Historical Volatility (Close-to-Close) (150-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Delek US Holdings, Inc. (DK) had 150-Day Historical Volatility (Close-to-Close) of 0.3591 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3591
Historical Volatility (Parkinson)	0.3254
Implied Volatility (Calls)	0.3297
Implied Volatility (Puts)	0.3723
Implied Volatility (Mean)	0.3510
Put-Call Implied Volatility Ratio	1.1292
Implied Volatility Skew	0.0069
Option Statistics
Put-Call Ratio (Volume)	5.6703
Put-Call Ratio (Open Interest)	0.7892
Forward Price	28.07
Call Breakeven Price	35.17
Put Breakeven Price	24.52
Option Breakeven Price	30.46