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Diodes Incorporated Common Stock DIOD

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Market dataready · fetched 2026-11-12T00:57:07.011Z

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 · 2026-11-11T21:00:03.457743915Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:57:06.450707+00:00

Share price$91.27
1D+2.0%
AH$89$91$92$93$955:30 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$1.04$3.74$6.43$9.12$11.82$62.39$76.08$89.77$103.45$117.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIOD spot · $91.27DIOD PRICE$1.34$1.63$2.08$2.56$3.04$3.56$4.08$4.60$5.39$6.45$7.50$8.84$11.04$1.64$2.02$2.35$2.62$2.89$3.56$4.54$5.51$6.49$7.30$8.10$8.90$9.74
PutsCheap0.62×
CallsCheap0.55×
SkewBullish-5.08 pp
Implied moveBearish±$8.61
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.0090.1%15.4%81.2495.7%12.8%
25Δ100.4981.6%11.9%83.8388.6%10.4%
30Δ98.5180.2%10.2%85.9281.5%8.4%
35Δ96.7880.0%8.8%87.6074.3%6.9%
40Δ95.0579.7%7.5%89.2967.2%5.3%
45Δ93.6077.8%6.4%90.7966.2%4.4%
50Δ92.1575.8%5.4%92.1769.8%4.0%
55Δ90.7173.9%4.4%93.5473.4%3.6%
60Δ89.2274.1%3.7%94.9177.0%3.1%
65Δ87.6976.3%3.1%96.2174.3%2.6%
70Δ86.1678.5%2.6%97.5071.2%2.0%
75Δ84.3781.8%2.1%98.7968.2%1.5%
80Δ81.8188.8%1.7%100.1165.1%1.0%

20Δ

Calls
Pseudo strike
104.00
IV
90.1%
B/E move
15.4%
Puts
Pseudo strike
81.24
IV
95.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
100.49
IV
81.6%
B/E move
11.9%
Puts
Pseudo strike
83.83
IV
88.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
98.51
IV
80.2%
B/E move
10.2%
Puts
Pseudo strike
85.92
IV
81.5%
B/E move
8.4%

35Δ

Calls
Pseudo strike
96.78
IV
80.0%
B/E move
8.8%
Puts
Pseudo strike
87.60
IV
74.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
95.05
IV
79.7%
B/E move
7.5%
Puts
Pseudo strike
89.29
IV
67.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
93.60
IV
77.8%
B/E move
6.4%
Puts
Pseudo strike
90.79
IV
66.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
92.15
IV
75.8%
B/E move
5.4%
Puts
Pseudo strike
92.17
IV
69.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
90.71
IV
73.9%
B/E move
4.4%
Puts
Pseudo strike
93.54
IV
73.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
89.22
IV
74.1%
B/E move
3.7%
Puts
Pseudo strike
94.91
IV
77.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
87.69
IV
76.3%
B/E move
3.1%
Puts
Pseudo strike
96.21
IV
74.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
86.16
IV
78.5%
B/E move
2.6%
Puts
Pseudo strike
97.50
IV
71.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
84.37
IV
81.8%
B/E move
2.1%
Puts
Pseudo strike
98.79
IV
68.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
81.81
IV
88.8%
B/E move
1.7%
Puts
Pseudo strike
100.11
IV
65.1%
B/E move
1.0%

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%