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HF Sinclair Corporation DINO

ENERGY · OIL & GAS REFINING & MARKETING
i

Market dataready · fetched 2026-11-12T16:04:48.644Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T16:03:36.07004773Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:04:45.397007+00:00

Share price$103.62
1D+0.9%
$101.32$101.97$102.63$103.28$103.935:30 AM6:30 AM9:00 AM1:00 PMDINO
Sold putSold call

HF Sinclair Corporation options

Live interpolated DINO call and put midpoint premiums by absolute delta.HF Sinclair Corporation$0.56$3.58$6.60$9.62$12.63$88.62$95.92$103.22$110.52$117.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DINO spot · $103.61DINO PRICE$0.89$1.18$1.54$1.90$2.27$2.63$3.20$3.77$4.35$4.93$1.08$1.42$1.77$2.22$2.72$3.22$3.72$4.27$5.07$5.88$6.68$7.48$11.76
PutsCheap0.74×
Calls——
Skew——
Implied moveBearish±$6.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.3352.7%8.3%96.5758.1%7.8%
25Δ109.6852.6%7.0%98.0257.7%6.8%
30Δ108.5352.7%6.2%99.4657.4%5.7%
35Δ107.3752.7%5.5%100.7057.1%5.0%
40Δ106.2152.8%4.7%101.8256.9%4.4%
45Δ105.0652.9%3.9%102.9356.7%3.8%
50Δ104.0053.0%3.5%104.0556.5%3.2%
55Δ102.9653.2%3.0%105.1856.2%2.6%
60Δ101.9153.3%2.6%106.3856.0%2.2%
65Δ100.8653.4%2.1%107.5855.8%1.8%
70Δ108.7855.6%1.5%
75Δ109.9855.4%1.1%
80Δ114.3172.6%1.0%

20Δ

Calls
Pseudo strike
111.33
IV
52.7%
B/E move
8.3%
Puts
Pseudo strike
96.57
IV
58.1%
B/E move
7.8%

25Δ

Calls
Pseudo strike
109.68
IV
52.6%
B/E move
7.0%
Puts
Pseudo strike
98.02
IV
57.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
108.53
IV
52.7%
B/E move
6.2%
Puts
Pseudo strike
99.46
IV
57.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
107.37
IV
52.7%
B/E move
5.5%
Puts
Pseudo strike
100.70
IV
57.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
106.21
IV
52.8%
B/E move
4.7%
Puts
Pseudo strike
101.82
IV
56.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
105.06
IV
52.9%
B/E move
3.9%
Puts
Pseudo strike
102.93
IV
56.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
104.00
IV
53.0%
B/E move
3.5%
Puts
Pseudo strike
104.05
IV
56.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
102.96
IV
53.2%
B/E move
3.0%
Puts
Pseudo strike
105.18
IV
56.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
101.91
IV
53.3%
B/E move
2.6%
Puts
Pseudo strike
106.38
IV
56.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
100.86
IV
53.4%
B/E move
2.1%
Puts
Pseudo strike
107.58
IV
55.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.78
IV
55.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.98
IV
55.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.31
IV
72.6%
B/E move
1.0%

Options history

IV · four-Friday blend55.09%
Daily EOD
DINO53.8%54.7%55.7%2026-10-19: 53.89%2026-10-20: 54.47%2026-10-21: 54.08%2026-10-22: 54.45%2026-10-23: 54.69%2026-10-26: 55.60%2026-10-27: 55.38%2026-10-28: 54.24%2026-10-29: 54.08%2026-10-30: 55.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.89%
54.47%
54.08%
54.45%
54.69%
55.60%
55.38%
54.24%
54.08%
55.09%