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DELEK LOGISTICS PARTNERS, LP DKL

i

Market dataready · fetched 2026-11-04T08:52:48.428Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.003554143Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T08:52:48.024121+00:00

Share price$53.77
1D+0.3%
AH$53.39$53.62$53.85$54.08$54.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDKL
Sold putSold callAH

DELEK LOGISTICS PARTNERS, LP options

Live interpolated DKL call and put midpoint premiums by absolute delta.DELEK LOGISTICS PARTNERS, LP$0.32$1.56$2.81$4.06$5.31$48.89$51.37$53.85$56.34$58.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DKL spot · $53.77DKL PRICE$0.45$0.57$0.69$0.82$1.01$1.36$1.71$2.06$2.41$2.76$3.12$3.47$3.82$0.52$0.71$0.90$1.10$1.29$1.48$1.68$1.87$2.07$2.71$3.46$4.21$4.95
PutsFair1.00×
CallsExpensive1.27×
SkewBearish+0.88 pp
Implied moveBalanced±$3.39
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.3337.0%9.3%50.5435.3%7.0%
25Δ57.4335.3%7.9%51.0834.9%6.3%
30Δ56.5333.6%6.4%51.6334.6%5.7%
35Δ55.6331.9%5.0%52.1734.2%5.0%
40Δ54.8430.9%3.9%52.7233.8%4.4%
45Δ54.3031.4%3.5%53.2733.4%3.7%
50Δ53.7631.9%3.2%53.8133.0%3.0%
55Δ53.2332.4%2.8%54.3632.7%2.4%
60Δ52.6932.9%2.5%54.9032.3%1.7%
65Δ52.1533.4%2.1%55.7233.3%1.4%
70Δ51.6234.0%1.8%56.6034.7%1.2%
75Δ51.0834.5%1.4%57.4836.1%0.9%
80Δ50.5435.0%1.1%58.3637.5%0.7%

20Δ

Calls
Pseudo strike
58.33
IV
37.0%
B/E move
9.3%
Puts
Pseudo strike
50.54
IV
35.3%
B/E move
7.0%

25Δ

Calls
Pseudo strike
57.43
IV
35.3%
B/E move
7.9%
Puts
Pseudo strike
51.08
IV
34.9%
B/E move
6.3%

30Δ

Calls
Pseudo strike
56.53
IV
33.6%
B/E move
6.4%
Puts
Pseudo strike
51.63
IV
34.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
55.63
IV
31.9%
B/E move
5.0%
Puts
Pseudo strike
52.17
IV
34.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
54.84
IV
30.9%
B/E move
3.9%
Puts
Pseudo strike
52.72
IV
33.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
54.30
IV
31.4%
B/E move
3.5%
Puts
Pseudo strike
53.27
IV
33.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
53.76
IV
31.9%
B/E move
3.2%
Puts
Pseudo strike
53.81
IV
33.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
53.23
IV
32.4%
B/E move
2.8%
Puts
Pseudo strike
54.36
IV
32.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
52.69
IV
32.9%
B/E move
2.5%
Puts
Pseudo strike
54.90
IV
32.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
52.15
IV
33.4%
B/E move
2.1%
Puts
Pseudo strike
55.72
IV
33.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
51.62
IV
34.0%
B/E move
1.8%
Puts
Pseudo strike
56.60
IV
34.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
51.08
IV
34.5%
B/E move
1.4%
Puts
Pseudo strike
57.48
IV
36.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
50.54
IV
35.0%
B/E move
1.1%
Puts
Pseudo strike
58.36
IV
37.5%
B/E move
0.7%

Options history

IV · four-Friday blend31.80%
Daily EOD
DKL28.3%30.2%32.1%2026-10-19: 28.52%2026-10-21: 31.31%2026-10-28: 30.62%2026-10-30: 31.80%Oct 19Oct 21Oct 30
4 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.52%
31.31%
30.62%
31.80%