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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delek US Holdings (DK) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 2.8
Avg Daily Volume: 1,507,943    Market Cap: 2.5B
Sector: Basic Materials    Short Interest: 17.39
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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. 7, 2025 BO 2.7 $39.21 @$40.00 $5.42
($39.21)
13.55% 10.94% I 5.66% I $41.43 $4.35
( $41.43 )
-19.74%
Aug. 6, 2025 BO 2.9 $21.07 @$20.00 $3.50
($21.07)
17.5% -5.98% I -4.88% I $20.04 $1.45
( $20.04 )
-58.57%
May 7, 2025 BO 2.9 $14.03 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 BO 2.5 $25.80 @$25.00
Aug. 7, 2023 BO 2.6 $27.53 @$27.50

 
 
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