Darden Restaurants, Inc. DRI
i
Market dataready · fetched 2026-11-04T00:30:23.111Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T00:00:00.002267486Z
FundamentalsSEC EDGAR · ready · as of 2026-08-30 · fetched 2026-11-04T00:30:22.649285+00:00
Darden Restaurants, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 233.55 | 30.7% | 7.2% | 206.26 | 34.9% | 6.9% |
| 25Δ | 230.73 | 31.3% | 6.2% | 209.85 | 33.5% | 5.5% |
| 30Δ | 228.49 | 31.7% | 5.5% | 212.01 | 33.8% | 4.9% |
| 35Δ | 226.46 | 32.0% | 4.9% | 214.12 | 34.1% | 4.3% |
| 40Δ | 224.42 | 32.2% | 4.3% | 216.22 | 34.5% | 3.8% |
| 45Δ | 222.39 | 32.5% | 3.7% | 218.32 | 34.9% | 3.2% |
| 50Δ | 220.35 | 32.8% | 3.2% | 220.47 | 35.2% | 2.7% |
| 55Δ | 218.35 | 32.6% | 2.7% | 222.78 | 35.5% | 2.4% |
| 60Δ | 216.36 | 32.3% | 2.4% | 225.10 | 35.7% | 2.0% |
| 65Δ | 214.37 | 32.0% | 2.0% | 227.42 | 36.0% | 1.6% |
| 70Δ | 212.38 | 31.8% | 1.6% | 229.73 | 36.2% | 1.2% |
| 75Δ | 210.39 | 31.5% | 1.2% | 232.98 | 36.5% | 1.0% |
| 80Δ | 207.15 | 32.4% | 1.0% | 236.34 | 36.9% | 0.7% |
20Δ
- Pseudo strike
- 233.55
- IV
- 30.7%
- B/E move
- 7.2%
- Pseudo strike
- 206.26
- IV
- 34.9%
- B/E move
- 6.9%
25Δ
- Pseudo strike
- 230.73
- IV
- 31.3%
- B/E move
- 6.2%
- Pseudo strike
- 209.85
- IV
- 33.5%
- B/E move
- 5.5%
30Δ
- Pseudo strike
- 228.49
- IV
- 31.7%
- B/E move
- 5.5%
- Pseudo strike
- 212.01
- IV
- 33.8%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 226.46
- IV
- 32.0%
- B/E move
- 4.9%
- Pseudo strike
- 214.12
- IV
- 34.1%
- B/E move
- 4.3%
40Δ
- Pseudo strike
- 224.42
- IV
- 32.2%
- B/E move
- 4.3%
- Pseudo strike
- 216.22
- IV
- 34.5%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 222.39
- IV
- 32.5%
- B/E move
- 3.7%
- Pseudo strike
- 218.32
- IV
- 34.9%
- B/E move
- 3.2%
50Δ
- Pseudo strike
- 220.35
- IV
- 32.8%
- B/E move
- 3.2%
- Pseudo strike
- 220.47
- IV
- 35.2%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 218.35
- IV
- 32.6%
- B/E move
- 2.7%
- Pseudo strike
- 222.78
- IV
- 35.5%
- B/E move
- 2.4%
60Δ
- Pseudo strike
- 216.36
- IV
- 32.3%
- B/E move
- 2.4%
- Pseudo strike
- 225.10
- IV
- 35.7%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 214.37
- IV
- 32.0%
- B/E move
- 2.0%
- Pseudo strike
- 227.42
- IV
- 36.0%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 212.38
- IV
- 31.8%
- B/E move
- 1.6%
- Pseudo strike
- 229.73
- IV
- 36.2%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 210.39
- IV
- 31.5%
- B/E move
- 1.2%
- Pseudo strike
- 232.98
- IV
- 36.5%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 207.15
- IV
- 32.4%
- B/E move
- 1.0%
- Pseudo strike
- 236.34
- IV
- 36.9%
- B/E move
- 0.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 29.81% | |
| 29.68% | |
| 30.03% | |
| 30.76% | |
| 31.08% | |
| 30.72% | |
| 30.59% | |
| 30.26% | |
| 30.18% | |
| 30.76% |
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