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Carter Bankshares, Inc. Common Stock CARE

i

Market datapartial · fetched 2026-11-11T14:51:09.719Z

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 · 2026-11-11T14:51:02.171259082Z

FundamentalsAlpha Vantage · unavailable

Share price$29.43
1D-0.1%
$29.30$29.31$29.32$29.33$29.345:30 AM6:30 AM9:00 AM1:00 PMCARE
Sold putSold call

Carter Bankshares, Inc. Common Stock options

Live interpolated CARE call and put midpoint premiums by absolute delta.Carter Bankshares, Inc. Common Stock$0.43$2.47$4.52$6.56$8.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECARE PRICE$0.65$0.90$1.15$1.41$1.66$1.91$2.17$3.27$4.13$4.99$5.86$6.81$8.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8894.4%17.3%
25Δ33.24100.3%16.0%
30Δ32.61106.2%14.7%
35Δ31.98112.1%13.5%
40Δ31.35118.0%12.2%
45Δ30.72123.9%10.9%
50Δ30.09129.7%9.6%
55Δ31.01121.5%5.7%
60Δ32.08128.2%5.0%
65Δ33.14134.8%4.4%
70Δ34.21141.4%3.7%
75Δ35.36145.3%3.0%
80Δ36.78140.9%2.3%

20Δ

Calls
Pseudo strike
33.88
IV
94.4%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
33.24
IV
100.3%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.61
IV
106.2%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
31.98
IV
112.1%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
31.35
IV
118.0%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
30.72
IV
123.9%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
30.09
IV
129.7%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.01
IV
121.5%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.08
IV
128.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.14
IV
134.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.21
IV
141.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.36
IV
145.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.78
IV
140.9%
B/E move
2.3%

Options history

IV · four-Friday blend42.57%
Daily close
CARE35.9%68.8%101.8%2026-08-21: 45.88%2026-08-24: 49.36%2026-08-25: 47.69%2026-08-26: 49.40%2026-09-02: 54.41%2026-09-04: 60.82%2026-09-09: 56.56%2026-09-10: 61.62%2026-09-18: 46.11%2026-09-24: 49.26%2026-09-25: 48.31%2026-09-29: 49.34%2026-09-30: 46.28%2026-10-01: 50.24%2026-10-05: 57.20%2026-10-06: 62.53%2026-10-07: 52.83%2026-10-08: 69.42%2026-10-13: 76.72%2026-10-14: 97.23%2026-10-15: 68.47%2026-10-16: 43.99%2026-10-19: 41.17%2026-10-20: 42.40%2026-10-21: 44.27%2026-10-22: 53.78%2026-10-23: 44.42%2026-10-26: 54.11%2026-10-28: 48.35%2026-10-29: 40.42%2026-10-30: 42.57%Aug 21Oct 6Oct 30
31 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
45.88%
49.36%
47.69%
49.40%
54.41%
60.82%
56.56%
61.62%
46.11%
49.26%
48.31%
49.34%
46.28%
50.24%
57.20%
62.53%
52.83%
69.42%
76.72%
97.23%
68.47%
43.99%
41.17%
42.40%
44.27%
53.78%
44.42%
54.11%
48.35%
40.42%
42.57%