DARDEN RESTAURANTS INC (DRI) Options Risk Score

Run a full DRI options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on DARDEN RESTAURANTS INC (DRI) right now?

Over a 4-week expiry window, DARDEN RESTAURANTS INC (DRI) scores 40 out of 100 for options catalyst risk (LOW). That score is driven by an upcoming earnings report, 7 recent news items, 10 active legal filings and 1 recent SEC event falling inside the 4-week window. On TickerRisk's scale anything below 45 is LOW, meaning no major scheduled catalyst was found in this window. That is not a guarantee against an unscheduled move — it means the calendar is clear, not that DRI cannot fall.

DRI shows an IV Rank of 46, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 36%. Read IV Rank alongside the catalyst score: it says how expensive DRI options are, while the score says whether that price is justified by a scheduled event.

The 2026-12-18 earnings report sits inside a standard monthly expiry for DRI, so implied volatility should stay bid into the date and drop sharply once it passes.

DARDEN RESTAURANTS INC (DRI) current implied volatility and IV Rank

DARDEN RESTAURANTS INC (DRI) currently has an IV Rank of 46 with implied volatility around 36%, alongside a TickerRisk options-risk score of 40/100. That is roughly mid-range for this stock, meaning implied volatility offers neither a clear selling edge nor a bargain. Directional conviction matters more than vol here.

For what this number does and does not tell you about DRI's options, see IV Rank explained.

DARDEN RESTAURANTS INC (DRI) next earnings date — 2026-12-18

DARDEN RESTAURANTS INC (DRI) reports earnings on 2026-12-18 — about 58 days away, which falls inside a typical options expiry window. DRI's IV Rank is currently 46. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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