IntraAlpha
Create free account Start free

Darden Restaurants, Inc. DRI

i

Market dataready · fetched 2026-11-12T01:46:46.425Z

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 · 2026-11-12T00:00:00.00245364Z

FundamentalsSEC EDGAR · ready · as of 2026-08-30 · fetched 2026-11-12T01:46:45.897276+00:00

Share price$228.94
1D+1.3%
AH$225$226$228$229$2305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRI
Sold putSold callAH

Darden Restaurants, Inc. options

Live interpolated DRI call and put midpoint premiums by absolute delta.Darden Restaurants, Inc.$0.99$3.83$6.68$9.52$12.37$215.34$222.34$229.35$236.35$243.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRI spot · $228.94DRI PRICE$1.57$2.00$2.40$2.81$3.22$3.62$4.30$5.33$6.35$7.37$8.39$9.42$10.44$1.29$1.82$2.35$2.88$3.41$3.94$4.47$5.39$6.62$7.85$9.09$10.32$11.55
PutsExpensive1.05×
CallsFair1.02×
SkewBullish-2.28 pp
Implied moveBalanced±$8.77
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ242.4739.7%6.6%220.1331.2%4.4%
25Δ239.3838.5%5.4%221.6631.0%4.0%
30Δ237.3236.6%4.7%223.1930.7%3.5%
35Δ235.2734.6%4.0%224.7330.5%3.1%
40Δ233.2132.7%3.3%226.2630.3%2.7%
45Δ231.1530.7%2.5%227.7930.0%2.2%
50Δ229.3129.8%2.0%229.3329.8%1.8%
55Δ227.7730.1%1.8%230.9529.9%1.5%
60Δ226.2230.4%1.6%232.6530.3%1.3%
65Δ224.6730.8%1.4%234.3530.6%1.1%
70Δ223.1231.1%1.1%236.0531.0%0.9%
75Δ221.5731.4%0.9%237.7531.3%0.7%
80Δ220.0231.7%0.7%239.4531.7%0.5%

20Δ

Calls
Pseudo strike
242.47
IV
39.7%
B/E move
6.6%
Puts
Pseudo strike
220.13
IV
31.2%
B/E move
4.4%

25Δ

Calls
Pseudo strike
239.38
IV
38.5%
B/E move
5.4%
Puts
Pseudo strike
221.66
IV
31.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
237.32
IV
36.6%
B/E move
4.7%
Puts
Pseudo strike
223.19
IV
30.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
235.27
IV
34.6%
B/E move
4.0%
Puts
Pseudo strike
224.73
IV
30.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
233.21
IV
32.7%
B/E move
3.3%
Puts
Pseudo strike
226.26
IV
30.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
231.15
IV
30.7%
B/E move
2.5%
Puts
Pseudo strike
227.79
IV
30.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
229.31
IV
29.8%
B/E move
2.0%
Puts
Pseudo strike
229.33
IV
29.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
227.77
IV
30.1%
B/E move
1.8%
Puts
Pseudo strike
230.95
IV
29.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
226.22
IV
30.4%
B/E move
1.6%
Puts
Pseudo strike
232.65
IV
30.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
224.67
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
234.35
IV
30.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
223.12
IV
31.1%
B/E move
1.1%
Puts
Pseudo strike
236.05
IV
31.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
221.57
IV
31.4%
B/E move
0.9%
Puts
Pseudo strike
237.75
IV
31.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
220.02
IV
31.7%
B/E move
0.7%
Puts
Pseudo strike
239.45
IV
31.7%
B/E move
0.5%

Options history

IV · four-Friday blend30.76%
Daily EOD
DRI29.6%30.4%31.2%2026-10-19: 29.81%2026-10-20: 29.68%2026-10-21: 30.03%2026-10-22: 30.76%2026-10-23: 31.08%2026-10-26: 30.72%2026-10-27: 30.59%2026-10-28: 30.26%2026-10-29: 30.18%2026-10-30: 30.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.81%
29.68%
30.03%
30.76%
31.08%
30.72%
30.59%
30.26%
30.18%
30.76%