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Diodes Incorporated Common Stock DIOD

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Market datapartial · fetched 2026-10-22T16:40:52.425Z

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 · 2026-10-22T16:40:30.084618554Z

FundamentalsAlpha Vantage · unavailable

Share price$82.61
1D-2.5%
$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$1.30$6.41$11.52$16.62$21.73$57.03$72.49$87.96$103.42$118.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIOD spot · $82.61DIOD PRICE$1.85$2.46$3.10$3.89$4.70$5.58$6.46$7.52$8.57$10.00$11.49$13.06$14.65$2.17$2.85$3.65$4.60$5.60$6.93$8.26$9.45$10.63$12.37$14.46$16.94$20.26
PutsCheap0.88×
CallsFair0.99×
SkewBullish-5.12 pp
Implied moveBearish±$14.72
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.2778.0%26.1%70.8674.8%16.8%
25Δ98.7178.6%22.5%73.5373.3%14.4%
30Δ95.2978.0%19.1%75.9872.7%12.4%
35Δ92.6179.0%16.8%78.1573.4%11.0%
40Δ90.0180.1%14.7%80.3474.1%9.5%
45Δ87.4979.8%12.7%82.5975.5%8.4%
50Δ84.9779.5%10.7%84.8477.0%7.3%
55Δ82.6379.2%9.1%87.0075.1%6.1%
60Δ80.2978.9%7.6%89.1573.0%4.9%
65Δ77.8779.8%6.4%91.6772.6%4.0%
70Δ75.4381.0%5.2%94.4273.4%3.2%
75Δ72.9679.9%4.1%97.5273.6%2.5%
80Δ70.4778.4%3.0%101.4175.2%1.8%

20Δ

Calls
Pseudo strike
102.27
IV
78.0%
B/E move
26.1%
Puts
Pseudo strike
70.86
IV
74.8%
B/E move
16.8%

25Δ

Calls
Pseudo strike
98.71
IV
78.6%
B/E move
22.5%
Puts
Pseudo strike
73.53
IV
73.3%
B/E move
14.4%

30Δ

Calls
Pseudo strike
95.29
IV
78.0%
B/E move
19.1%
Puts
Pseudo strike
75.98
IV
72.7%
B/E move
12.4%

35Δ

Calls
Pseudo strike
92.61
IV
79.0%
B/E move
16.8%
Puts
Pseudo strike
78.15
IV
73.4%
B/E move
11.0%

40Δ

Calls
Pseudo strike
90.01
IV
80.1%
B/E move
14.7%
Puts
Pseudo strike
80.34
IV
74.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
87.49
IV
79.8%
B/E move
12.7%
Puts
Pseudo strike
82.59
IV
75.5%
B/E move
8.4%

50Δ

Calls
Pseudo strike
84.97
IV
79.5%
B/E move
10.7%
Puts
Pseudo strike
84.84
IV
77.0%
B/E move
7.3%

55Δ

Calls
Pseudo strike
82.63
IV
79.2%
B/E move
9.1%
Puts
Pseudo strike
87.00
IV
75.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
80.29
IV
78.9%
B/E move
7.6%
Puts
Pseudo strike
89.15
IV
73.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
77.87
IV
79.8%
B/E move
6.4%
Puts
Pseudo strike
91.67
IV
72.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
75.43
IV
81.0%
B/E move
5.2%
Puts
Pseudo strike
94.42
IV
73.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
72.96
IV
79.9%
B/E move
4.1%
Puts
Pseudo strike
97.52
IV
73.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
70.47
IV
78.4%
B/E move
3.0%
Puts
Pseudo strike
101.41
IV
75.2%
B/E move
1.8%

Options history

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