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Chipotle Mexican Grill Inc CMG

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T01:00:51.618Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:12.3586332Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:51.141798+00:00

Share price$30.59
1D-0.5%
AH$30.48$30.68$30.88$31.08$31.285:30 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$0.02$0.56$1.10$1.64$2.18$29.70$30.19$30.68$31.17$31.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMG spot · $30.59CMG PRICE$0.08$0.10$0.13$0.16$0.20$0.23$0.27$0.30$0.51$0.78$1.04$1.30$2.02$0.08$0.11$0.14$0.17$0.20$0.23$0.29$0.35$0.41$0.47$0.52$0.69$0.88
PutsCheap0.88×
CallsFair0.98×
SkewBullish-17.11 pp
Implied moveBearish±$0.56
TiltBullish22.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.2847.1%2.5%30.0639.2%2.0%
25Δ31.0943.1%2.0%30.1539.7%1.8%
30Δ30.9541.2%1.6%30.2540.1%1.6%
35Δ30.8741.1%1.4%30.3440.6%1.4%
40Δ30.7841.0%1.3%30.4341.1%1.2%
45Δ30.6941.0%1.1%30.5241.6%1.0%
50Δ30.6140.9%0.9%30.6142.2%0.9%
55Δ30.5240.8%0.8%30.7042.8%0.8%
60Δ30.3053.3%0.7%30.8043.4%0.7%
65Δ30.0569.4%0.8%30.8944.0%0.5%
70Δ29.7985.6%0.8%30.9844.6%0.4%
75Δ29.54101.8%0.8%31.1749.2%0.4%
80Δ28.79139.5%0.7%31.3854.8%0.3%

20Δ

Calls
Pseudo strike
31.28
IV
47.1%
B/E move
2.5%
Puts
Pseudo strike
30.06
IV
39.2%
B/E move
2.0%

25Δ

Calls
Pseudo strike
31.09
IV
43.1%
B/E move
2.0%
Puts
Pseudo strike
30.15
IV
39.7%
B/E move
1.8%

30Δ

Calls
Pseudo strike
30.95
IV
41.2%
B/E move
1.6%
Puts
Pseudo strike
30.25
IV
40.1%
B/E move
1.6%

35Δ

Calls
Pseudo strike
30.87
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
30.34
IV
40.6%
B/E move
1.4%

40Δ

Calls
Pseudo strike
30.78
IV
41.0%
B/E move
1.3%
Puts
Pseudo strike
30.43
IV
41.1%
B/E move
1.2%

45Δ

Calls
Pseudo strike
30.69
IV
41.0%
B/E move
1.1%
Puts
Pseudo strike
30.52
IV
41.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
30.61
IV
40.9%
B/E move
0.9%
Puts
Pseudo strike
30.61
IV
42.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
30.52
IV
40.8%
B/E move
0.8%
Puts
Pseudo strike
30.70
IV
42.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
30.30
IV
53.3%
B/E move
0.7%
Puts
Pseudo strike
30.80
IV
43.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
30.05
IV
69.4%
B/E move
0.8%
Puts
Pseudo strike
30.89
IV
44.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
29.79
IV
85.6%
B/E move
0.8%
Puts
Pseudo strike
30.98
IV
44.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
29.54
IV
101.8%
B/E move
0.8%
Puts
Pseudo strike
31.17
IV
49.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
28.79
IV
139.5%
B/E move
0.7%
Puts
Pseudo strike
31.38
IV
54.8%
B/E move
0.3%