Technology Large Cap Tech Reference Data Updated 2026-05-31

CART Gamma Exposure, IV Rank & Implied Volatility

Instacart (Maplebear Inc.) (CART) options data — GEX, IV rank, options chain & Greeks

CART options trade with implied volatility typically in the 30% - 65% range, averaging N/A in daily volume with moderate liquidity. Next earnings: See earnings calendar.

IV Rank 40.8 /100
IV 34.8%
Simulated data for display · open live CART on the platform →

An IV rank near 40.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 40.8th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live CART IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 21.88%50.87%

Chart shows simulated data for display purposes. View the real CART IV history on the live platform →

Comprehensive options market data for Instacart (Maplebear Inc.

CART Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 30% - 65%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Moderate
IV Range
30% - 65%
Market Cap
$10B+
Weeklies
No

1 About Instacart (Maplebear Inc.) (CART)

Instacart operates the leading online grocery delivery platform in North America. The company partners with retailers to offer same-day delivery and pickup services.

Company Profile

Sector Technology
Industry Internet Retail
Market Cap $10B+
Exchange NASDAQ

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Instacart (Maplebear Inc.) operates in the Technology sector.

2 CART Options Market Overview

CART options provide moderate 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 Not Available
LEAPS Available Yes

Liquidity Assessment: Moderate

CART options are available for trading across multiple expirations.

3 CART Implied Volatility & IV Rank

CART implied volatility reflects growth expectations and competitive dynamics in the technology sector. IV expands around earnings and product announcements.

Low IV Environment
30% - 38%
Below average volatility
Typical IV Range
38% - 56%
Normal conditions
Elevated IV
56% - 65%
Above average volatility

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 CART options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

CART IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View CART Volatility Lab

CART Gamma Exposure (GEX)

Gamma Exposure analysis for CART reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: CART tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live CART GEX

4 Common CART Options Strategies

These are strategies commonly used by traders on CART options, based on typical market characteristics. This is not investment advice.

Popular for CART shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on CART.

Range-bound strategy for CART between events.

Key Considerations for CART Options

  • CART 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

Frequently Asked Questions: CART Options

What is CART's typical implied volatility?

CART implied volatility typically ranges from 30% - 65%.

Does CART have weekly options?

CART may have limited weekly options.

What is CART's options trading profile?

CART (Instacart (Maplebear Inc.)) options trade with moderate liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 30% - 65% range. The position sits in the Technology category for portfolio diversification and options strategy design.

How does CART 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 CART?

Popular strategies on CART options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 30% - 65% 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 CART's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CART's intraday price action. CART 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 CART GEX levels and the gamma-flip point on ApexVol.

What is CART's IV rank?

CART's IV rank shows where CART'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. CART implied volatility typically ranges from 30% - 65%. Check CART's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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