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Chipotle Mexican Grill, Inc. CMG

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-08T04:12:29.777Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:58:43.188683913Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T04:12:26.805710+00:00

Share price$34.36
1D-1.4%
AH$34.15$34.40$34.65$34.90$35.155:30 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.$0.14$0.57$1.00$1.44$1.87$31.08$32.75$34.42$36.09$37.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMG spot · $34.36CMG PRICE$0.19$0.26$0.33$0.41$0.50$0.61$0.72$0.84$0.97$1.17$1.35$1.51$1.74$0.22$0.28$0.35$0.44$0.52$0.61$0.71$0.83$0.96$1.11$1.28$1.46$1.65
PutsCheap0.92×
CallsCheap0.65×
SkewBullish-2.23 pp
Implied moveBalanced±$1.43
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.9138.9%5.0%32.9042.1%4.9%
25Δ35.6539.9%4.5%33.2042.0%4.2%
30Δ35.3940.6%4.0%33.5041.1%3.6%
35Δ35.1440.6%3.4%33.7440.6%3.1%
40Δ34.9041.0%3.0%33.9940.2%2.6%
45Δ34.6741.8%2.7%34.2139.6%2.2%
50Δ34.4442.3%2.3%34.4338.9%1.9%
55Δ34.2042.2%2.0%34.6538.8%1.6%
60Δ33.9642.3%1.7%34.8738.9%1.3%
65Δ33.6944.0%1.4%35.1038.9%1.1%
70Δ33.4244.7%1.2%35.3538.8%0.9%
75Δ33.1743.2%0.9%35.6038.4%0.7%
80Δ32.8643.2%0.7%35.8637.5%0.5%

20Δ

Calls
Pseudo strike
35.91
IV
38.9%
B/E move
5.0%
Puts
Pseudo strike
32.90
IV
42.1%
B/E move
4.9%

25Δ

Calls
Pseudo strike
35.65
IV
39.9%
B/E move
4.5%
Puts
Pseudo strike
33.20
IV
42.0%
B/E move
4.2%

30Δ

Calls
Pseudo strike
35.39
IV
40.6%
B/E move
4.0%
Puts
Pseudo strike
33.50
IV
41.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
35.14
IV
40.6%
B/E move
3.4%
Puts
Pseudo strike
33.74
IV
40.6%
B/E move
3.1%

40Δ

Calls
Pseudo strike
34.90
IV
41.0%
B/E move
3.0%
Puts
Pseudo strike
33.99
IV
40.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
34.67
IV
41.8%
B/E move
2.7%
Puts
Pseudo strike
34.21
IV
39.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
34.44
IV
42.3%
B/E move
2.3%
Puts
Pseudo strike
34.43
IV
38.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
34.20
IV
42.2%
B/E move
2.0%
Puts
Pseudo strike
34.65
IV
38.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
33.96
IV
42.3%
B/E move
1.7%
Puts
Pseudo strike
34.87
IV
38.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
33.69
IV
44.0%
B/E move
1.4%
Puts
Pseudo strike
35.10
IV
38.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.42
IV
44.7%
B/E move
1.2%
Puts
Pseudo strike
35.35
IV
38.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.17
IV
43.2%
B/E move
0.9%
Puts
Pseudo strike
35.60
IV
38.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
32.86
IV
43.2%
B/E move
0.7%
Puts
Pseudo strike
35.86
IV
37.5%
B/E move
0.5%

Options history

IV · four-Friday blend36.45%
Daily close
CMG27.6%55.7%83.7%2026-08-10: 38.16%2026-08-11: 37.43%2026-08-12: 38.28%2026-08-13: 36.69%2026-08-14: 34.17%2026-08-17: 37.37%2026-08-18: 36.83%2026-08-19: 39.23%2026-08-20: 38.89%2026-08-21: 35.05%2026-08-24: 37.16%2026-08-25: 36.29%2026-08-26: 35.67%2026-08-27: 35.25%2026-08-28: 31.49%2026-08-31: 34.58%2026-09-01: 34.78%2026-09-02: 33.78%2026-09-03: 33.53%2026-09-04: 31.53%2026-09-08: 35.70%2026-09-09: 36.16%2026-09-10: 37.87%2026-09-11: 33.01%2026-09-14: 35.32%2026-09-15: 41.18%2026-09-16: 38.64%2026-09-17: 37.04%2026-09-18: 33.62%2026-09-21: 36.78%2026-09-22: 37.48%2026-09-23: 36.60%2026-09-24: 36.19%2026-09-25: 34.63%2026-09-28: 44.86%2026-09-29: 47.04%2026-09-30: 48.93%2026-10-01: 56.05%2026-10-02: 41.32%2026-10-05: 48.62%2026-10-06: 45.69%2026-10-07: 48.15%2026-10-08: 52.25%2026-10-09: 42.91%2026-10-12: 44.95%2026-10-13: 45.61%2026-10-14: 45.88%2026-10-15: 45.98%2026-10-16: 48.25%2026-10-19: 50.57%2026-10-20: 50.74%2026-10-21: 52.93%2026-10-22: 55.29%2026-10-23: 54.95%2026-10-26: 65.45%2026-10-27: 70.42%2026-10-28: 79.85%2026-10-29: 42.40%2026-10-30: 36.45%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
38.16%
37.43%
38.28%
36.69%
34.17%
37.37%
36.83%
39.23%
38.89%
35.05%
37.16%
36.29%
35.67%
35.25%
31.49%
34.58%
34.78%
33.78%
33.53%
31.53%
35.70%
36.16%
37.87%
33.01%
35.32%
41.18%
38.64%
37.04%
33.62%
36.78%
37.48%
36.60%
36.19%
34.63%
44.86%
47.04%
48.93%
56.05%
41.32%
48.62%
45.69%
48.15%
52.25%
42.91%
44.95%
45.61%
45.88%
45.98%
48.25%
50.57%
50.74%
52.93%
55.29%
54.95%
65.45%
70.42%
79.85%
42.40%
36.45%