Carve some ASCII jewels!

Charcoal, 17 bytes

Code:

ＮβＧ←β_↙↙¹→↘⁺β¹‖Ｍ→

Explanation:

Ｎβ                      # Place the input into β
   Ｇ←β_                 # Draw a line of length β with _ as the filling character
        ↙                # Move the cursor one down and one left
         ↙¹              # Draw a line from the cursor position to one position ↙
           →             # Move the cursor 1 to the right
             ⁺β¹         # Add one to the input and..
            ↘            # Create a line pointing ↘, with the size calculated above
                ‖Ｍ→     # Mirror to the right

A very neat command is ‖Ｍ, which also automatically mirrors / into \.

Uses the Charcoal encoding.

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Python 2, 101 98 95 bytes

lambda n:'\n'.join([' '+'__'*n,'/'+'  '*n+'\\']+[' '*i+'\\'+'  '*(n-i)+'/'for i in range(n+1)])

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Anonymous function that takes in a positive integer and returns a string

Python 3.6, 92 bytes (Thanks to Ben Frankel)

lambda n:f' {"__"*n}\n/{"  "*n}\\\n'+'\n'.join(' '*i+'\\'+'  '*(n-i)+'/'for i in range(n+1))

I couldn't find an online interpreter for this version, but it is a bit shorter due to f-strings in v3.6

05AB1E, 27 20 bytes

ƒN·ð×…\ÿ/}¹·'_×)R.c

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Explanation

ƒ                      # for N in range[0 ... n]
 N·ð×                  # push N*2 spaces
     …\ÿ/              # push the string "\ÿ/" with "ÿ" replaced by the spaces 
         }             # end loop
          Â            # push a reversed copy of the top of the stack 
                       # (the largest row of the bottom of the diamond)
           ¹·'_×       # push input*2 underscores
                )      # wrap the stack in a list
                 R     # reverse the list
                  .c   # join the list on newlines, padding each row to equal length