DARDARLING INGREDIENTS INC.
DAR Options Overview
bullish flow with unusual activity. 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 68.1% — elevated vs history
IV/HV 0.93x — IV ≤ HV
Sector percentile 78% — above sector median
Front/Back 1.03x — flat
Put/Call IV 1.16x — elevated
ATM IV 43.4% — normal range
Effective IV 74.6% (ATM 43.4% + spread 15.6% + bias) — fair
Total drag 20.04% (spread 15.62% + slippage 4.42%) — high friction
Vega efficiency 5.99 (vega 9.352 / spread 15.62%) — acceptable
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +57% (strong bullish) — Raw: +47%
|OI skew| 30.6% — call-heavy
Vol skew +22.4%, OI skew +30.6% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -50%, ATM: +37%, OTM: +61% — bearish (ITM/ATM divergent)
Sector P/C percentile 51% — neutral vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 4.7x avg — hot
Vol/OI 24.9% — high turnover
2 day(s) elevated — sustained
OI change +13.5% (5d) — building
Sector activity percentile 99% — very active vs sector
Large trade volume 61% — heavy institutional
Aggressive execution 56% — patient
Conviction +57 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 15.6% — wide
OI 43,239 — adequate
Volume 10,787/day — active
$0.78 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 89% — much wider than sector
Depth 166.6 contracts (bid:65.8 ask:100.8) — adequate
Avg slippage 4.42% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope +2.5% — flat/unclear
IV percentile 68% — neutral
IV kink 0.8pts — no clear event
θ/ν ratio 225.90 — favors income trades
3 liquid expirations — flexible
safe window: No events detected
Spread ratio 1.00x — stable
Flow +57% @ 79% consistency — STRONG directional (bullish)
Score 91 (ITM 20% + inst 61%) — HIGH institutional
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 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.