Industrials · Industrial
CARR Implied Volatility, IV Rank & Options Chain
Carrier Global Corporation (CARR) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Carrier Global Corporation (CARR).
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CARR options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
CARR implied volatility
As of 2026-10-26As of 2026-10-26, CARR's 30-day implied volatility is 39.2%, placing its 1-year IV percentile at 25.0 — above 25.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
CARR live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live CARR chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
CARR options at a glance
- Daily volume
- N/A
- IV range
- 16% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Carrier Global Corporation (CARR)
Carrier Global is a leading provider of HVAC, refrigeration, fire, and security solutions. The company was spun off from United Technologies and is a building systems leader.
Company profile
- Sector
- Industrials
- Industry
- Building Products & Equipment
- Market cap
- $55B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Carrier Global Corporation operates in the Industrials sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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CARR options market overview
CARR options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
CARR options are available for trading across multiple expirations.
CARR implied volatility and IV rank
CARR implied volatility is moderate, reflecting economic cycle exposure and industrial spending trends. IV is driven by earnings and macroeconomic data.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short CARR options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
CARR IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for CARR, on today's chain.
Open CARR in IV IntelligenceCARR gamma exposure (GEX)
Gamma Exposure analysis for CARR reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. CARR tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on CARR right now, strike by strike.
See live CARR GEXCommon CARR options strategies
These are strategies commonly used by traders on CARR options, based on typical market characteristics. This is not investment advice.
Key considerations for CARR options
- CARR options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
CARR key events
Earnings months. January, April, July, October
CARR options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns CARR's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/CARR"What is CARR's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on CARR in the console, more prompts for CARR, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
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Questions
Frequently asked
about CARR options.
What is CARR's typical implied volatility?
CARR implied volatility typically ranges from 16% - 35%.
Does CARR have weekly options?
CARR offers weekly options.
What is CARR's options trading profile?
CARR (Carrier Global Corporation) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does CARR implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on CARR?
Popular strategies on CARR options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is CARR's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CARR's intraday price action. CARR tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live CARR GEX levels and the gamma-flip point on ApexVol.
What is CARR's IV rank?
CARR's IV rank shows where CARR's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. CARR implied volatility typically ranges from 16% - 35%. Check CARR's live IV rank and percentile on ApexVol's IV analytics.
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