IntraAlpha
Create free account Start free

Carrier Global Corporation CARR

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-10T22:27:45.004Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.002691973Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:18:37.533328+00:00

Share price$53.01
1D+0.8%
AH$52.31$52.61$52.90$53.20$53.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCARR
Sold putSold callAH

Carrier Global Corporation options

Live interpolated CARR call and put midpoint premiums by absolute delta.Carrier Global Corporation$0.13$0.79$1.44$2.09$2.74$50.59$51.86$53.12$54.39$55.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CARR spot · $53.01CARR PRICE$0.20$0.27$0.33$0.45$0.57$0.70$0.82$0.95$1.08$1.21$1.34$2.56$0.23$0.30$0.37$0.48$0.58$0.68$0.79$0.97$1.14$1.32$1.51$1.72$1.94
PutsExpensive1.17×
Calls——
Skew——
Implied moveBalanced±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6938.3%3.5%51.3940.7%3.5%
25Δ54.3337.4%3.0%51.7440.2%3.0%
30Δ53.9936.7%2.5%52.0639.8%2.5%
35Δ53.7638.3%2.3%52.3139.8%2.2%
40Δ53.5239.9%2.1%52.5639.8%1.9%
45Δ53.2941.6%1.8%52.8139.8%1.6%
50Δ53.0643.2%1.6%53.0740.0%1.4%
55Δ52.8142.9%1.4%53.3440.8%1.2%
60Δ52.5641.9%1.2%53.6041.5%1.0%
65Δ52.3140.9%1.0%53.8742.2%0.9%
70Δ52.0639.9%0.7%54.1542.1%0.7%
75Δ54.4541.1%0.5%
80Δ50.8157.5%0.7%54.7440.1%0.4%

20Δ

Calls
Pseudo strike
54.69
IV
38.3%
B/E move
3.5%
Puts
Pseudo strike
51.39
IV
40.7%
B/E move
3.5%

25Δ

Calls
Pseudo strike
54.33
IV
37.4%
B/E move
3.0%
Puts
Pseudo strike
51.74
IV
40.2%
B/E move
3.0%

30Δ

Calls
Pseudo strike
53.99
IV
36.7%
B/E move
2.5%
Puts
Pseudo strike
52.06
IV
39.8%
B/E move
2.5%

35Δ

Calls
Pseudo strike
53.76
IV
38.3%
B/E move
2.3%
Puts
Pseudo strike
52.31
IV
39.8%
B/E move
2.2%

40Δ

Calls
Pseudo strike
53.52
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
52.56
IV
39.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
53.29
IV
41.6%
B/E move
1.8%
Puts
Pseudo strike
52.81
IV
39.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
53.06
IV
43.2%
B/E move
1.6%
Puts
Pseudo strike
53.07
IV
40.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
52.81
IV
42.9%
B/E move
1.4%
Puts
Pseudo strike
53.34
IV
40.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
52.56
IV
41.9%
B/E move
1.2%
Puts
Pseudo strike
53.60
IV
41.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
52.31
IV
40.9%
B/E move
1.0%
Puts
Pseudo strike
53.87
IV
42.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
52.06
IV
39.9%
B/E move
0.7%
Puts
Pseudo strike
54.15
IV
42.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.45
IV
41.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.81
IV
57.5%
B/E move
0.7%
Puts
Pseudo strike
54.74
IV
40.1%
B/E move
0.4%

Options history

IV · four-Friday blend33.93%
Daily close
CARR25.2%43.7%62.3%2026-08-12: 34.66%2026-08-13: 35.67%2026-08-14: 28.55%2026-08-17: 29.22%2026-08-18: 29.68%2026-08-19: 27.74%2026-08-20: 36.54%2026-08-21: 29.33%2026-08-24: 29.53%2026-08-25: 29.23%2026-08-26: 31.99%2026-08-27: 31.81%2026-08-28: 29.04%2026-08-31: 28.80%2026-09-01: 30.70%2026-09-02: 30.67%2026-09-03: 33.96%2026-09-04: 30.36%2026-09-08: 34.84%2026-09-09: 33.18%2026-09-10: 36.14%2026-09-11: 29.65%2026-09-14: 33.76%2026-09-15: 37.37%2026-09-16: 38.71%2026-09-17: 37.33%2026-09-18: 29.98%2026-09-21: 34.55%2026-09-22: 34.45%2026-09-23: 37.08%2026-09-24: 33.46%2026-09-25: 31.68%2026-09-28: 34.86%2026-09-29: 35.79%2026-09-30: 36.77%2026-10-01: 37.95%2026-10-02: 33.69%2026-10-05: 34.43%2026-10-06: 33.85%2026-10-07: 34.47%2026-10-08: 41.43%2026-10-09: 35.15%2026-10-12: 35.93%2026-10-13: 38.28%2026-10-14: 38.19%2026-10-15: 41.69%2026-10-16: 40.56%2026-10-19: 40.91%2026-10-20: 40.57%2026-10-21: 43.19%2026-10-22: 48.83%2026-10-23: 45.88%2026-10-26: 50.73%2026-10-27: 55.35%2026-10-28: 59.72%2026-10-29: 39.02%2026-10-30: 33.93%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
34.66%
35.67%
28.55%
29.22%
29.68%
27.74%
36.54%
29.33%
29.53%
29.23%
31.99%
31.81%
29.04%
28.80%
30.70%
30.67%
33.96%
30.36%
34.84%
33.18%
36.14%
29.65%
33.76%
37.37%
38.71%
37.33%
29.98%
34.55%
34.45%
37.08%
33.46%
31.68%
34.86%
35.79%
36.77%
37.95%
33.69%
34.43%
33.85%
34.47%
41.43%
35.15%
35.93%
38.28%
38.19%
41.69%
40.56%
40.91%
40.57%
43.19%
48.83%
45.88%
50.73%
55.35%
59.72%
39.02%
33.93%