Implied Volatility (Puts) (20-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Delek US Holdings, Inc. (DK) had 20-Day Implied Volatility (Puts) of 0.3381 for 2024-05-13.

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

Figures for 2024-05-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3880
Historical Volatility (Parkinson)	0.3572
Implied Volatility (Calls)	0.1996
Implied Volatility (Puts)	0.3381
Implied Volatility (Mean)	0.2688
Put-Call Implied Volatility Ratio	1.6936
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	10.5000
Put-Call Ratio (Open Interest)	0.2773
Forward Price	27.33
Call Breakeven Price	31.39
Put Breakeven Price	26.55
Option Breakeven Price	30.32