DK · Expected Move
Delek US Holdings, Inc.
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).
DK straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DK Expected Move
30-Day Straddle
$13.05
7-Day Straddle
$1.60
30-Day ATM IV
67.5%
IV Rank
76%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $13.05 | $1.60 | 67.5% | 76% |
| 20261015 | $12.95 | $3.42 | 67.4% | 75% |
| 20261014 | $13.85 | $4.72 | 68.5% | 81% |
| 20261013 | $14.30 | $4.58 | 69.1% | 84% |
| 20261012 | $13.45 | $4.72 | 67.1% | 74% |
| 20261009 | $13.55 | $5.62 | 66.8% | 72% |
| 20261008 | $14.35 | $6.32 | 68.2% | 80% |
| 20261007 | $13.95 | $6.55 | 67.7% | 77% |
| 20261006 | $13.75 | $6.30 | 65.5% | 65% |
| 20261005 | $15.15 | $6.72 | 70.1% | 90% |
| 20261002 | $8.30 | $8.30 | 67.9% | 78% |
| 20261001 | $8.50 | $8.50 | 70.2% | 91% |
| 20260930 | $8.30 | $8.30 | 70.3% | 91% |
| 20260929 | $8.25 | $8.25 | 69.1% | 85% |
| 20260928 | $8.35 | $8.35 | 70.8% | 94% |
| 20260925 | $9.00 | $9.00 | 68.7% | 83% |
| 20260924 | $9.20 | $9.20 | 70.1% | 90% |
| 20260923 | $9.25 | $9.25 | 66.5% | 70% |
| 20260922 | $10.30 | $10.30 | 68.5% | 82% |
| 20260921 | $10.10 | $10.10 | 66.8% | 72% |
| 20260918 | $10.95 | $2.48 | 62.8% | 50% |
| 20260917 | $13.45 | $3.73 | 71.8% | 100% |
| 20260916 | $13.00 | $3.65 | 70.6% | 95% |
| 20260915 | $12.55 | $5.05 | 70.7% | 96% |
| 20260914 | $11.55 | $5.88 | 66.6% | 73% |
| 20260911 | $12.80 | $5.58 | 68.3% | 82% |
| 20260910 | $12.10 | $6.38 | 65.4% | 66% |
| 20260909 | $12.95 | $6.67 | 68.2% | 82% |
| 20260908 | $13.10 | $7.12 | 67.6% | 78% |
| 20260904 | $12.95 | $7.60 | 66.5% | 72% |
| 20260903 | $13.30 | $7.60 | 67.0% | 71% |
| 20260902 | $8.40 | $8.40 | 68.8% | 81% |
| 20260901 | $9.45 | $9.45 | 71.4% | 95% |
| 20260831 | $9.85 | $9.85 | 71.0% | 93% |
| 20260828 | $9.80 | $9.80 | 69.2% | 83% |
| 20260827 | $9.65 | $9.65 | 69.8% | 86% |
| 20260826 | $9.75 | $9.75 | 71.2% | 94% |
| 20260825 | $8.45 | $8.45 | 64.0% | 55% |
| 20260824 | $10.10 | $10.10 | 69.7% | 86% |
| 20260821 | $10.85 | $2.75 | 65.4% | 62% |
| 20260820 | $7.85 | $2.15 | 53.9% | 0% |
| 20260819 | $8.65 | $2.75 | 54.7% | 0% |
| 20260818 | $9.20 | $3.83 | 57.9% | 7% |
| 20260817 | $10.25 | $3.75 | 64.0% | 46% |
| 20260814 | $9.07 | $4.40 | 56.8% | 0% |
| 20260813 | $10.20 | $5.20 | 59.7% | 11% |
| 20260812 | $9.90 | $5.05 | 58.0% | 0% |
| 20260811 | $9.80 | $5.75 | 58.6% | 3% |
| 20260810 | $10.10 | $5.95 | 61.9% | 26% |
| 20260807 | — | — | 60.8% | 18% |
| 20260806 | $9.50 | $6.70 | 61.5% | 23% |
| 20260805 | $6.65 | $6.65 | 63.6% | 38% |
| 20260804 | $8.95 | $8.95 | 70.4% | 86% |
| 20260803 | $8.90 | $8.90 | 70.4% | 86% |
| 20260731 | $9.75 | $9.75 | 69.8% | 82% |
| 20260730 | $9.35 | $9.35 | 67.3% | 64% |
| 20260729 | $9.00 | $9.00 | 66.4% | 58% |
| 20260728 | $9.10 | $9.10 | 68.9% | 75% |
| 20260727 | $9.40 | $9.40 | 66.7% | 60% |
| 20260724 | $9.50 | $9.50 | 66.7% | 60% |
More on DK
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.