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HF Sinclair Corporation DINO

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Market datapartial · fetched 2026-10-23T02:39:34.570Z

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 · 2026-10-22T23:34:56.776842144Z

FundamentalsAlpha Vantage · unavailable

Share price$122.25
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$1.25$8.30$15.34$22.39$29.43$96.61$108.92$121.23$133.54$145.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DINO spot · $122.25DINO PRICE$2.02$2.74$3.54$4.32$5.11$5.98$6.92$7.95$9.08$10.50$11.91$13.22$14.54$2.54$3.40$4.29$5.33$6.45$7.66$8.90$10.73$12.81$14.94$17.51$21.12$27.40
PutsExpensive1.16×
CallsFair1.02×
SkewBearish+5.95 pp
Implied moveBearish±$15.81
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.9456.0%17.8%107.7660.1%13.9%
25Δ138.5057.0%15.5%110.8960.3%12.1%
30Δ135.5758.5%13.8%113.8359.5%10.4%
35Δ132.4457.8%11.9%116.5859.2%9.0%
40Δ129.3856.7%10.0%119.1959.2%7.8%
45Δ126.7155.9%8.5%121.7558.7%6.7%
50Δ124.1555.1%7.2%124.2858.0%5.6%
55Δ121.7554.4%6.1%127.0959.2%4.8%
60Δ119.3553.9%5.1%130.0161.1%4.1%
65Δ116.9454.1%4.3%133.0661.0%3.4%
70Δ114.5753.8%3.5%136.4861.7%2.7%
75Δ112.3351.7%2.7%140.8063.9%2.1%
80Δ110.1049.6%2.0%147.6669.8%1.6%

20Δ

Calls
Pseudo strike
141.94
IV
56.0%
B/E move
17.8%
Puts
Pseudo strike
107.76
IV
60.1%
B/E move
13.9%

25Δ

Calls
Pseudo strike
138.50
IV
57.0%
B/E move
15.5%
Puts
Pseudo strike
110.89
IV
60.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
135.57
IV
58.5%
B/E move
13.8%
Puts
Pseudo strike
113.83
IV
59.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
132.44
IV
57.8%
B/E move
11.9%
Puts
Pseudo strike
116.58
IV
59.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
129.38
IV
56.7%
B/E move
10.0%
Puts
Pseudo strike
119.19
IV
59.2%
B/E move
7.8%

45Δ

Calls
Pseudo strike
126.71
IV
55.9%
B/E move
8.5%
Puts
Pseudo strike
121.75
IV
58.7%
B/E move
6.7%

50Δ

Calls
Pseudo strike
124.15
IV
55.1%
B/E move
7.2%
Puts
Pseudo strike
124.28
IV
58.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
121.75
IV
54.4%
B/E move
6.1%
Puts
Pseudo strike
127.09
IV
59.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
119.35
IV
53.9%
B/E move
5.1%
Puts
Pseudo strike
130.01
IV
61.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
116.94
IV
54.1%
B/E move
4.3%
Puts
Pseudo strike
133.06
IV
61.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
114.57
IV
53.8%
B/E move
3.5%
Puts
Pseudo strike
136.48
IV
61.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
112.33
IV
51.7%
B/E move
2.7%
Puts
Pseudo strike
140.80
IV
63.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
110.10
IV
49.6%
B/E move
2.0%
Puts
Pseudo strike
147.66
IV
69.8%
B/E move
1.6%

Options history

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