CARRIER GLOBAL Corp (CARR) Options Risk Score

Run a full CARR options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on CARRIER GLOBAL Corp (CARR) right now?

For a 4-week expiry, CARRIER GLOBAL Corp (CARR) carries an options catalyst-risk score of 55 out of 100 (MEDIUM). The contributing signals are an upcoming earnings report, 3 recent news items and 10 active legal filings within the 4-week window. MEDIUM covers 45 to 69: there is something on CARR's calendar worth reading before you pick an expiry, without it dominating the trade. Direction is not part of what the score measures.

CARR shows an IV Rank of 33, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 36%. IV Rank answers how CARR options are priced against their own history, which is the starting point for choosing between selling and buying premium.

CARR reports on 2026-10-27. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

CARRIER GLOBAL Corp (CARR) current implied volatility and IV Rank

CARRIER GLOBAL Corp (CARR) currently has an IV Rank of 33 with implied volatility around 36%, alongside a TickerRisk options-risk score of 55/100. That's low — options are cheap relative to the past year, which favours premium-buying strategies such as long calls, long puts and debit spreads when you expect a move.

IV Rank is an index, not a percentage — it says where CARR's implied volatility sits inside its own 1-year range. How to read IV Rank →

CARRIER GLOBAL Corp (CARR) next earnings date — 2026-10-27

CARRIER GLOBAL Corp (CARR) reports earnings on 2026-10-27 — about 51 days away, which falls inside a typical options expiry window. CARR's IV Rank is currently 33. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer