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DARLING INGREDIENTS INC. DAR

i

Market datapartial · fetched 2026-10-23T21:11:12.110Z

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 · 2026-10-23T20:35:36.1448259Z

FundamentalsAlpha Vantage · unavailable

Share price$56.55
1D+0.4%
AH$55.89$56.22$56.55$56.87$57.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAR
Sold putSold callAH

DARLING INGREDIENTS INC. options

Live interpolated DAR call and put midpoint premiums by absolute delta.DARLING INGREDIENTS INC.$0.49$2.58$4.66$6.75$8.84$46.96$51.73$56.50$61.27$66.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAR spot · $56.55DAR PRICE$0.72$0.98$1.30$1.62$1.94$2.25$2.63$3.09$3.56$4.19$4.92$5.73$6.76$0.93$1.27$1.61$1.96$2.37$2.87$3.37$3.97$4.60$5.31$6.20$7.13$8.24
PutsFair0.99×
CallsExpensive1.06×
SkewBearish+2.85 pp
Implied moveBearish±$6.00
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.2743.2%13.1%51.1947.3%11.1%
25Δ61.9843.4%11.3%52.1849.6%10.0%
30Δ61.0645.2%10.3%53.2249.8%8.7%
35Δ60.1447.0%9.2%54.2949.0%7.5%
40Δ59.1446.4%8.0%55.3248.6%6.4%
45Δ58.1345.5%6.8%56.2948.9%5.5%
50Δ57.1645.0%5.7%57.2549.2%4.7%
55Δ56.2645.3%5.0%58.2649.2%4.0%
60Δ55.3745.6%4.2%59.2849.1%3.3%
65Δ54.3846.4%3.6%60.3549.1%2.7%
70Δ53.3247.7%3.0%61.5549.2%2.1%
75Δ52.2149.0%2.5%62.7949.2%1.6%
80Δ50.8950.0%1.9%64.1748.6%1.1%

20Δ

Calls
Pseudo strike
63.27
IV
43.2%
B/E move
13.1%
Puts
Pseudo strike
51.19
IV
47.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
61.98
IV
43.4%
B/E move
11.3%
Puts
Pseudo strike
52.18
IV
49.6%
B/E move
10.0%

30Δ

Calls
Pseudo strike
61.06
IV
45.2%
B/E move
10.3%
Puts
Pseudo strike
53.22
IV
49.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
60.14
IV
47.0%
B/E move
9.2%
Puts
Pseudo strike
54.29
IV
49.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
59.14
IV
46.4%
B/E move
8.0%
Puts
Pseudo strike
55.32
IV
48.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
58.13
IV
45.5%
B/E move
6.8%
Puts
Pseudo strike
56.29
IV
48.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
57.16
IV
45.0%
B/E move
5.7%
Puts
Pseudo strike
57.25
IV
49.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
56.26
IV
45.3%
B/E move
5.0%
Puts
Pseudo strike
58.26
IV
49.2%
B/E move
4.0%

60Δ

Calls
Pseudo strike
55.37
IV
45.6%
B/E move
4.2%
Puts
Pseudo strike
59.28
IV
49.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
54.38
IV
46.4%
B/E move
3.6%
Puts
Pseudo strike
60.35
IV
49.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
53.32
IV
47.7%
B/E move
3.0%
Puts
Pseudo strike
61.55
IV
49.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
52.21
IV
49.0%
B/E move
2.5%
Puts
Pseudo strike
62.79
IV
49.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
50.89
IV
50.0%
B/E move
1.9%
Puts
Pseudo strike
64.17
IV
48.6%
B/E move
1.1%

Options history

DAR43.7744.4745.182026-10-20: 45.08%2026-10-21: 44.59%2026-10-22: 43.86%Oct 20Oct 22
Table
DateIV
45.08%
44.59%
43.86%