DARDARLING INGREDIENTS INC.
Options Analysis Report•FATS & OILS
Market Cap $10.0B|NYSE
● 2026-05-15$62.78
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +77.7%YTD +66.8%7D -0.5%
Options Vol
979
30D
Implied Move
±8.6%
IV Rank
23%
DAR Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 56.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.69x — IV premium over HV
Sector Relative≤50%
Sector percentile 70% — above sector median
Term Structure
<1.1xFront/Back 0.93x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 47.1% — normal range
Spread-Adjusted Value
<80%Effective IV 81.6% (ATM 47.1% + spread 17.2% + bias) — expensive
Execution Efficiency
<3.0%Total drag 27.08% (spread 17.24% + slippage 9.84%) — high friction
Vega Efficiency
≥5.0Vega efficiency 6.02 (vega 10.373 / spread 17.24%) — acceptable
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -12%, Raw: +0%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -12% (bearish) — Raw: +0%
OI Skew Magnitude
≥15%|OI skew| 34.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +24.8%, OI skew +34.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 15%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -94%, ATM: -12%, OTM: +27% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 48% — neutral vs sector
Activity
Unusual activity?
2.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.3x avg — normal
Turnover Rate
≥15%Vol/OI 1.7% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -0.6% (5d) — stable
Sector Relative≥60%
Sector activity percentile 45% — neutral vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 57% — patient
Flow Conviction
≥30Conviction -12 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 17.2% — wide
Adequate OI
≥10,000OI 57,829 — deep
Active Volume
≥500Volume 979/day — adequate
Reasonable Cost
≤$0.50$0.86 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 82% — much wider than sector
Order Book Depth
≥100 contractsDepth 156.1 contracts (bid:105.0 ask:51.1) — adequate
Execution Quality
<1.0%Avg slippage 9.84% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -6.6% — contango
IV Percentile Clarity
<30 or >70IV percentile 57% — neutral
Event Detection
≥10pts kinkIV kink -1.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 293.86 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -12% @ 56% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.2
bullishIV fair, mixed flow
Long Puts4.5
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, mixed flow
Covered Call4.7
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.