Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Delek Logistics Partners, L.P. (DKL) had 180-Day Implied Volatility (Mean) of 0.2945 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2755
Historical Volatility (Parkinson)	0.2813
Implied Volatility (Calls)	0.3473
Implied Volatility (Puts)	0.2417
Implied Volatility (Mean)	0.2945
Put-Call Implied Volatility Ratio	0.6960
Implied Volatility Skew	0.0557
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	1.2844