DK · Delek US Holdings, Inc.

Track DK — free Ask ALVIS about DK

$64.87 +2.07 (+3.30%)

Market Cap

$3.85B

61.29M

Options Chain

15-min delayed Underlying $64.87 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 48 contracts

Put / call OI

0.07

Call-heavy positioning

Open interest

1,533

contracts outstanding

Volume

traded today

Max pain

$42.50

$22.37 below spot

ATM implied vol

66.8%

market's expected move

Open interest by strike

Calls Puts

27.5

32.5

37.5

42.5

47.5

52.5

57.5

62.5

67.5

72.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Oct 16 79d Jan 15 170d Mar 19 233d May 21 296d Aug 20 387d Nov 19 478d Jan 21 541d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	175.9%	0.992	—		—	-0.024	225.2%	—	0
Call · $25 In the money Last — Breakeven — Implied vol 175.9% Delta 0.992 ≈99% ITM Gamma 0.001 Theta -0.013 Vega 0.005 Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol 225.2% Delta -0.024 ≈2% ITM Gamma 0.002 Theta -0.045 Vega 0.01 Open interest 0 Model this put
0	—	158.8%	0.991	—		$0.40	-0.029	209.6%	3	3
Call · $27.5 In the money Last — Breakeven — Implied vol 158.8% Delta 0.991 ≈99% ITM Gamma 0.001 Theta -0.013 Vega 0.005 Open interest 0 Model this call Put · $27.5 Last $0.40 Breakeven $27.10 Implied vol 209.6% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.049 Vega 0.01 Open interest 3 Model this put
0	—	143.1%	0.99	—		—	-0.029	186.2%	—	0
Call · $30 In the money Last — Breakeven — Implied vol 143.1% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.012 Vega 0.005 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol 186.2% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.044 Vega 0.011 Open interest 0 Model this put
0	—	128.7%	0.99	—		$0.91	-0.045	190.9%	1	1
Call · $32.5 In the money Last — Breakeven — Implied vol 128.7% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.012 Vega 0.006 Open interest 0 Model this call Put · $32.5 Last $0.91 Breakeven $31.59 Implied vol 190.9% Delta -0.045 ≈4% ITM Gamma 0.003 Theta -0.064 Vega 0.02 Open interest 1 Model this put
0	—	115.3%	0.989	—		$0.90	-0.066	196%	5	6
Call · $35 In the money Last — Breakeven — Implied vol 115.3% Delta 0.989 ≈99% ITM Gamma 0.002 Theta -0.012 Vega 0.006 Open interest 0 Model this call Put · $35 Last $0.90 Breakeven $34.10 Implied vol 196% Delta -0.066 ≈7% ITM Gamma 0.004 Theta -0.089 Vega 0.02 Open interest 6 Model this put
0	—	110.7%	0.982	—		—	-0.04	139.2%	—	0
Call · $37.5 In the money Last — Breakeven — Implied vol 110.7% Delta 0.982 ≈98% ITM Gamma 0.002 Theta -0.017 Vega 0.006 Open interest 0 Model this call Put · $37.5 Last — Breakeven — Implied vol 139.2% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.042 Vega 0.012 Open interest 0 Model this put
0	—	113.5%	0.967	—		$0.45	-0.047	129.6%	10	3
Call · $40 In the money Last — Breakeven — Implied vol 113.5% Delta 0.967 ≈97% ITM Gamma 0.004 Theta -0.03 Vega 0.013 Open interest 0 Model this call Put · $40 Last $0.45 Breakeven $39.55 Implied vol 129.6% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.046 Vega 0.013 Open interest 3 Model this put
157	2	93.4%	0.973	$15.77		—	-0.049	113.1%	—	0
Call · $42.5 In the money Last $15.77 Breakeven $58.27 Implied vol 93.4% Delta 0.973 ≈97% ITM Gamma 0.004 Theta -0.02 Vega 0.013 Open interest 157 Model this call Put · $42.5 Last — Breakeven — Implied vol 113.1% Delta -0.049 ≈5% ITM Gamma 0.006 Theta -0.041 Vega 0.013 Open interest 0 Model this put
72	2	99.7%	0.946	$18.48		$0.25	-0.079	115.2%	1	1
Call · $45 In the money Last $18.48 Breakeven $63.48 Implied vol 99.7% Delta 0.946 ≈95% ITM Gamma 0.007 Theta -0.04 Vega 0.024 Open interest 72 Model this call Put · $45 Last $0.25 Breakeven $44.75 Implied vol 115.2% Delta -0.079 ≈8% ITM Gamma 0.008 Theta -0.06 Vega 0.024 Open interest 1 Model this put
179	2	88.9%	0.935	$16.13		$0.50	-0.102	111.4%	10	11
Call · $47.5 In the money Last $16.13 Breakeven $63.63 Implied vol 88.9% Delta 0.935 ≈93% ITM Gamma 0.009 Theta -0.041 Vega 0.024 Open interest 179 Model this call Put · $47.5 Last $0.50 Breakeven $47.00 Implied vol 111.4% Delta -0.102 ≈10% ITM Gamma 0.01 Theta -0.071 Vega 0.024 Open interest 11 Model this put
49	2	82.7%	0.913	$10.20		$1.20	-0.12	100%	1	8
Call · $50 In the money Last $10.20 Breakeven $60.20 Implied vol 82.7% Delta 0.913 ≈91% ITM Gamma 0.012 Theta -0.047 Vega 0.025 Open interest 49 Model this call Put · $50 Last $1.20 Breakeven $48.80 Implied vol 100% Delta -0.12 ≈12% ITM Gamma 0.012 Theta -0.071 Vega 0.038 Open interest 8 Model this put
12	1	63.1%	0.922	$10.87		—	-0.196	121.2%	—	0
Call · $52.5 In the money Last $10.87 Breakeven $63.37 Implied vol 63.1% Delta 0.922 ≈92% ITM Gamma 0.014 Theta -0.034 Vega 0.026 Open interest 12 Model this call Put · $52.5 Last — Breakeven — Implied vol 121.2% Delta -0.196 ≈20% ITM Gamma 0.014 Theta -0.119 Vega 0.05 Open interest 0 Model this put
117	3	50.2%	0.916	$10.90		$1.50	-0.162	74.1%	1	13
Call · $55 In the money Last $10.90 Breakeven $65.90 Implied vol 50.2% Delta 0.916 ≈92% ITM Gamma 0.019 Theta -0.029 Vega 0.026 Open interest 117 Model this call Put · $55 Last $1.50 Breakeven $53.50 Implied vol 74.1% Delta -0.162 ≈16% ITM Gamma 0.02 Theta -0.064 Vega 0.039 Open interest 13 Model this put
2	1	61%	0.809	$5.20		$4.50	-0.23	75.7%	4	2
Call · $57.5 In the money Last $5.20 Breakeven $62.70 Implied vol 61% Delta 0.809 ≈81% ITM Gamma 0.028 Theta -0.061 Vega 0.04 Open interest 2 Model this call Put · $57.5 Last $4.50 Breakeven $53.00 Implied vol 75.7% Delta -0.23 ≈23% ITM Gamma 0.025 Theta -0.081 Vega 0.053 Open interest 2 Model this put
94	1	61.2%	0.723	$7.50		$3.00	-0.297	71.8%	1	27
Call · $60 In the money Last $7.50 Breakeven $67.50 Implied vol 61.2% Delta 0.723 ≈72% ITM Gamma 0.034 Theta -0.074 Vega 0.054 Open interest 94 Model this call Put · $60 Last $3.00 Breakeven $57.00 Implied vol 71.8% Delta -0.297 ≈30% ITM Gamma 0.03 Theta -0.088 Vega 0.054 Open interest 27 Model this put
14	9	62.7%	0.627	$6.50		$4.28	-0.376	67.1%	4	6
Call · $62.5 In the money Last $6.50 Breakeven $69.00 Implied vol 62.7% Delta 0.627 ≈63% ITM Gamma 0.037 Theta -0.086 Vega 0.063 Open interest 14 Model this call Put · $62.5 Last $4.28 Breakeven $58.22 Implied vol 67.1% Delta -0.376 ≈38% ITM Gamma 0.035 Theta -0.089 Vega 0.063 Open interest 6 Model this put
Underlying $64.87
386	2	69.2%	0.533	$4.61		$5.32	-0.469	64.3%	3	24
Call · $65 Last $4.61 Breakeven $69.61 Implied vol 69.2% Delta 0.533 ≈53% ITM Gamma 0.036 Theta -0.1 Vega 0.064 Open interest 386 Model this call Put · $65 In the money Last $5.32 Breakeven $59.68 Implied vol 64.3% Delta -0.469 ≈47% ITM Gamma 0.039 Theta -0.091 Vega 0.065 Open interest 24 Model this put
16	3	66%	0.442	$3.72		$4.80	-0.55	70%	1	1
Call · $67.5 Last $3.72 Breakeven $71.22 Implied vol 66% Delta 0.442 ≈44% ITM Gamma 0.037 Theta -0.094 Vega 0.066 Open interest 16 Model this call Put · $67.5 In the money Last $4.80 Breakeven $62.70 Implied vol 70% Delta -0.55 ≈55% ITM Gamma 0.035 Theta -0.096 Vega 0.066 Open interest 1 Model this put
318	1	69.1%	0.366	$2.20		—	-0.632	69.8%	—	0
Call · $70 Last $2.20 Breakeven $72.20 Implied vol 69.1% Delta 0.366 ≈37% ITM Gamma 0.034 Theta -0.094 Vega 0.059 Open interest 318 Model this call Put · $70 In the money Last — Breakeven — Implied vol 69.8% Delta -0.632 ≈63% ITM Gamma 0.034 Theta -0.092 Vega 0.059 Open interest 0 Model this put
6	10	70.1%	0.298	$1.84		—	-0.697	71.7%	—	0
Call · $72.5 Last $1.84 Breakeven $74.34 Implied vol 70.1% Delta 0.298 ≈30% ITM Gamma 0.03 Theta -0.087 Vega 0.06 Open interest 6 Model this call Put · $72.5 In the money Last — Breakeven — Implied vol 71.7% Delta -0.697 ≈70% ITM Gamma 0.03 Theta -0.086 Vega 0.06 Open interest 0 Model this put
1	4	58.2%	0.183	$0.80		—	-0.768	69.8%	—	0
Call · $75 Last $0.80 Breakeven $75.80 Implied vol 58.2% Delta 0.183 ≈18% ITM Gamma 0.028 Theta -0.055 Vega 0.047 Open interest 1 Model this call Put · $75 In the money Last — Breakeven — Implied vol 69.8% Delta -0.768 ≈77% ITM Gamma 0.027 Theta -0.073 Vega 0.047 Open interest 0 Model this put
0	—	81.4%	0.18	—		—	-0.877	66.8%	—	0
Call · $80 Last — Breakeven — Implied vol 81.4% Delta 0.18 ≈18% ITM Gamma 0.02 Theta -0.076 Vega 0.048 Open interest 0 Model this call Put · $80 In the money Last — Breakeven — Implied vol 66.8% Delta -0.877 ≈88% ITM Gamma 0.019 Theta -0.045 Vega 0.032 Open interest 0 Model this put
4	4	74.9%	0.089	$0.90		—	-0.911	75.5%	—	0
Call · $85 Last $0.90 Breakeven $85.90 Implied vol 74.9% Delta 0.089 ≈9% ITM Gamma 0.013 Theta -0.043 Vega 0.033 Open interest 4 Model this call Put · $85 In the money Last — Breakeven — Implied vol 75.5% Delta -0.911 ≈91% ITM Gamma 0.014 Theta -0.04 Vega 0.032 Open interest 0 Model this put
0	—	88.9%	0.085	—		—	-0.932	82.4%	—	0
Call · $90 Last — Breakeven — Implied vol 88.9% Delta 0.085 ≈9% ITM Gamma 0.011 Theta -0.05 Vega 0.034 Open interest 0 Model this call Put · $90 In the money Last — Breakeven — Implied vol 82.4% Delta -0.932 ≈93% ITM Gamma 0.01 Theta -0.035 Vega 0.019 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1694426 CUSIP 24665A103 13F (30d) 76 filings 52 filers Visit website Investor relations