Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of -0.0136 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)	0.3833
Historical Volatility (Parkinson)	0.3406
Implied Volatility (Calls)	0.3389
Implied Volatility (Puts)	0.3854
Implied Volatility (Mean)	0.3621
Put-Call Implied Volatility Ratio	1.1372
Implied Volatility Skew	-0.0136
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6177
Forward Price	29.43
Call Breakeven Price	33.28
Put Breakeven Price	27.22
Option Breakeven Price	30.95