Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Delek US Holdings, Inc. (DK) had 30-Day Put-Call Implied Volatility Ratio of 0.9871 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6918
Historical Volatility (Parkinson)	0.5220
Implied Volatility (Calls)	0.6457
Implied Volatility (Puts)	0.6374
Implied Volatility (Mean)	0.6416
Put-Call Implied Volatility Ratio	0.9871
Implied Volatility Skew	0.0514
Option Statistics
Put-Call Ratio (Volume)	3.8111
Put-Call Ratio (Open Interest)	0.4100
Forward Price	30.03
Call Breakeven Price	31.48
Put Breakeven Price	24.24
Option Breakeven Price	29.33

Data from Quantcha