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
$9.45
Avg IV
1.0%
IV Rank
42%
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 |
|---|---|---|---|---|
| 20260901 | $9.45 | $9.45 | 1.0% | 42% |
| 20260831 | $9.85 | $9.85 | 1.0% | 44% |
| 20260828 | $9.80 | $9.80 | 0.9% | 33% |
| 20260827 | $9.65 | $9.65 | 1.0% | 40% |
| 20260826 | $9.75 | $9.75 | 0.9% | 30% |
| 20260825 | $8.45 | $8.45 | 1.0% | 39% |
| 20260824 | $10.10 | $10.10 | 0.8% | 22% |
| 20260821 | $10.85 | $2.75 | 0.8% | 10% |
| 20260820 | $7.85 | $2.15 | 0.7% | 7% |
| 20260819 | $8.65 | $2.75 | 0.8% | 12% |
| 20260818 | $9.20 | $3.83 | 0.7% | 8% |
| 20260817 | $10.25 | $3.75 | 0.8% | 12% |
| 20260814 | $9.07 | $4.40 | 0.8% | 11% |
| 20260813 | $10.20 | $5.20 | 0.7% | 1% |
| 20260812 | $9.90 | $5.05 | 0.7% | 0% |
| 20260811 | $9.80 | $5.75 | 0.7% | 0% |
| 20260810 | $10.10 | $5.95 | 0.7% | 0% |
| 20260806 | $9.50 | $6.70 | 0.8% | 6% |
| 20260805 | $6.65 | $6.65 | 1.2% | 76% |
| 20260804 | $8.95 | $8.95 | 1.3% | 71% |
| 20260803 | $8.90 | $8.90 | 1.2% | 60% |
| 20260731 | $9.75 | $9.75 | 1.0% | 40% |
| 20260730 | $9.35 | $9.35 | 1.2% | 55% |
| 20260729 | $9.00 | $9.00 | 1.0% | 40% |
| 20260728 | $9.10 | $9.10 | 1.1% | 42% |
| 20260727 | $9.40 | $9.40 | 1.0% | 30% |
| 20260724 | $9.50 | $9.50 | 0.9% | 28% |
| 20260723 | $9.10 | $9.10 | 1.0% | 32% |
| 20260722 | $9.25 | $9.25 | 0.9% | 21% |
| 20260721 | $10.35 | $10.35 | 0.9% | 22% |
| 20260720 | $10.60 | $10.60 | 1.0% | 34% |
| 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% |