DIOD Moves

Diodes Inc DIOD 68.36 -11.1 -13.97%

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Expected move

November 05, 2026 close · $69.36

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±10.8% ±$7.53	$61.83 – $76.89	$59.93 – $78.79	$52.96 – $85.76
2 sessions Earnings	±11.8% ±$8.21	$61.15 – $77.57	$59.13 – $79.59	$51.56 – $87.16
3 sessions Earnings	±12.8% ±$8.86	$60.50 – $78.22	$58.46 – $80.26	$50.36 – $88.36
1 week Earnings	±13.8% ±$9.59	$59.77 – $78.95	$57.46 – $81.26	$49.22 – $89.50
2 weeks Earnings	±15.8% ±$10.98	$58.38 – $80.34	$55.80 – $82.92	$46.21 – $92.51
3 weeks Earnings	±17.5% ±$12.14	$57.22 – $81.50	$54.32 – $84.40	$43.83 – $94.89
1 month Earnings	±19.3% ±$13.39	$55.97 – $82.75	$52.75 – $85.97	$41.22 – $97.50

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DIOD reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±9.29%

Average actual move

7.02%

Beyond the implied move

1 / 3

Median IV change

-32.45%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±11.41%	-1.05%	0.09×	93.0% → 62.9%
August 08, 2025	±8.74%	+7.93%	0.91×	—
May 09, 2025	±7.70%	+12.07%	1.57×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →