CARR · Iv

Carrier Global Corporation Common Stock (CARR) implied volatility

At-the-money implied volatility, its position in the range, and the pre-earnings curve.

$56.24

Current ATM IV: 60.7%
IV rank: 174.9%
IV percentile: 100.0%
Historical median at checkpoint: 39.1%

Pre-earnings IV curveStored ATM IV checkpoints and historical interquartile band. Null checkpoints are gaps, not interpolated quotes. A single current snapshot is not a current-cycle curve.

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T−7: Current-cycle IV: 60.67% Historical median: 39.1125% Historical p25: 34.5363% Historical p75: 42.7813% 12 historical events; absent values remain unavailable. Update time unavailable

Event / reference markers

Earnings: 0

Exact data table

Pre-earnings IV curve · full stored dataset, independent of graph range/toggles

Current-cycle IV (%)	Historical median (%)	Historical p25 (%)	Historical p75 (%)	Context	Updated
Unavailable	34.54%	30.52%	41.4675%	11 historical events; absent values remain unavailable. No current-cycle IV observation is stored for this checkpoint.	Update time unavailable
Unavailable	37.415%	32.5125%	39.1175%	11 historical events; absent values remain unavailable. No current-cycle IV observation is stored for this checkpoint.	Update time unavailable
Unavailable	38.1325%	32.3125%	42.7163%	12 historical events; absent values remain unavailable. No current-cycle IV observation is stored for this checkpoint.	Update time unavailable
60.67%	39.1125%	34.5363%	42.7813%	12 historical events; absent values remain unavailable.	Update time unavailable
Unavailable	40.26%	36.48%	44.61%	7 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.	Update time unavailable
Unavailable	47.8225%	41.2488%	50.515%	12 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.	Update time unavailable
Unavailable	30.6725%	27.59%	35.2838%	12 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.	Update time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 23, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.