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Chipotle Mexican Grill Inc CMG

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T00:19:12.233Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:11.236612+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$0.33$1.48$2.63$3.78$4.94$24.54$28.01$31.49$34.96$38.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMG spot · $30.59CMG PRICE$0.45$0.62$0.79$0.96$1.18$1.43$1.68$1.92$2.21$2.73$3.24$3.75$4.60$0.53$0.74$0.95$1.16$1.37$1.70$2.05$2.40$2.75$3.10$3.47$3.84$4.20
PutsCheap0.92×
CallsExpensive1.21×
SkewBullish-2.45 pp
Implied moveBearish±$3.73
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9344.8%15.7%27.4945.8%11.9%
25Δ34.2245.0%13.9%28.1045.8%10.6%
30Δ33.5245.2%12.2%28.7045.8%9.3%
35Δ32.8245.4%10.4%29.3145.8%8.0%
40Δ32.1945.6%9.1%29.9145.8%6.7%
45Δ31.6245.8%8.0%30.5046.1%5.9%
50Δ31.0546.1%7.0%31.0946.5%5.1%
55Δ30.4846.3%5.9%31.6746.8%4.3%
60Δ29.8946.8%4.9%32.2647.2%3.5%
65Δ29.1948.8%4.3%32.8246.2%2.9%
70Δ28.4850.9%3.7%33.3744.2%2.2%
75Δ27.7852.9%3.1%33.9242.2%1.6%
80Δ26.7556.8%2.5%34.4740.2%1.0%

20Δ

Calls
Pseudo strike
34.93
IV
44.8%
B/E move
15.7%
Puts
Pseudo strike
27.49
IV
45.8%
B/E move
11.9%

25Δ

Calls
Pseudo strike
34.22
IV
45.0%
B/E move
13.9%
Puts
Pseudo strike
28.10
IV
45.8%
B/E move
10.6%

30Δ

Calls
Pseudo strike
33.52
IV
45.2%
B/E move
12.2%
Puts
Pseudo strike
28.70
IV
45.8%
B/E move
9.3%

35Δ

Calls
Pseudo strike
32.82
IV
45.4%
B/E move
10.4%
Puts
Pseudo strike
29.31
IV
45.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
32.19
IV
45.6%
B/E move
9.1%
Puts
Pseudo strike
29.91
IV
45.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
31.62
IV
45.8%
B/E move
8.0%
Puts
Pseudo strike
30.50
IV
46.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
31.05
IV
46.1%
B/E move
7.0%
Puts
Pseudo strike
31.09
IV
46.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
30.48
IV
46.3%
B/E move
5.9%
Puts
Pseudo strike
31.67
IV
46.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
29.89
IV
46.8%
B/E move
4.9%
Puts
Pseudo strike
32.26
IV
47.2%
B/E move
3.5%

65Δ

Calls
Pseudo strike
29.19
IV
48.8%
B/E move
4.3%
Puts
Pseudo strike
32.82
IV
46.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
28.48
IV
50.9%
B/E move
3.7%
Puts
Pseudo strike
33.37
IV
44.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
27.78
IV
52.9%
B/E move
3.1%
Puts
Pseudo strike
33.92
IV
42.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
26.75
IV
56.8%
B/E move
2.5%
Puts
Pseudo strike
34.47
IV
40.2%
B/E move
1.0%