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Carter's Inc. CRI

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Market dataready · fetched 2026-11-11T14:01:13.397Z

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 · 2026-11-11T13:19:12.796825377Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-11T14:01:12.821298+00:00

Share price$34.39
1D
Price history unavailable.

Carter's Inc. options

Live interpolated CRI call and put midpoint premiums by absolute delta.Carter's Inc.$0.25$1.02$1.79$2.56$3.33$30.10$32.39$34.69$36.98$39.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRI spot · $34.39CRI PRICE$0.33$0.43$0.54$0.64$0.74$0.87$1.06$1.24$1.42$1.60$1.78$1.96$2.14$0.48$0.65$0.82$0.99$1.16$1.33$1.50$1.80$2.13$2.46$2.78$3.11
Puts——
CallsCheap0.67×
Skew——
Implied moveBearish±$2.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3457.1%9.5%
25Δ36.8355.3%8.4%32.5755.0%6.7%
30Δ36.3253.6%7.2%32.9655.2%6.0%
35Δ35.8151.8%6.0%33.3655.3%5.4%
40Δ35.3050.0%4.8%33.7555.5%4.7%
45Δ34.8648.7%3.9%34.1555.6%4.1%
50Δ34.5447.9%3.5%34.5455.8%3.4%
55Δ34.2147.2%3.1%34.9455.9%2.8%
60Δ33.8846.5%2.6%35.3855.7%2.3%
65Δ33.5545.8%2.2%35.8455.3%2.0%
70Δ33.2245.0%1.8%36.2955.0%1.6%
75Δ32.8944.3%1.3%36.7554.7%1.2%
80Δ32.5643.6%0.9%37.2054.4%0.9%

20Δ

Calls
Pseudo strike
37.34
IV
57.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
36.83
IV
55.3%
B/E move
8.4%
Puts
Pseudo strike
32.57
IV
55.0%
B/E move
6.7%

30Δ

Calls
Pseudo strike
36.32
IV
53.6%
B/E move
7.2%
Puts
Pseudo strike
32.96
IV
55.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
35.81
IV
51.8%
B/E move
6.0%
Puts
Pseudo strike
33.36
IV
55.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
35.30
IV
50.0%
B/E move
4.8%
Puts
Pseudo strike
33.75
IV
55.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
34.86
IV
48.7%
B/E move
3.9%
Puts
Pseudo strike
34.15
IV
55.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
34.54
IV
47.9%
B/E move
3.5%
Puts
Pseudo strike
34.54
IV
55.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
34.21
IV
47.2%
B/E move
3.1%
Puts
Pseudo strike
34.94
IV
55.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
33.88
IV
46.5%
B/E move
2.6%
Puts
Pseudo strike
35.38
IV
55.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
33.55
IV
45.8%
B/E move
2.2%
Puts
Pseudo strike
35.84
IV
55.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
33.22
IV
45.0%
B/E move
1.8%
Puts
Pseudo strike
36.29
IV
55.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
32.89
IV
44.3%
B/E move
1.3%
Puts
Pseudo strike
36.75
IV
54.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
32.56
IV
43.6%
B/E move
0.9%
Puts
Pseudo strike
37.20
IV
54.4%
B/E move
0.9%

Options history

IV · four-Friday blend50.27%
Daily EOD
CRI49.1%57.6%66.1%2026-10-19: 55.72%2026-10-20: 54.39%2026-10-21: 55.46%2026-10-22: 57.94%2026-10-23: 58.71%2026-10-26: 55.72%2026-10-27: 56.53%2026-10-28: 55.24%2026-10-29: 64.90%2026-10-30: 50.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.72%
54.39%
55.46%
57.94%
58.71%
55.72%
56.53%
55.24%
64.90%
50.27%