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DARLING INGREDIENTS INC. DAR

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Market datapartial · fetched 2026-10-22T14:48:58.260Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:48:57.216529447Z

FundamentalsAlpha Vantage · unavailable

Share price$55.61
1D-2.9%
$55.44$55.93$56.41$56.90$57.385:30 AM6:30 AM9:00 AM1:00 PMDAR
Sold putSold call

DARLING INGREDIENTS INC. options

Live interpolated DAR call and put midpoint premiums by absolute delta.DARLING INGREDIENTS INC.$0.62$2.70$4.78$6.85$8.93$44.88$50.25$55.61$60.97$66.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAR spot · $55.60DAR PRICE$0.85$1.14$1.45$1.79$2.21$2.62$3.10$3.59$4.21$4.92$5.82$6.98$8.33$0.91$1.22$1.52$1.88$2.25$2.67$3.21$3.74$4.27$4.81$5.36$6.02$6.70
PutsCheap0.83×
CallsExpensive1.18×
SkewBullish-9.50 pp
Implied moveBalanced±$6.31
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.5150.1%15.7%50.1548.7%11.5%
25Δ62.3252.4%14.1%51.3148.0%9.9%
30Δ60.9652.2%12.3%52.4747.3%8.4%
35Δ59.6952.2%10.6%53.4446.8%7.3%
40Δ58.6053.0%9.4%54.4046.2%6.2%
45Δ57.5153.8%8.1%55.3546.0%5.3%
50Δ56.4453.9%7.1%56.2846.3%4.5%
55Δ55.3654.0%6.0%57.2146.6%3.8%
60Δ54.2554.7%5.1%58.1245.9%3.2%
65Δ53.1255.8%4.4%59.0244.6%2.5%
70Δ51.8357.9%3.7%59.9343.4%1.9%
75Δ50.3561.3%3.1%60.8641.8%1.4%
80Δ48.6563.9%2.5%61.8040.1%0.9%

20Δ

Calls
Pseudo strike
63.51
IV
50.1%
B/E move
15.7%
Puts
Pseudo strike
50.15
IV
48.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
62.32
IV
52.4%
B/E move
14.1%
Puts
Pseudo strike
51.31
IV
48.0%
B/E move
9.9%

30Δ

Calls
Pseudo strike
60.96
IV
52.2%
B/E move
12.3%
Puts
Pseudo strike
52.47
IV
47.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
59.69
IV
52.2%
B/E move
10.6%
Puts
Pseudo strike
53.44
IV
46.8%
B/E move
7.3%

40Δ

Calls
Pseudo strike
58.60
IV
53.0%
B/E move
9.4%
Puts
Pseudo strike
54.40
IV
46.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
57.51
IV
53.8%
B/E move
8.1%
Puts
Pseudo strike
55.35
IV
46.0%
B/E move
5.3%

50Δ

Calls
Pseudo strike
56.44
IV
53.9%
B/E move
7.1%
Puts
Pseudo strike
56.28
IV
46.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
55.36
IV
54.0%
B/E move
6.0%
Puts
Pseudo strike
57.21
IV
46.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
54.25
IV
54.7%
B/E move
5.1%
Puts
Pseudo strike
58.12
IV
45.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
53.12
IV
55.8%
B/E move
4.4%
Puts
Pseudo strike
59.02
IV
44.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
51.83
IV
57.9%
B/E move
3.7%
Puts
Pseudo strike
59.93
IV
43.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
50.35
IV
61.3%
B/E move
3.1%
Puts
Pseudo strike
60.86
IV
41.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
48.65
IV
63.9%
B/E move
2.5%
Puts
Pseudo strike
61.80
IV
40.1%
B/E move
0.9%

Options history

No recorded observations