Technology · Large Cap Tech
CART Implied Volatility, IV Rank & Options Chain
Instacart (Maplebear Inc.) (CART) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Instacart (Maplebear Inc.
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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.
CART implied volatility
As of 2026-10-26As of 2026-10-26, CART's 30-day implied volatility is 48.2%, placing its 1-year IV percentile at 19.0 — above 19.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
CART live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live CART chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
CART options at a glance
- Daily volume
- N/A
- IV range
- 30% - 65%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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.
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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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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.
CART implied volatility and IV rank
CART implied volatility reflects growth expectations and competitive dynamics in the technology sector. IV expands around earnings and product announcements.
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.
The smile, the term structure and the cone for CART, on today's chain.
Open CART in IV IntelligenceCART 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.
Where the gamma sits on CART right now, strike by strike.
See live CART GEXCommon CART options strategies
These are strategies commonly used by traders on CART options, based on typical market characteristics. This is not investment advice.
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
CART key events
Earnings months. January, April, July, October
CART options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns CART'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/CART"What is CART's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on CART in the console, more prompts for CART, 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 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.
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