DARDARLING INGREDIENTS INC.
DAR Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
DAR Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 65.7% — elevated vs history
IV/HV 1.13x — IV premium over HV
Sector percentile 76% — above sector median
Front/Back 0.99x — contango
Put/Call IV 1.16x — elevated
ATM IV 45.1% — normal range
Effective IV 69.2% (ATM 45.1% + spread 12.0% + bias) — fair
Total drag 15.34% (spread 12.03% + slippage 3.31%) — high friction
Vega efficiency 3.22 (vega 3.874 / spread 12.03%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +62% (strong bullish) — Raw: +45%
|OI skew| 35.1% — call-heavy
Vol skew +82.2%, OI skew +35.1% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +70%, ATM: -75%, OTM: -7% — bullish (ITM/ATM divergent)
Sector P/C percentile 8% — very bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.1x avg — normal
Vol/OI 0.3% — normal turnover
1 day(s) elevated — may be one-day event
OI change -0.9% (5d) — stable
Sector activity percentile 15% — quiet vs sector
Large trade volume 0% — mostly retail
Aggressive execution 21% — patient
Conviction +62 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 12.0% — wide
OI 47,360 — adequate
Volume 135/day — thin
$0.60 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 87% — much wider than sector
Depth 72.6 contracts (bid:29.0 ask:43.6) — thin
Avg slippage 3.31% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -1.3% — flat/unclear
IV percentile 66% — neutral
IV kink -1.2pts — no clear event
θ/ν ratio 31.57 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +62% @ 81% consistency — STRONG directional (bullish)
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.