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HF Sinclair Corporation DINO

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Market datapartial · fetched 2026-10-22T20:44:58.624Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003047466Z

FundamentalsAlpha Vantage · unavailable

Share price$122.32
1D-3.3%
AH$119$121$123$125$1275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDINO
Sold putSold callAH

HF Sinclair Corporation options

Live interpolated DINO call and put midpoint premiums by absolute delta.HF Sinclair Corporation$1.23$8.43$15.62$22.81$30.00$96.42$108.80$121.19$133.57$145.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DINO spot · $122.32DINO PRICE$2.01$2.73$3.54$4.31$5.09$5.97$6.89$7.92$9.03$10.45$11.85$13.15$14.45$2.55$3.41$4.31$5.35$6.48$7.69$8.94$10.81$12.90$15.05$17.70$21.45$27.93
PutsExpensive1.19×
CallsFair1.03×
SkewBearish+6.58 pp
Implied moveBearish±$15.83
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.9655.8%17.7%107.8060.3%14.0%
25Δ138.5256.8%15.5%110.9360.4%12.1%
30Δ135.6058.3%13.7%113.8859.7%10.4%
35Δ132.4857.6%11.8%116.6359.4%9.0%
40Δ129.4256.5%10.0%119.2559.4%7.8%
45Δ126.7755.7%8.5%121.8258.9%6.7%
50Δ124.2054.8%7.2%124.3658.2%5.6%
55Δ121.8254.1%6.1%127.2059.5%4.9%
60Δ119.4353.6%5.0%130.1461.4%4.2%
65Δ117.0453.7%4.2%133.2161.4%3.4%
70Δ114.6753.5%3.4%136.7062.2%2.7%
75Δ112.4651.3%2.7%141.1664.7%2.1%
80Δ110.2549.1%1.9%148.2270.9%1.7%

20Δ

Calls
Pseudo strike
141.96
IV
55.8%
B/E move
17.7%
Puts
Pseudo strike
107.80
IV
60.3%
B/E move
14.0%

25Δ

Calls
Pseudo strike
138.52
IV
56.8%
B/E move
15.5%
Puts
Pseudo strike
110.93
IV
60.4%
B/E move
12.1%

30Δ

Calls
Pseudo strike
135.60
IV
58.3%
B/E move
13.7%
Puts
Pseudo strike
113.88
IV
59.7%
B/E move
10.4%

35Δ

Calls
Pseudo strike
132.48
IV
57.6%
B/E move
11.8%
Puts
Pseudo strike
116.63
IV
59.4%
B/E move
9.0%

40Δ

Calls
Pseudo strike
129.42
IV
56.5%
B/E move
10.0%
Puts
Pseudo strike
119.25
IV
59.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
126.77
IV
55.7%
B/E move
8.5%
Puts
Pseudo strike
121.82
IV
58.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
124.20
IV
54.8%
B/E move
7.2%
Puts
Pseudo strike
124.36
IV
58.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
121.82
IV
54.1%
B/E move
6.1%
Puts
Pseudo strike
127.20
IV
59.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
119.43
IV
53.6%
B/E move
5.0%
Puts
Pseudo strike
130.14
IV
61.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
117.04
IV
53.7%
B/E move
4.2%
Puts
Pseudo strike
133.21
IV
61.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
114.67
IV
53.5%
B/E move
3.4%
Puts
Pseudo strike
136.70
IV
62.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
112.46
IV
51.3%
B/E move
2.7%
Puts
Pseudo strike
141.16
IV
64.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
110.25
IV
49.1%
B/E move
1.9%
Puts
Pseudo strike
148.22
IV
70.9%
B/E move
1.7%

Options history

DINO54.0254.2754.522026-10-20: 54.47%2026-10-21: 54.08%Oct 20Oct 21
Table
DateIV
54.47%
54.08%