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DARDARLING INGREDIENTS INC.

Options Analysis ReportFATS & OILS
Market Cap $10.1B|NYSE
2026-08-31$64.32
BULLISH
Analysis: 2026-08-28 EOD data
1Y +95.2%YTD +70.9%7D +3.2%
10,787
30D
±12.9%
16%

DAR Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

6.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

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DAR Gamma Walls

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Value

Is IV priced right?

5.8
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 68.1% — elevated vs history

<1.05x

IV/HV 0.93x — IV ≤ HV

Sector Relative≤50%

Sector percentile 78% — above sector median

<1.1x

Front/Back 1.03x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 43.4% — normal range

<80%

Effective IV 74.6% (ATM 43.4% + spread 15.6% + bias) — fair

<3.0%

Total drag 20.04% (spread 15.62% + slippage 4.42%) — high friction

≥5.0

Vega efficiency 5.99 (vega 9.352 / spread 15.62%) — acceptable

Sentiment

Bullish or bearish?

8.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +57%, Raw: +47%)
|net sentiment| ≥25%

Conviction-weighted: +57% (strong bullish) — Raw: +47%

≥15%

|OI skew| 30.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +22.4%, OI skew +30.6% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -50%, ATM: +37%, OTM: +61% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 51% — neutral vs sector

Activity

Unusual activity?

8.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks7/8 checks passed
≥1.5x

Volume 4.7x avg — hot

≥15%

Vol/OI 24.9% — high turnover

≥2 days

2 day(s) elevated — sustained

≥5%

OI change +13.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 99% — very active vs sector

≥30%

Large trade volume 61% — heavy institutional

≥60%

Aggressive execution 56% — patient

≥30

Conviction +57 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

3.3
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 15.6% — wide

≥10,000

OI 43,239 — adequate

≥500

Volume 10,787/day — active

≤$0.50

$0.78 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 89% — much wider than sector

≥100 contracts

Depth 166.6 contracts (bid:65.8 ask:100.8) — adequate

<1.0%

Avg slippage 4.42% — poor

Timing

Is now a good time?

7.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope +2.5% — flat/unclear

<30 or >70

IV percentile 68% — neutral

≥10pts kink

IV kink 0.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 225.90 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +57% @ 79% consistency — STRONG directional (bullish)

≥40 composite score

Score 91 (ITM 20% + inst 61%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls7.4
bullishIV fair, bullish flow
Long Puts4.4
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.9
bullishIV fair, bullish flow
Covered Call3.8
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, 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.

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