Tracking the DK expected move helps you see how far Delek US Holdings Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Delek US Holdings Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the DK expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For DK, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The DK expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Delek US Holdings Inc is unlikely to go.
Delek US Holdings, Inc. engages in the integrated downstream energy business in the United States. The company operates through three segments: Refining, Logistics, and Retail. The Refining segment processes crude oil and other feedstock for the manufacture of various grades of gasoline, diesel fuel, aviation fuel, asphalt, and other petroleum-based products that are distributed through owned and third-party product terminal. It owns and operates four independent refineries located in Tyler, Texas; El Dorado, Arkansas; Big Spring, Texas; and Krotz Springs, Louisiana, as well as three biodiesel facilities in Crossett, Arkansas, Cleburne, Texas, and New Albany.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the DK expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Delek US Holdings Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about DK.
