Carrier Global Corporation (CARR) Greeks History

Greeks history tracks how Delta, Gamma, Theta, and Vega have evolved over time for a given expiration or position. Trends in Greeks can reveal shifting risk profiles and market dynamics.

Carrier Global Corporation (CARR) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $48.42B, listed on NYSE, employing roughly 47,000 people, carrying a beta of 1.31 to the broader market. Carrier Global Corporation is a worldwide provider of advanced technological solutions covering heating, ventilation, and air conditioning (HVAC), refrigeration, fire safety, security, and intelligent building automation. Led by David L. Gitlin, public since 2020-03-19.

Snapshot as of Aug 28, 2026.

Spot Price

$58.77

Net Gamma

-$15.4M

Net Delta

$100.3M

Net Vega

-$791.5K

Term Structure Slope

0.00

As of Aug 28, 2026, Carrier Global Corporation (CARR) snapshot Greeks are net delta $100.3M, net gamma -$15.4M, net vega -$791.5K. Term structure slope is +0.001, indicating a flat term structure. Historical aggregate Greeks let traders see how dealer positioning has shifted across regime changes. Large swings in net gamma or net vega often precede volatility expansion.

How CARR greeks history Data Feeds Strategy Selection

Strategy selection on Carrier Global Corporation options does not derive from any single metric in isolation. The greeks history view above sits inside a broader read: ATM IV currently sits at 29.2% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the greeks history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the CARR Greeks profile

The chart above tracks net dealer Greeks day by day so you can see how the aggregate book has moved over recent weeks. Current net dealer gamma is -$15.4M - a negative (momentum-amplifying) hedging regime. Net dealer delta of $100.3M indicates long-delta dealer book - dealers are net long the underlying as a hedge. Net vega of -$791.5K measures dealer P&L sensitivity to IV shifts - a 1-point IV move shifts book value by approximately $791.5K.

CARR Greeks regime and dealer hedging

Aggregate dealer Greeks compress 4 sensitivities (delta, gamma, theta, vega) into a single read on hedging behavior. In the current negative-gamma regime, dealer hedging is structurally momentum-amplifying: dealers buy rallies and sell dips, widening intraday ranges. This is the mechanical basis for vol-of-vol episodes where a small initial move snowballs. Gamma decays as expiration approaches; near-dated Greek exposures dominate the hedging flow.

Using CARR Greeks data for strategy selection

The Greeks profile is the input to most quantitative options strategies. Premium-selling structures (covered calls, iron condors, cash-secured puts) are negative-gamma, positive-theta, negative-vega - they pay you for being patient about realized volatility but get hit when realized exceeds implied. Premium-buying structures (long calls, long puts, long straddles, ratio backspreads) are positive-gamma, negative-theta, positive-vega - they pay you when realized exceeds implied but bleed time decay otherwise. With CARR IV rank at 25.3%, premium-buying has structural tailwind from cheap implied; pair with a directional thesis or event catalyst. Combine the regime read with the Greeks decomposition on this page to size structures correctly.

Learn how options Greeks is reported and how to read the data →

Daily aggregate net dealer Greeks for CARR over the last ~40 trading days. Net GEX flips between positive (mean-reverting hedging regime) and negative (momentum-amplifying regime); DEX tracks directional hedging size; Vex tracks vol-of-vol exposure.

Most recent 15 trading days (descending). Older history appears in the chart above.

Frequently asked CARR greeks history questions

What are the CARR aggregate Greek exposures?

As of Aug 28, 2026, Carrier Global Corporation (CARR) snapshot Greeks are net delta $100.3M, net gamma -$15.4M, net vega -$791.5K. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.

What does the CARR net dealer delta tell us?

Net dealer delta of $100.3M represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.

How do CARR Greeks inform hedging?

Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.