DK (Delek US Holdings, Inc.)
Expected Move & Straddle Price History
The expected move for DK is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current DK Expected Move
30-Day Straddle
$9.45
7-Day Straddle
$2.20
Avg IV
0.9%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to DK's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $9.45 | $2.20 | 0.9% | 23% |
| 20260715 | $9.70 | $3.10 | 0.8% | 16% |
| 20260714 | $10.05 | $2.83 | 0.9% | 17% |
| 20260713 | $9.23 | $2.55 | 0.9% | 16% |
| 20260710 | $9.30 | $3.25 | 0.8% | 14% |
| 20260709 | $9.90 | $4.03 | 0.8% | 7% |
| 20260708 | $10.50 | $4.32 | 0.7% | 3% |
| 20260707 | $9.22 | $3.75 | 0.8% | 7% |
| 20260706 | $9.45 | $4.80 | 0.8% | 9% |
| 20260702 | $5.40 | $5.40 | 1.2% | 66% |
| 20260701 | $5.55 | $5.55 | 1.2% | 67% |
| 20260630 | $5.25 | $5.25 | 1.4% | 85% |
| 20260629 | $5.62 | $5.62 | 1.3% | 68% |
| 20260626 | $5.33 | $5.33 | 1.0% | 39% |
| 20260625 | $5.67 | $5.67 | 1.0% | 41% |
| 20260624 | $5.47 | $5.47 | 1.1% | 54% |
| 20260623 | $5.40 | $5.40 | 1.0% | 42% |
| 20260622 | $5.42 | $5.42 | 1.0% | 37% |
| 20260618 | $5.60 | $1.07 | 1.0% | 40% |
| 20260617 | $5.95 | $1.65 | 1.1% | 47% |
| 20260616 | $6.05 | $1.58 | 1.0% | 31% |
| 20260615 | $6.20 | $1.97 | 1.0% | 31% |
| 20260613 | $7.30 | $2.83 | 1.0% | 42% |
| 20260612 | $7.30 | $2.83 | 1.0% | 39% |
| 20260611 | $7.75 | $4.17 | 1.0% | 40% |
| 20260610 | $7.85 | $4.08 | 1.0% | 41% |
| 20260609 | $7.95 | $4.17 | 1.0% | 32% |
| 20260608 | $8.35 | $4.50 | 1.1% | 43% |
| 20260605 | $9.05 | $5.05 | 1.0% | 33% |
| 20260604 | $9.10 | $4.92 | 0.9% | 24% |
| 20260603 | $8.40 | $5.05 | 1.0% | 37% |
| 20260602 | $5.25 | $5.25 | 0.9% | 25% |
| 20260601 | $5.57 | $5.57 | 1.0% | 35% |
| 20260529 | $5.72 | $5.72 | 0.9% | 28% |
| 20260528 | $5.70 | $5.70 | 0.9% | 25% |
| 20260527 | $5.68 | $5.68 | 0.9% | 25% |
| 20260526 | $6.03 | $6.03 | 1.0% | 31% |
| 20260522 | $6.20 | $6.20 | 0.9% | 19% |
| 20260521 | $6.15 | $6.15 | 0.9% | 22% |
| 20260520 | $6.38 | $6.38 | 0.9% | 17% |
| 20260519 | $6.72 | $6.72 | 0.9% | 19% |
| 20260518 | $6.70 | $6.70 | 0.9% | 19% |
| 20260515 | $6.60 | $0.85 | 0.8% | 13% |
| 20260514 | $7.12 | $1.92 | 0.8% | 13% |
| 20260513 | $7.35 | $2.85 | 0.9% | 21% |
| 20260512 | $6.92 | $2.62 | 0.8% | 16% |
| 20260511 | $7.35 | $2.90 | 0.8% | 17% |
| 20260510 | $7.10 | $3.33 | 0.8% | 13% |
| 20260508 | $7.10 | $3.33 | 0.7% | 9% |
| 20260507 | $7.20 | $3.30 | 0.7% | 7% |
| 20260506 | $7.45 | $3.83 | 0.8% | 11% |
| 20260505 | $8.35 | $4.22 | 0.8% | 13% |
| 20260504 | $8.25 | $4.50 | 0.8% | 12% |
| 20260502 | $4.65 | $4.65 | 0.9% | 28% |
| 20260501 | $4.65 | $4.65 | 0.9% | 23% |
| 20260430 | $4.78 | $4.78 | 0.9% | 22% |
| 20260429 | $5.10 | $5.10 | 0.9% | 23% |
| 20260428 | $4.53 | $4.53 | 0.9% | 28% |
| 20260427 | $5.18 | $5.18 | 0.9% | 25% |
| 20260424 | $5.17 | $5.17 | 0.9% | 21% |