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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delek US Holdings (DK) - NYSE Next Earnings Date: OS Estimate: May 6, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.9
Avg Daily Volume: 1,777,070    Market Cap: 891.4M
Sector: Basic Materials    Short Interest: 13.81
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 25, 2025 BO 3.0 $16.39 @$17.50 $2.50
($16.39)
14.29% 5.36% I 0.06% I $16.40 $2.08
( $16.40 )
-16.8%
Nov. 6, 2024 BO 2.8 $15.93 @$15.00 $1.43
($15.93)
9.53% 11.42% O 8.6% I $17.30 $2.60
( $17.30 )
81.82%
Aug. 6, 2024 BO 2.7 $21.73 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 BO 2.5 $26.69 @$27.50
Feb. 27, 2024 BO 2.4 $28.29 @$27.50
Nov. 7, 2023 BO 2.5 $25.80 @$25.00
Aug. 7, 2023 BO 2.6 $27.53 @$27.50
May 8, 2023 BO 2.5 $20.83 @$20.00
Feb. 28, 2023 BO 2.5 $27.22 @$27.50
Nov. 7, 2022 BO 2.6 $31.25 @$30.00

 
 
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