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DELEK LOGISTICS PARTNERS, LP DKL

ENERGY · OIL & GAS REFINING & MARKETING
i

Market dataready · fetched 2026-11-11T15:57:36.096Z

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 · 2026-11-11T15:56:03.138798735Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:51:35.945440+00:00

Share price$53.80
1D+0.9%
$53.27$53.43$53.59$53.75$53.915:30 AM6:30 AM9:00 AM1:00 PMDKL
Sold putSold call

DELEK LOGISTICS PARTNERS, LP options

Live interpolated DKL call and put midpoint premiums by absolute delta.DELEK LOGISTICS PARTNERS, LP$0.15$1.63$3.11$4.59$6.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDKL PRICE$0.31$0.39$0.46$0.92$1.08$1.23$1.37$1.51$1.65$1.79$1.93$2.07$2.84$3.77$4.71$5.65
PutsExpensive1.27×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.5037.2%7.5%45.79110.6%16.6%
25Δ56.5233.6%5.8%49.5882.6%9.9%
30Δ55.5329.9%4.1%50.6374.9%8.2%
35Δ51.3369.7%7.1%
40Δ52.0364.5%6.1%
45Δ52.7459.4%5.0%
50Δ53.4454.2%4.0%
55Δ54.1549.0%2.9%
60Δ54.8543.8%1.9%
65Δ55.8346.2%1.5%
70Δ56.8850.7%1.3%
75Δ57.9355.1%1.1%
80Δ58.9959.6%0.9%

20Δ

Calls
Pseudo strike
57.50
IV
37.2%
B/E move
7.5%
Puts
Pseudo strike
45.79
IV
110.6%
B/E move
16.6%

25Δ

Calls
Pseudo strike
56.52
IV
33.6%
B/E move
5.8%
Puts
Pseudo strike
49.58
IV
82.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
55.53
IV
29.9%
B/E move
4.1%
Puts
Pseudo strike
50.63
IV
74.9%
B/E move
8.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.33
IV
69.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.03
IV
64.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.74
IV
59.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.44
IV
54.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.15
IV
49.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.85
IV
43.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.83
IV
46.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.88
IV
50.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.93
IV
55.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.99
IV
59.6%
B/E move
0.9%

Options history

IV · four-Friday blend31.80%
Daily EOD
DKL28.3%30.2%32.1%2026-10-19: 28.52%2026-10-21: 31.31%2026-10-28: 30.62%2026-10-30: 31.80%Oct 19Oct 21Oct 30
4 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.52%
31.31%
30.62%
31.80%