DK (Delek US Holdings, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where DK's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on DK are priced rich or cheap relative to its own recent 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.

DK IV Rank Summary
Current
42%
Subdued — neutral to long-vol
30-Day Avg
28%
60-Day Avg
32%
90-Day Avg
28%
90-Day Low
0%
90-Day High
85%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in DK's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
DK IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260901 42% 1.0%
20260831 44% 1.0%
20260828 33% 0.9%
20260827 40% 1.0%
20260826 30% 0.9%
20260825 39% 1.0%
20260824 22% 0.8%
20260821 10% 0.8%
20260820 7% 0.7%
20260819 12% 0.8%
20260818 8% 0.7%
20260817 12% 0.8%
20260814 11% 0.8%
20260813 1% 0.7%
20260812 0% 0.7%
20260811 0% 0.7%
20260810 0% 0.7%
20260806 6% 0.8%
20260805 76% 1.2%
20260804 71% 1.3%
20260803 60% 1.2%
20260731 40% 1.0%
20260730 55% 1.2%
20260729 40% 1.0%
20260728 42% 1.1%
20260727 30% 1.0%
20260724 28% 0.9%
20260723 32% 1.0%
20260722 21% 0.9%
20260721 22% 0.9%
20260720 34% 1.0%
20260716 23% 0.9%
20260715 16% 0.8%
20260714 17% 0.9%
20260713 16% 0.9%
20260710 14% 0.8%
20260709 7% 0.8%
20260708 3% 0.7%
20260707 7% 0.8%
20260706 9% 0.8%
20260702 66% 1.2%
20260701 67% 1.2%
20260630 85% 1.4%
20260629 68% 1.3%
20260626 39% 1.0%
20260625 41% 1.0%
20260624 54% 1.1%
20260623 42% 1.0%
20260622 37% 1.0%
20260618 40% 1.0%
20260617 47% 1.1%
20260616 31% 1.0%
20260615 31% 1.0%
20260613 42% 1.0%
20260612 39% 1.0%
20260611 40% 1.0%
20260610 41% 1.0%
20260609 32% 1.0%
20260608 43% 1.1%
20260605 33% 1.0%
20260604 24% 0.9%
20260603 37% 1.0%
20260602 25% 0.9%
20260601 35% 1.0%
20260529 28% 0.9%
20260528 25% 0.9%
20260527 25% 0.9%
20260526 31% 1.0%
20260522 19% 0.9%
20260521 22% 0.9%
20260520 17% 0.9%
20260519 19% 0.9%
20260518 19% 0.9%
20260515 13% 0.8%
20260514 13% 0.8%
20260513 21% 0.9%
20260512 16% 0.8%
20260511 17% 0.8%
20260510 13% 0.8%
20260508 9% 0.7%
20260507 7% 0.7%
20260506 11% 0.8%
20260505 13% 0.8%
20260504 12% 0.8%
20260502 28% 0.9%
20260501 23% 0.9%
20260430 22% 0.9%
20260429 23% 0.9%
20260428 28% 0.9%
20260427 25% 0.9%