/E move
10.4%
Puts
Pseudo strike
85.41
IV
79.1%
B/E move
7.5%

55Δ

Calls
Pseudo strike
83.03
IV
76.6%
B/E move
8.8%
Puts
Pseudo strike
87.67
IV
77.2%
B/E move
6.3%

60Δ

Calls
Pseudo strike
80.76
IV
76.0%
B/E move
7.3%
Puts
Pseudo strike
89.92
IV
75.3%
B/E move
5.0%

65Δ

Calls
Pseudo strike
78.44
IV
76.1%
B/E move
6.1%
Puts
Pseudo strike
92.79
IV
76.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
76.10
IV
76.7%
B/E move
5.0%
Puts
Pseudo strike
95.79
IV
77.7%
B/E move
3.4%

75Δ

Calls
Pseudo strike
73.77
IV
75.8%
B/E move
3.9%
Puts
Pseudo strike
99.20
IV
78.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
71.45
IV
73.5%
B/E move
2.9%
Puts
Pseudo strike
104.92
IV
85.0%
B/E move
2.0%

Options history

DIOD67.7767.8767.972026-10-20: 67.84%2026-10-21: 67.90%Oct 20Oct 21
Table
DateIV
67.84%
67.90%