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Carter's Inc CRI 32.64 -0.98 -2.91%

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ATM IV
0.569
Put Call Ratio (OI)
1.43
Put Call Ratio (Vol)
3.08
IV Rank
36
IV Percentile
66.4
Max pain
35

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-32.5
32.5
View values by strike
CRI · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
17.50 8.75 -55.6
20.00 0 -422
22.50 368 -1.27 K
25.00 1.01 K -6.23 K
27.50 715 -122 K
30.00 12 K -432 K
32.50 13.5 K -5.09 K
35.00 522 K -247 K
37.50 13.9 K -1.51 K
40.00 29.4 K -124
42.50 5.16 K -34.4
45.00 3.36 K -148
47.50 1.53 K -51.6
50.00 11.4 K 0
55.00 741 0
60.00 141 0