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Carter's Inc CRI 30.69 1.05 3.54%

CRI Gamma Exposure (GEX)

CRI (Carter's Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.449
Put Call Ratio (OI)
0.589
Put Call Ratio (Vol)
0.492
IV Rank
17.2
IV Percentile
8.91
Max Pain
32.5

Gamma exposure (2026-09-21)

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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-34.4
34.4
View values by strike
CRI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
17.50 0 -61.8
20.00 0 -39.7
22.50 399 -201
25.00 1.45 K -3.77 K
27.50 921 -31.9 K
30.00 7.61 K -10.2 K
32.50 7.1 K -3.76 K
35.00 15.5 K -3.78 K
37.50 1.05 K -1.29 K
40.00 16.7 K -95.8
42.50 3.28 K -26.8
45.00 1.72 K -139
47.50 1.02 K -42.9
50.00 9.29 K 0
55.00 616 0
60.00 120 0