DK as of Nov 1 · 11:45 ET

DKNYSEPetroleum Refining

Delek US Holdings, Inc. · Brief

Next report

5 days

Nov 6 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±9.3%implied · report alone

66.7680.38

straddle ±12.1%

spot 73.57exp Nov 20ATM strike 72.5ATM straddle 10.50IV 75%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±11.0%
avg realized: ±5.9%

Nov 6 '24±7.8%▲+8.60%×1.10

Feb 25 '25±11.4%▲+0.06%×0.01

May 7 '25±11.8%▲+0.07%×0.01

Aug 6 '25±13.5%▼−4.89%×0.36

Q3 FY25±12.8%▲+5.66%×0.44

Feb 27 '26±10.5%▲+4.76%×0.46

Q1 FY26±9.6%▲+13.72%×1.43

Q2 FY26±10.5%▼−9.74%×0.93

quarterimplied−15%0+15%realized×

Q2 FY26±10.5%▼−9.74%×0.93

Q1 FY26±9.6%▲+13.72%×1.43

Feb '26±10.5%▲+4.76%×0.46

Q3 FY25±12.8%▲+5.66%×0.44

Aug '25±13.5%▼−4.89%×0.36

May '25±11.8%▲+0.07%×0.01

2 older reports

Feb '25±11.4%▲+0.06%×0.01

Nov '24±7.8%▲+8.60%×1.10

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 6 report · est.

Bull2

298managers reporting a position in the latest quarterly filings13F · Jun 30 '26

39managers whose positions together make up four fifths of the reported value13F · Jun 30 '26

Bear2 of 3

4tracked funds holding DKN-PORT · Aug 31 '26

12 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

DK report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 23impliedImplied move: ±12.7% into Nov 6 earnings (Oct 23 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.