IntraAlpha
Create free account Start free

DELEK LOGISTICS PARTNERS, LP DKL

i

Market dataready · fetched 2026-11-07T07:27:12.843Z

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 · 2026-11-07T00:00:00.003841772Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:27:12.391267+00:00

Share price$51.77
1D+1.6%
AH$50.42$50.90$51.39$51.88$52.375:30 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$0.20$1.80$3.39$4.99$6.58$45.98$49.27$52.56$55.84$59.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DKL spot · $51.77DKL PRICE$0.37$0.54$0.71$0.88$1.05$1.22$1.38$1.55$1.72$1.89$2.06$2.23$0.57$0.71$0.86$1.13$1.46$1.78$2.11$2.43$2.76$3.08$3.41$3.73$6.12
PutsExpensive1.14×
Calls——
Skew——
Implied moveBearish±$3.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8733.7%6.7%47.4550.5%9.4%
25Δ54.4433.2%6.2%48.5647.4%7.6%
30Δ54.0032.8%5.7%49.6744.3%5.7%
35Δ53.5632.3%5.2%50.4043.4%4.8%
40Δ53.1231.8%4.6%50.9743.3%4.3%
45Δ52.6931.4%4.1%51.5443.3%3.9%
50Δ52.2530.9%3.6%52.1143.3%3.4%
55Δ51.8130.5%3.1%52.6843.3%2.9%
60Δ51.3830.0%2.6%53.2643.3%2.5%
65Δ50.9429.5%2.0%53.8343.3%2.0%
70Δ50.5029.1%1.5%54.4043.3%1.5%
75Δ50.0628.6%1.0%54.9743.2%1.0%
80Δ57.4256.3%0.9%

20Δ

Calls
Pseudo strike
54.87
IV
33.7%
B/E move
6.7%
Puts
Pseudo strike
47.45
IV
50.5%
B/E move
9.4%

25Δ

Calls
Pseudo strike
54.44
IV
33.2%
B/E move
6.2%
Puts
Pseudo strike
48.56
IV
47.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
54.00
IV
32.8%
B/E move
5.7%
Puts
Pseudo strike
49.67
IV
44.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
53.56
IV
32.3%
B/E move
5.2%
Puts
Pseudo strike
50.40
IV
43.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
53.12
IV
31.8%
B/E move
4.6%
Puts
Pseudo strike
50.97
IV
43.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
52.69
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
51.54
IV
43.3%
B/E move
3.9%

50Δ

Calls
Pseudo strike
52.25
IV
30.9%
B/E move
3.6%
Puts
Pseudo strike
52.11
IV
43.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
51.81
IV
30.5%
B/E move
3.1%
Puts
Pseudo strike
52.68
IV
43.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
51.38
IV
30.0%
B/E move
2.6%
Puts
Pseudo strike
53.26
IV
43.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
50.94
IV
29.5%
B/E move
2.0%
Puts
Pseudo strike
53.83
IV
43.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
50.50
IV
29.1%
B/E move
1.5%
Puts
Pseudo strike
54.40
IV
43.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
50.06
IV
28.6%
B/E move
1.0%
Puts
Pseudo strike
54.97
IV
43.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.42
IV
56.3%
B/E move
0.9%

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%