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Chipotle Mexican Grill Inc CMG

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T21:48:03.577Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:35.143248953Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:03.008815+00:00

Share price$29.90
1D-2.3%
AH$29.69$30.04$30.40$30.76$31.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMG
Sold putSold callAH

Chipotle Mexican Grill Inc options

Live interpolated CMG call and put midpoint premiums by absolute delta.Chipotle Mexican Grill Inc$0.13$0.57$1.02$1.46$1.91$27.63$28.76$29.89$31.02$32.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMG spot · $29.90CMG PRICE$0.19$0.22$0.28$0.34$0.42$0.50$0.58$0.68$0.78$0.93$1.13$1.33$1.52$0.18$0.23$0.29$0.35$0.43$0.53$0.64$0.77$0.92$1.08$1.27$1.51$1.78
PutsCheap0.86×
CallsExpensive1.15×
SkewBearish+0.66 pp
Implied moveBearish±$1.22
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.4741.6%5.9%28.6836.9%4.7%
25Δ30.9936.1%4.4%28.9536.4%3.9%
30Δ30.7635.9%3.8%29.1835.6%3.4%
35Δ30.5435.7%3.3%29.4034.9%2.9%
40Δ30.3435.8%2.9%29.6035.0%2.5%
45Δ30.1536.0%2.5%29.7836.0%2.2%
50Δ29.9636.1%2.1%29.9637.0%1.9%
55Δ29.7735.9%1.8%30.1738.1%1.7%
60Δ29.5935.7%1.5%30.3939.1%1.4%
65Δ29.3637.0%1.3%30.6240.1%1.2%
70Δ29.1139.5%1.1%30.8840.8%1.0%
75Δ28.8540.4%0.9%31.1841.8%0.8%
80Δ28.5940.1%0.7%31.5142.8%0.6%

20Δ

Calls
Pseudo strike
31.47
IV
41.6%
B/E move
5.9%
Puts
Pseudo strike
28.68
IV
36.9%
B/E move
4.7%

25Δ

Calls
Pseudo strike
30.99
IV
36.1%
B/E move
4.4%
Puts
Pseudo strike
28.95
IV
36.4%
B/E move
3.9%

30Δ

Calls
Pseudo strike
30.76
IV
35.9%
B/E move
3.8%
Puts
Pseudo strike
29.18
IV
35.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
30.54
IV
35.7%
B/E move
3.3%
Puts
Pseudo strike
29.40
IV
34.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
30.34
IV
35.8%
B/E move
2.9%
Puts
Pseudo strike
29.60
IV
35.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
30.15
IV
36.0%
B/E move
2.5%
Puts
Pseudo strike
29.78
IV
36.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
29.96
IV
36.1%
B/E move
2.1%
Puts
Pseudo strike
29.96
IV
37.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
29.77
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
30.17
IV
38.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
29.59
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
30.39
IV
39.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
29.36
IV
37.0%
B/E move
1.3%
Puts
Pseudo strike
30.62
IV
40.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
29.11
IV
39.5%
B/E move
1.1%
Puts
Pseudo strike
30.88
IV
40.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
28.85
IV
40.4%
B/E move
0.9%
Puts
Pseudo strike
31.18
IV
41.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
28.59
IV
40.1%
B/E move
0.7%
Puts
Pseudo strike
31.51
IV
42.8%
B/E move
0.6%