Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Delek US Holdings, Inc. (DK) had 20-Day Implied Volatility Skew of 0.0954 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2091
Historical Volatility (Parkinson)	0.2595
Implied Volatility (Calls)	0.7321
Implied Volatility (Puts)	0.4113
Implied Volatility (Mean)	0.5717
Put-Call Implied Volatility Ratio	0.5618
Implied Volatility Skew	0.0954
Option Statistics
Put-Call Ratio (Volume)	1.3750
Put-Call Ratio (Open Interest)	0.6911
Forward Price	30.30
Call Breakeven Price	33.63
Put Breakeven Price	28.21
Option Breakeven Price	31.41