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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delek US Holdings (DK) - NYSE Next Earnings Date: Estimated on Aug. 6, 2026
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.0
Avg Daily Volume: 1,123,556    Market Cap: 2.5B
Sector: Basic Materials    Short Interest: 12.37
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
April 29, 2026 BO 2.7 $41.04 @$40.00 $5.18
($41.04)
12.95% 15.18% O 13.71% O $46.67 $7.20
( $46.67 )
39.0%
Feb. 27, 2026 BO 2.8 $36.38 @$37.50 $5.00
($36.38)
13.33% 6.65% I 4.75% I $38.11 $4.67
( $38.11 )
-6.6%
Nov. 7, 2025 BO 2.7 $39.21 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 2.9 $21.07 @$20.00
May 7, 2025 BO 2.9 $14.03 @$15.00
Feb. 25, 2025 BO 3.0 $16.39 @$17.50
Nov. 6, 2024 BO 2.8 $15.93 @$15.00
Aug. 6, 2024 BO 2.7 $21.73 @$22.50
May 7, 2024 BO 2.5 $26.69 @$27.50
Feb. 27, 2024 BO 2.4 $28.29 @$27.50

 
 
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