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Delek US Holdings DK 62.64 -2.36 -3.63%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.555
Put Call Ratio (OI)
0.241
Put Call Ratio (Vol)
0.295
IV Rank
24.9
IV Percentile
11.7
Max pain
70

Gamma exposure (2026-11-10)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
10.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-57.5
57.5
View values by strike
DK · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 391 -678
17.50 142 0
20.00 60.6 -166
22.50 98.2 -6.33
25.00 0 -473
27.50 135 -51.2
30.00 3.41 K -793
32.50 4.47 K -97.2
35.00 257 -513
37.50 3.85 K -186
40.00 5.68 K -912
42.50 1.01 K -527
45.00 15.6 K -2.02 K
47.50 2.82 K -452
50.00 27.5 K -3.12 K
52.50 1.6 K -876
55.00 2.53 K -46.9 K
57.50 309 -1.17 K
60.00 9.78 K -64.7 K
62.50 3.99 K -38.2 K
65.00 110 K -60.5 K
67.50 8.56 K -31.8 K
70.00 105 K -32.8 K
72.50 54.8 K -3.67 K
75.00 143 K -2.58 K
77.50 31.1 K -4.05 K
80.00 64.9 K -2.12 K
82.50 3.91 K -544
85.00 87 K -163
87.50 16.7 K 0
90.00 44.8 K -12.3 K
95.00 15.8 K 0
100.00 20 K 0
105.00 1.81 K 0
110.00 684 0
115.00 633 0
120.00 13.8 K 0