Implied Volatility Skew (60-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) 60-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4075
Historical Volatility (Parkinson)	0.3447
Implied Volatility (Calls)	0.3025
Implied Volatility (Puts)	0.4132
Implied Volatility (Mean)	0.3578
Put-Call Implied Volatility Ratio	1.3660
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0796
Forward Price	29.10
Call Breakeven Price	32.85
Put Breakeven Price	26.38
Option Breakeven Price	32.52