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Delek US Holdings, Inc. DK

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Market datapartial · fetched 2026-10-22T18:45:51.898Z

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 · 2026-10-22T18:45:47.601825011Z

FundamentalsAlpha Vantage · unavailable

Share price$76.90
1D-2.7%
$75$76$77$78$795:30 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.$1.04$6.35$11.65$16.96$22.26$57.54$66.83$76.13$85.42$94.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DK spot · $76.89DK PRICE$1.62$2.18$2.68$3.09$3.88$4.30$4.95$5.79$6.75$7.44$8.35$9.41$10.40$1.83$2.48$3.19$3.91$4.60$5.60$6.83$8.33$10.25$12.52$14.63$17.59$20.73
PutsExpensive1.15×
CallsExpensive1.06×
SkewBearish+7.07 pp
Implied moveBearish±$11.79
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.6672.5%23.9%66.7168.9%15.6%
25Δ90.8474.1%21.0%68.9468.8%13.6%
30Δ87.6172.1%17.4%70.9569.3%11.9%
35Δ84.3366.3%13.7%72.9468.5%10.2%
40Δ82.6669.8%12.5%74.8566.5%8.6%
45Δ80.3065.1%10.0%76.7067.3%7.5%
50Δ78.4163.7%8.4%78.6569.1%6.6%
55Δ76.6364.1%7.2%80.7871.7%5.8%
60Δ74.8865.2%6.2%83.2875.2%5.0%
65Δ73.2462.3%4.9%86.1178.5%4.3%
70Δ71.5460.7%3.9%88.8978.9%3.4%
75Δ69.8259.9%3.0%92.4380.7%2.7%
80Δ68.2357.1%2.3%96.1481.3%1.9%

20Δ

Calls
Pseudo strike
93.66
IV
72.5%
B/E move
23.9%
Puts
Pseudo strike
66.71
IV
68.9%
B/E move
15.6%

25Δ

Calls
Pseudo strike
90.84
IV
74.1%
B/E move
21.0%
Puts
Pseudo strike
68.94
IV
68.8%
B/E move
13.6%

30Δ

Calls
Pseudo strike
87.61
IV
72.1%
B/E move
17.4%
Puts
Pseudo strike
70.95
IV
69.3%
B/E move
11.9%

35Δ

Calls
Pseudo strike
84.33
IV
66.3%
B/E move
13.7%
Puts
Pseudo strike
72.94
IV
68.5%
B/E move
10.2%

40Δ

Calls
Pseudo strike
82.66
IV
69.8%
B/E move
12.5%
Puts
Pseudo strike
74.85
IV
66.5%
B/E move
8.6%

45Δ

Calls
Pseudo strike
80.30
IV
65.1%
B/E move
10.0%
Puts
Pseudo strike
76.70
IV
67.3%
B/E move
7.5%

50Δ

Calls
Pseudo strike
78.41
IV
63.7%
B/E move
8.4%
Puts
Pseudo strike
78.65
IV
69.1%
B/E move
6.6%

55Δ

Calls
Pseudo strike
76.63
IV
64.1%
B/E move
7.2%
Puts
Pseudo strike
80.78
IV
71.7%
B/E move
5.8%

60Δ

Calls
Pseudo strike
74.88
IV
65.2%
B/E move
6.2%
Puts
Pseudo strike
83.28
IV
75.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
73.24
IV
62.3%
B/E move
4.9%
Puts
Pseudo strike
86.11
IV
78.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
71.54
IV
60.7%
B/E move
3.9%
Puts
Pseudo strike
88.89
IV
78.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
69.82
IV
59.9%
B/E move
3.0%
Puts
Pseudo strike
92.43
IV
80.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
68.23
IV
57.1%
B/E move
2.3%
Puts
Pseudo strike
96.14
IV
81.3%
B/E move
1.9%

Options history

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