What move does the options market price into Diodes Inc /del/'s report?

Implied ±12.3%, either direction.

How often does Diodes Inc /del/ move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

DIODNasdaqSemiconductors & Related Devices

Diodes Inc /del/ (DIOD) earnings date, market-implied expected move, and options open interest by expiry

84.19

pre 86.36 +2.52%

Pre-market05:25 ETdelayed

Open86.36Volume412,864Mkt cap$3.9BP/E45.69EPS1.89

Day86.36 – 86.3650%52-wk42.28 – 125.9953%

DIOD

Diodes Inc /del/

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.3%implied · report alone

8Q avg ±8.6%·×1.42·rich

73.9194.57

straddle ±14.6%

spot 84.24exp Nov 20ATM strike 85ATM straddle 14.50IV 100%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.

Calendar

Next report

Last report

+3.77%

vs ±14.2% implied · ×0.27

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.98%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

397 managers

Top fund weight

0.16%

DIOD weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Diodes Inc /del/ (DIOD) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±9.0%
avg realized: ±8.6%

Aug 11 '25Aug 11 '25confirmed±4.4%▲+5.15%×1.18

Q3 FY25Nov 6 '25confirmed±8.9%▼−14.53%×1.63

Feb 10 '26Feb 10 '26confirmed±10.1%▲+26.42%×2.62

Feb 12 '26Feb 12 '26confirmed±6.7%▼−1.40%×0.21

Q1 FY26May 7 '26confirmed±8.7%▼−1.05%×0.12

May 12 '26May 12 '26confirmed±4.9%▼−1.44%×0.30

Q2 FY26Aug 5 '26confirmed±14.2%▲+15.34%×1.08

Aug 11 '26Aug 11 '26confirmed±14.2%▲+3.77%×0.27

quarterimplied−30%0+30%realized×

Aug '26±14.2%▲+3.77%×0.27

Q2 FY26±14.2%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

1.37OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2110%Nov 2016d154+1%

2920%Dec 1844d0.251,160+1%0.25

2310%Mar 19135d0.842740%0.84

ExpiryPutsCallsP/C

Nov 2016d2110%154+1%1.37

Dec 1844d2920%1,160+1%0.25

Mar 19135d2310%2740%0.84

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±14.6%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

10.95%as filednet margin · revenue +9.88% QoQ · +21.66% YoY

Revenue

$446M+9.88% QoQ

Gross profit

$148M+14.58% QoQ

33.12% margin

Operating income

$33M+68.43% QoQ

7.47% margin

Pre-tax income

$58M+158.32% QoQ

Net income

$49M+202.86% QoQ

10.95% margin

Cost of revenue

$298M+7.69% QoQ

Operating expenses

$114M+4.81% QoQ

SG&A $70M

R&D $41M

Other operating $4M

Tax

$7M+71.17% QoQ

Other income

$25M+821.77% QoQ

Revenue$446M+9.88%

Gross profit

$148M+14.58%

33.12% margin

Operating income

$33M+68.43%

7.47% margin

Pre-tax income

$58M+158.32%

Net income

$49M+202.86%

10.95% margin

Cost of revenue

$298M+7.69%

Operating expenses

$114M+4.81%

SG&A $70M

R&D $41M

Other operating $4M

Other income$25M+821.77%

Tax$7M+71.17%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

NFP ×2.70· ±6.6% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.6%5 of 10×2.70

PPIproducer prices±2.8%5 of 10×1.16

CPIconsumer prices±2.6%6 of 10×1.08

PCEpersonal income & outlays±2.4%10 of 19×0.99

GDPgross domestic product±2.3%10 of 19×0.93

FOMCrate decision±1.8%13 of 24×0.74

CPROFcorporate profits±1.5%5 of 12×0.62

Bar = avg |move| to ±7% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS 1.00 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	1.00	—
Q1 FY26	May 7 '26 · confirmed	0.32	—
Q3 FY25	Nov 6 '25 · confirmed	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod