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DIODDiodes Inc

Options Analysis Report•SEMICONDUCTORS & RELATED DEVICES
Market Cap $4.1B|NASDAQ
● 2026-08-31$88.00
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +65.4%YTD +71.1%7D -1.9%
958
30D
±18.2%
20%

DIOD Options Overview

unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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DIOD Gamma Walls

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Value

Is IV priced right?

6.5
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 0.97x — contango

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 71.6% (ATM 0.0% + spread 35.8% + bias) — fair

<3.0%

Total drag 44.23% (spread 35.79% + slippage 8.44%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 35.79%) — spread drag

Sentiment

Bullish or bearish?

3.9
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -75%, Raw: -72%)
|net sentiment| ≥25%

Conviction-weighted: -75% (strong bearish) — Raw: -72%

≥15%

|OI skew| 28.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +97.5%, OI skew +28.0% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: -100%, OTM: -72% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 2% — very bullish vs sector

Activity

Unusual activity?

7.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks5/8 checks passed
≥1.5x

Volume 5.6x avg — hot

≥15%

Vol/OI 30.8% — high turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +1.1% (5d) — stable

Sector Relative≥60%

Sector activity percentile 97% — very active vs sector

≥30%

Large trade volume 33% — institutional presence

≥60%

Aggressive execution 44% — patient

≥30

Conviction -75 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.3
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 35.8% — wide

≥10,000

OI 3,112 — thin

≥500

Volume 958/day — adequate

≤$0.50

$1.79 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 102.5 contracts (bid:55.2 ask:47.3) — adequate

<1.0%

Avg slippage 8.44% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -3.2% — flat/unclear

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 0.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -75% @ 88% consistency — STRONG directional (bearish)

≥40 composite score

Score 63 (ITM 20% + inst 33%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV cheap, bearish flow
Long Puts5.9
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put4.0
bullishIV too cheap, bearish flow
Covered Call4.8
bearishIV too cheap, bearish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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