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Delek US Holdings, Inc. DK

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Market datapartial · fetched 2026-10-22T20:49:51.022Z

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 · 2026-10-22T20:10:00.004307496Z

FundamentalsAlpha Vantage · unavailable

Share price$75.79
1D-4.2%
AH$75$76$77$78$795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDK
Sold putSold callAH

Delek US Holdings, Inc. options

Live interpolated DK call and put midpoint premiums by absolute delta.Delek US Holdings, Inc.$1.12$5.65$10.17$14.70$19.22$58.14$67.25$76.35$85.45$94.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DK spot · $75.79DK PRICE$1.61$2.11$2.62$3.27$3.99$4.54$5.29$6.34$7.23$8.10$9.10$10.67$12.50$1.80$2.35$2.95$3.79$4.35$4.94$5.87$7.06$8.46$10.09$12.13$15.06$17.92
PutsExpensive1.08×
CallsExpensive1.16×
SkewBullish-5.23 pp
Implied moveBearish±$11.17
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.8274.1%24.6%65.8068.5%15.6%
25Δ89.2473.0%20.5%68.1366.7%13.2%
30Δ86.2771.4%17.3%70.2165.4%11.3%
35Δ83.8771.8%15.0%71.9667.2%10.1%
40Δ81.9073.5%13.3%73.7564.3%8.4%
45Δ79.4970.1%10.9%75.5261.0%6.9%
50Δ77.5269.9%9.3%77.1861.4%5.9%
55Δ75.6472.3%8.2%78.9962.7%5.1%
60Δ73.7571.6%6.8%80.9564.3%4.3%
65Δ71.8669.7%5.5%83.1366.0%3.6%
70Δ70.0068.4%4.4%85.6868.1%3.0%
75Δ67.8270.3%3.6%89.0572.1%2.4%
80Δ65.4072.0%2.8%92.4072.6%1.7%

20Δ

Calls
Pseudo strike
92.82
IV
74.1%
B/E move
24.6%
Puts
Pseudo strike
65.80
IV
68.5%
B/E move
15.6%

25Δ

Calls
Pseudo strike
89.24
IV
73.0%
B/E move
20.5%
Puts
Pseudo strike
68.13
IV
66.7%
B/E move
13.2%

30Δ

Calls
Pseudo strike
86.27
IV
71.4%
B/E move
17.3%
Puts
Pseudo strike
70.21
IV
65.4%
B/E move
11.3%

35Δ

Calls
Pseudo strike
83.87
IV
71.8%
B/E move
15.0%
Puts
Pseudo strike
71.96
IV
67.2%
B/E move
10.1%

40Δ

Calls
Pseudo strike
81.90
IV
73.5%
B/E move
13.3%
Puts
Pseudo strike
73.75
IV
64.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
79.49
IV
70.1%
B/E move
10.9%
Puts
Pseudo strike
75.52
IV
61.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
77.52
IV
69.9%
B/E move
9.3%
Puts
Pseudo strike
77.18
IV
61.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
75.64
IV
72.3%
B/E move
8.2%
Puts
Pseudo strike
78.99
IV
62.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
73.75
IV
71.6%
B/E move
6.8%
Puts
Pseudo strike
80.95
IV
64.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
71.86
IV
69.7%
B/E move
5.5%
Puts
Pseudo strike
83.13
IV
66.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
70.00
IV
68.4%
B/E move
4.4%
Puts
Pseudo strike
85.68
IV
68.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
67.82
IV
70.3%
B/E move
3.6%
Puts
Pseudo strike
89.05
IV
72.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
65.40
IV
72.0%
B/E move
2.8%
Puts
Pseudo strike
92.40
IV
72.6%
B/E move
1.7%

Options history

DK65.0765.1565.242026-10-20: 65.13%2026-10-21: 65.18%Oct 20Oct 21
Table
DateIV
65.13%
65.18%