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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delek US Holdings (DK) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 3.0
Avg Daily Volume: 1,295,348    Market Cap: 1.97B
Sector: Basic Materials    Short Interest: 16.37
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
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 $1.80
($21.73)
8.0% -11.04% O -10.99% O $19.34 $3.50
( $19.34 )
94.44%
May 7, 2024 BO 2.5 $26.69 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 4, 2022 BO 2.5 $26.80 @$27.30

 
 
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