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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delek US Holdings (DK) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 2.7
Avg Daily Volume: 1,879,593    Market Cap: 1.3B
Sector: Basic Materials    Short Interest: 11.74
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
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 $1.90
($14.03)
12.67% -5.27% I 0.07% I $14.04 $1.55
( $14.04 )
-18.42%
Feb. 25, 2025 BO 3.0 $16.39 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2023 BO 2.5 $20.83 @$20.00

 
 
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