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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delek US Holdings (DK) - NYSE Next Earnings Date: OS Estimate: Feb. 23, 2027 BO
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 3.1
Avg Daily Volume: 1,637,557    Market Cap: 4.5B
Sector: Energy    Short Interest: 11.71
Live Interactive Chart
Days to Next Earnings: 105 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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, 2026 BO 3.2 $62.49 @$62.50 $8.70
($62.49)
13.92% 5.18% I 2.33% I $63.95 $6.85
( $63.95 )
-21.26%
Aug. 5, 2026 BO 3.0 $66.20 @$65.00 $8.95
($66.20)
13.77% -10.09% I -9.74% I $59.75 $7.68
( $59.75 )
-14.19%
April 29, 2026 BO 2.7 $41.04 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2026 BO 2.8 $36.38 @$37.50
Nov. 7, 2025 BO 2.7 $39.21 @$40.00
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

 
 
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