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Diodes Incorporated Common Stock DIOD

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Market datapartial · fetched 2026-10-22T21:55:35.682Z

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 · 2026-10-22T20:00:01.976059578Z

FundamentalsAlpha Vantage · unavailable

Share price$81.64
1D-3.6%
AH$80$82$83$84$865:30 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$1.23$6.84$12.44$18.04$23.65$56.26$71.93$87.61$103.29$118.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIOD spot · $81.64DIOD PRICE$1.84$2.49$3.18$3.90$4.63$5.35$6.19$7.13$8.20$9.60$11.01$12.49$13.98$2.33$2.98$3.63$4.54$5.44$6.69$8.08$9.55$11.11$12.63$14.11$16.56$22.03
PutsCheap0.90×
CallsFair0.98×
SkewBullish-2.31 pp
Implied moveBearish±$14.27
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.4079.1%26.5%69.2781.2%18.0%
25Δ97.8879.9%22.9%72.2477.4%15.2%
30Δ94.8681.5%20.1%75.0274.0%12.6%
35Δ91.8680.8%17.3%77.2073.5%11.0%
40Δ88.9879.6%14.7%79.3873.0%9.4%
45Δ86.3077.5%12.3%81.6074.1%8.2%
50Δ83.8476.2%10.3%83.8475.7%7.2%
55Δ81.6075.6%8.7%86.1676.4%6.2%
60Δ79.3475.6%7.2%88.5576.2%5.1%
65Δ77.0577.1%6.1%90.8875.1%4.2%
70Δ74.7478.2%5.0%93.1272.5%3.2%
75Δ72.3976.8%4.0%96.2473.1%2.4%
80Δ70.0475.5%2.9%102.1081.3%1.9%

20Δ

Calls
Pseudo strike
101.40
IV
79.1%
B/E move
26.5%
Puts
Pseudo strike
69.27
IV
81.2%
B/E move
18.0%

25Δ

Calls
Pseudo strike
97.88
IV
79.9%
B/E move
22.9%
Puts
Pseudo strike
72.24
IV
77.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
94.86
IV
81.5%
B/E move
20.1%
Puts
Pseudo strike
75.02
IV
74.0%
B/E move
12.6%

35Δ

Calls
Pseudo strike
91.86
IV
80.8%
B/E move
17.3%
Puts
Pseudo strike
77.20
IV
73.5%
B/E move
11.0%

40Δ

Calls
Pseudo strike
88.98
IV
79.6%
B/E move
14.7%
Puts
Pseudo strike
79.38
IV
73.0%
B/E move
9.4%

45Δ

Calls
Pseudo strike
86.30
IV
77.5%
B/E move
12.3%
Puts
Pseudo strike
81.60
IV
74.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
83.84
IV
76.2%
B/E move
10.3%
Puts
Pseudo strike
83.84
IV
75.7%
B/E move
7.2%

55Δ

Calls
Pseudo strike
81.60
IV
75.6%
B/E move
8.7%
Puts
Pseudo strike
86.16
IV
76.4%
B/E move
6.2%

60Δ

Calls
Pseudo strike
79.34
IV
75.6%
B/E move
7.2%
Puts
Pseudo strike
88.55
IV
76.2%
B/E move
5.1%

65Δ

Calls
Pseudo strike
77.05
IV
77.1%
B/E move
6.1%
Puts
Pseudo strike
90.88
IV
75.1%
B/E move
4.2%

70Δ

Calls
Pseudo strike
74.74
IV
78.2%
B/E move
5.0%
Puts
Pseudo strike
93.12
IV
72.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
72.39
IV
76.8%
B/E move
4.0%
Puts
Pseudo strike
96.24
IV
73.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
70.04
IV
75.5%
B/E move
2.9%
Puts
Pseudo strike
102.10
IV
81.3%
B/E move
1.9%

Options history

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