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Delek US Holdings, Inc. DK

i

Market dataready · fetched 2026-11-11T14:25:05.508Z

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 · 2026-11-11T14:24:24.525658698Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:20:32.168863+00:00

Share price$64.99
1D+0.9%
$64.36$64.53$64.70$64.87$65.045:30 AM6:30 AM9:00 AM1:00 PMDK
Sold putSold call

Delek US Holdings, Inc. options

Live interpolated DK call and put midpoint premiums by absolute delta.Delek US Holdings, Inc.$0.00$9.55$19.11$28.66$38.21$50.74$57.80$64.86$71.91$78.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DK spot · $64.99DK PRICE$0.56$0.79$1.01$1.23$1.36$1.48$1.61$1.06$1.43$1.85$2.27$2.98$3.74$4.69$5.74$6.79$8.55$12.35$35.42
Puts——
Calls——
Skew——
Implied moveBearish±$6.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7850.4%8.2%58.6284.9%11.4%
25Δ69.0051.6%7.4%59.8687.3%10.1%
30Δ68.2352.8%6.5%61.0787.4%8.9%
35Δ67.4653.7%5.7%62.2887.2%7.7%
40Δ66.7249.6%4.8%63.4591.7%7.0%
45Δ65.9945.5%3.8%64.6197.2%6.3%
50Δ65.2641.4%2.9%65.96102.4%5.7%
55Δ67.41107.6%5.1%
60Δ68.96108.8%4.3%
65Δ71.07116.8%3.8%
70Δ74.95141.8%3.7%
75Δ
80Δ98.12247.6%3.5%

20Δ

Calls
Pseudo strike
69.78
IV
50.4%
B/E move
8.2%
Puts
Pseudo strike
58.62
IV
84.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
69.00
IV
51.6%
B/E move
7.4%
Puts
Pseudo strike
59.86
IV
87.3%
B/E move
10.1%

30Δ

Calls
Pseudo strike
68.23
IV
52.8%
B/E move
6.5%
Puts
Pseudo strike
61.07
IV
87.4%
B/E move
8.9%

35Δ

Calls
Pseudo strike
67.46
IV
53.7%
B/E move
5.7%
Puts
Pseudo strike
62.28
IV
87.2%
B/E move
7.7%

40Δ

Calls
Pseudo strike
66.72
IV
49.6%
B/E move
4.8%
Puts
Pseudo strike
63.45
IV
91.7%
B/E move
7.0%

45Δ

Calls
Pseudo strike
65.99
IV
45.5%
B/E move
3.8%
Puts
Pseudo strike
64.61
IV
97.2%
B/E move
6.3%

50Δ

Calls
Pseudo strike
65.26
IV
41.4%
B/E move
2.9%
Puts
Pseudo strike
65.96
IV
102.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.41
IV
107.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.96
IV
108.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.07
IV
116.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.95
IV
141.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.12
IV
247.6%
B/E move
3.5%

Options history

IV · four-Friday blend66.74%
Daily EOD
DK61.1%64.1%67.2%2026-10-19: 64.50%2026-10-20: 65.13%2026-10-21: 65.18%2026-10-22: 64.63%2026-10-23: 63.86%2026-10-26: 66.14%2026-10-27: 62.82%2026-10-28: 61.50%2026-10-29: 66.24%2026-10-30: 66.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.50%
65.13%
65.18%
64.63%
63.86%
66.14%
62.82%
61.50%
66.24%
66.74%