Dio is a non-player character from Final Fantasy VII. He is the owner of the Gold Saucer, and addresses Cloud as "boy" all the time. He gives the party his Buggy as an apology for throwing them into the Corel Prison.
He has a museum of collector's items near the Battle Square, one of which is the Keystone. He is reluctant to give it to Cloud, but Dio agrees to give it to him if he fights a round in the Battle Arena. No matter how well the player fights, Dio will award the party the Keystone.
"Dio" is Italian for "God".