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Carter's Inc. CRI

i

Market dataready · fetched 2026-11-03T14:43:20.099Z

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 · 2026-11-03T14:42:44.084509838Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-03T14:43:19.571646+00:00

Share price$31.74
1D-0.3%
$31.72$31.77$31.81$31.86$31.905:30 AM6:30 AM9:00 AM1:00 PMCRI
Sold putSold call

Carter's Inc. options

Live interpolated CRI call and put midpoint premiums by absolute delta.Carter's Inc.$0.43$1.34$2.24$3.14$4.05$26.93$29.20$31.46$33.73$35.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRI spot · $31.74CRI PRICE$0.53$0.62$0.71$0.81$1.02$1.33$1.65$1.96$2.28$2.59$3.19$3.78$0.69$0.89$1.10$1.30$1.51$1.71$2.07$2.48$2.88$3.29$3.78
Puts——
Calls——
Skew——
Implied moveBearish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ34.7955.4%11.3%
30Δ34.1351.6%9.5%30.2947.1%6.7%
35Δ33.4747.8%7.7%30.7247.6%6.0%
40Δ32.8144.0%5.9%31.1448.1%5.3%
45Δ32.2643.8%4.8%31.5748.6%4.6%
50Δ31.8146.6%4.4%31.9949.1%4.0%
55Δ31.3649.5%4.0%32.4249.6%3.3%
60Δ30.9152.3%3.6%32.9450.0%2.8%
65Δ30.4655.1%3.1%33.4950.5%2.3%
70Δ30.0158.0%2.7%34.0351.0%1.9%
75Δ29.2759.8%2.2%34.5851.5%1.4%
80Δ28.5261.7%1.8%35.2051.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.79
IV
55.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
34.13
IV
51.6%
B/E move
9.5%
Puts
Pseudo strike
30.29
IV
47.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
33.47
IV
47.8%
B/E move
7.7%
Puts
Pseudo strike
30.72
IV
47.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
32.81
IV
44.0%
B/E move
5.9%
Puts
Pseudo strike
31.14
IV
48.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
32.26
IV
43.8%
B/E move
4.8%
Puts
Pseudo strike
31.57
IV
48.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
31.81
IV
46.6%
B/E move
4.4%
Puts
Pseudo strike
31.99
IV
49.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
31.36
IV
49.5%
B/E move
4.0%
Puts
Pseudo strike
32.42
IV
49.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
30.91
IV
52.3%
B/E move
3.6%
Puts
Pseudo strike
32.94
IV
50.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
30.46
IV
55.1%
B/E move
3.1%
Puts
Pseudo strike
33.49
IV
50.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
30.01
IV
58.0%
B/E move
2.7%
Puts
Pseudo strike
34.03
IV
51.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
29.27
IV
59.8%
B/E move
2.2%
Puts
Pseudo strike
34.58
IV
51.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
28.52
IV
61.7%
B/E move
1.8%
Puts
Pseudo strike
35.20
IV
51.7%
B/E move
1.0%

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%