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Delek US Energy Inc DK

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-22T13:19:29.355Z

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 · 2026-10-22T12:48:24.962441718Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T13:19:27.920942+00:00

Share price$79.08
1D+0.0%
$79.04$79.06$79.08$79.10$79.125:30 AM6:30 AM9:00 AM1:00 PMDK
Sold putSold call

Delek US Energy Inc options

Live interpolated DK call and put midpoint premiums by absolute delta.Delek US Energy Inc$1.09$7.39$13.70$20.01$26.31$57.60$67.53$77.46$87.39$97.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DK spot · $79.08DK PRICE$1.77$2.32$2.86$3.10$3.66$4.38$5.10$5.87$6.58$7.11$8.07$9.24$10.28$1.95$2.72$3.53$4.26$5.76$6.92$8.15$9.51$11.12$13.20$16.03$19.60$24.49
PutsExpensive1.24×
CallsFair1.03×
SkewBearish+14.49 pp
Implied moveBearish±$13.25
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.1777.9%26.4%68.4970.1%15.9%
25Δ94.4676.4%22.4%70.5173.1%14.3%
30Δ90.7574.9%18.4%72.6674.1%12.6%
35Δ86.6465.2%13.5%74.8872.2%10.7%
40Δ84.3463.3%11.3%76.9278.6%10.0%
45Δ82.5064.3%9.9%79.0779.4%8.8%
50Δ80.6363.8%8.4%81.3378.9%7.5%
55Δ78.8263.2%7.1%83.6078.6%6.3%
60Δ77.1061.5%5.8%86.0378.7%5.3%
65Δ75.5557.5%4.5%88.8180.2%4.4%
70Δ73.8656.6%3.6%92.2882.8%3.6%
75Δ72.1356.7%2.9%96.4386.5%2.9%
80Δ70.5154.6%2.2%101.8891.1%2.1%

20Δ

Calls
Pseudo strike
98.17
IV
77.9%
B/E move
26.4%
Puts
Pseudo strike
68.49
IV
70.1%
B/E move
15.9%

25Δ

Calls
Pseudo strike
94.46
IV
76.4%
B/E move
22.4%
Puts
Pseudo strike
70.51
IV
73.1%
B/E move
14.3%

30Δ

Calls
Pseudo strike
90.75
IV
74.9%
B/E move
18.4%
Puts
Pseudo strike
72.66
IV
74.1%
B/E move
12.6%

35Δ

Calls
Pseudo strike
86.64
IV
65.2%
B/E move
13.5%
Puts
Pseudo strike
74.88
IV
72.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
84.34
IV
63.3%
B/E move
11.3%
Puts
Pseudo strike
76.92
IV
78.6%
B/E move
10.0%

45Δ

Calls
Pseudo strike
82.50
IV
64.3%
B/E move
9.9%
Puts
Pseudo strike
79.07
IV
79.4%
B/E move
8.8%

50Δ

Calls
Pseudo strike
80.63
IV
63.8%
B/E move
8.4%
Puts
Pseudo strike
81.33
IV
78.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
78.82
IV
63.2%
B/E move
7.1%
Puts
Pseudo strike
83.60
IV
78.6%
B/E move
6.3%

60Δ

Calls
Pseudo strike
77.10
IV
61.5%
B/E move
5.8%
Puts
Pseudo strike
86.03
IV
78.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
75.55
IV
57.5%
B/E move
4.5%
Puts
Pseudo strike
88.81
IV
80.2%
B/E move
4.4%

70Δ

Calls
Pseudo strike
73.86
IV
56.6%
B/E move
3.6%
Puts
Pseudo strike
92.28
IV
82.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
72.13
IV
56.7%
B/E move
2.9%
Puts
Pseudo strike
96.43
IV
86.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
70.51
IV
54.6%
B/E move
2.2%
Puts
Pseudo strike
101.88
IV
91.1%
B/E move
2.1%

Options history

No recorded observations