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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delek US Holdings (DK) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.5
Avg Daily Volume: 1,157,006    Market Cap: 1.97B
Sector: Basic Materials    Short Interest: 16.37
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 11.38%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
May 7, 2024 BO None $0.00 @$30.00 $3.35
($29.45)
11.38% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 BO 2.4 $28.29 @$27.50 $2.25
($28.29)
8.18% -9.68% O -9.08% O $25.72 $2.90
( $25.72 )
28.89%
Nov. 7, 2023 BO 2.5 $25.80 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2022 BO 2.6 $24.70 @$25.00
Feb. 23, 2022 AC 2.6 $16.81 @$17.50

 
 
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