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DARLING INGREDIENTS INC. DAR

i

Market dataready · fetched 2026-11-11T17:49:17.757Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T17:49:06.789873812Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-11T17:49:16.902157+00:00

Share price$53.26
1D+1.5%
$51.86$52.37$52.88$53.38$53.895:30 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.$0.31$1.25$2.19$3.13$4.07$48.49$50.92$53.35$55.78$58.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAR spot · $53.26DAR PRICE$0.41$0.55$0.69$0.85$1.08$1.31$1.53$1.76$2.00$2.45$2.90$3.35$3.80$0.42$0.55$0.69$0.82$0.98$1.21$1.45$1.69$1.92$2.16$2.51$3.13$3.76
PutsCheap0.88×
CallsFair0.97×
SkewBullish-6.01 pp
Implied moveBullish±$2.98
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.6842.6%7.2%50.4042.6%6.2%
25Δ56.0743.1%6.3%50.9541.6%5.4%
30Δ55.4743.7%5.4%51.5140.7%4.6%
35Δ54.8944.2%4.7%52.0639.7%3.8%
40Δ54.4144.7%4.2%52.5939.0%3.1%
45Δ53.9345.1%3.7%53.0138.9%2.7%
50Δ53.4445.5%3.2%53.4338.9%2.4%
55Δ52.9646.0%2.7%53.8638.8%2.0%
60Δ52.4746.5%2.3%54.2838.8%1.7%
65Δ51.8547.6%2.0%54.7038.8%1.3%
70Δ51.2448.6%1.6%55.2239.2%1.0%
75Δ50.6249.7%1.3%55.9540.7%0.8%
80Δ50.0050.8%1.0%56.6842.3%0.6%

20Δ

Calls
Pseudo strike
56.68
IV
42.6%
B/E move
7.2%
Puts
Pseudo strike
50.40
IV
42.6%
B/E move
6.2%

25Δ

Calls
Pseudo strike
56.07
IV
43.1%
B/E move
6.3%
Puts
Pseudo strike
50.95
IV
41.6%
B/E move
5.4%

30Δ

Calls
Pseudo strike
55.47
IV
43.7%
B/E move
5.4%
Puts
Pseudo strike
51.51
IV
40.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
54.89
IV
44.2%
B/E move
4.7%
Puts
Pseudo strike
52.06
IV
39.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
54.41
IV
44.7%
B/E move
4.2%
Puts
Pseudo strike
52.59
IV
39.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
53.93
IV
45.1%
B/E move
3.7%
Puts
Pseudo strike
53.01
IV
38.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
53.44
IV
45.5%
B/E move
3.2%
Puts
Pseudo strike
53.43
IV
38.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
52.96
IV
46.0%
B/E move
2.7%
Puts
Pseudo strike
53.86
IV
38.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
52.47
IV
46.5%
B/E move
2.3%
Puts
Pseudo strike
54.28
IV
38.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
51.85
IV
47.6%
B/E move
2.0%
Puts
Pseudo strike
54.70
IV
38.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
51.24
IV
48.6%
B/E move
1.6%
Puts
Pseudo strike
55.22
IV
39.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
50.62
IV
49.7%
B/E move
1.3%
Puts
Pseudo strike
55.95
IV
40.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
50.00
IV
50.8%
B/E move
1.0%
Puts
Pseudo strike
56.68
IV
42.3%
B/E move
0.6%

Options history

IV · four-Friday blend42.13%
Daily EOD
DAR40.7%43.9%47.2%2026-10-19: 44.97%2026-10-20: 45.08%2026-10-21: 44.59%2026-10-22: 43.86%2026-10-23: 44.24%2026-10-26: 45.09%2026-10-27: 46.02%2026-10-28: 46.73%2026-10-29: 41.17%2026-10-30: 42.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.97%
45.08%
44.59%
43.86%
44.24%
45.09%
46.02%
46.73%
41.17%
42.13%