Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.3611 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3611
Historical Volatility (Parkinson)	0.3247
Implied Volatility (Calls)	0.3706
Implied Volatility (Puts)	0.4168
Implied Volatility (Mean)	0.3937
Put-Call Implied Volatility Ratio	1.1247
Implied Volatility Skew	0.0611
Option Statistics
Put-Call Ratio (Volume)	0.2992
Put-Call Ratio (Open Interest)	0.6763
Forward Price	27.08
Call Breakeven Price	35.24
Put Breakeven Price	24.10
Option Breakeven Price	30.78