CMG chaîne d'options Chipotle Mexican Grill, Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±8.6% (27.02–32.09) · ATM IV 61.5% · P/C open interest 6.32
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 9.25 | 10.40 | 2 | 159.6% | 0.99 | 0.0038 | -0.002 | 20 | 0 | 0.2500 | 13 | 138.0% | -0.01 | 0.0039 | -0.004 | ||
| 8.25 | 9.25 | 130.9% | 0.99 | 0.0054 | -0.003 | 21 | 0 | 0.3800 | 40 | 41 | 135.5% | -0.01 | 0.0054 | -0.004 | ||
| 7.25 | 8.40 | 127.4% | 0.99 | 0.0076 | -0.004 | 22 | 0 | 0.3900 | 41 | 121.3% | -0.01 | 0.0077 | -0.005 | |||
| 6.30 | 7.25 | 105.4% | 0.98 | 0.0115 | -0.005 | 23 | 0 | 0.3600 | 9 | 104.7% | -0.02 | 0.0115 | -0.006 | |||
| 5.30 | 6.20 | 5 | 87.8% | 0.97 | 0.0190 | -0.008 | 24 | 0 | 0.0600 | 2 | 72 | 62.6% | -0.03 | 0.0191 | -0.009 | |
| 4.55 | 4.90 | 82 | 70.9% | 0.95 | 0.0337 | -0.014 | 25 | 0.0600 | 0.0800 | 21 | 313 | 61.3% | -0.05 | 0.0338 | -0.015 | |
| 3.60 | 4.05 | 1 | 34 | 68.2% | 0.90 | 0.0565 | -0.024 | 26 | 0.1400 | 0.1800 | 21 | 66 | 61.1% | -0.10 | 0.0568 | -0.025 |
| 2.75 | 3.10 | 28 | 24 | 61.5% | 0.82 | 0.0835 | -0.036 | 27 | 0.3000 | 0.3400 | 150 | 18.6K | 60.8% | -0.18 | 0.0840 | -0.037 |
| 2.12 | 2.44 | 25 | 145 | 66.6% | 0.72 | 0.1080 | -0.048 | 28 | 0.5200 | 0.6000 | 63 | 48.9K | 59.5% | -0.28 | 0.1086 | -0.048 |
| 1.50 | 1.68 | 5 | 75 | 62.3% | 0.60 | 0.1240 | -0.055 | 29 | 0.8800 | 0.9600 | 219 | 1,703 | 58.6% | -0.40 | 0.1247 | -0.056 |
| 1.25 | 1.42 | 50 | 86 | 62.6% | 0.53 | 0.1274 | -0.057 | 29.5 | 1.12 | 1.27 | 53 | 281 | 60.4% | -0.47 | 0.1282 | -0.057 |
| 1.03 | 1.11 | 264 | 733 | 60.9% | 0.47 | 0.1275 | -0.057 | 30 | 1.42 | 1.51 | 80 | 2,244 | 60.4% | -0.53 | 0.1283 | -0.057 |
| 0.8200 | 0.9300 | 99 | 599 | 61.1% | 0.41 | 0.1244 | -0.056 | 30.5 | 1.68 | 1.82 | 2 | 564 | 59.5% | -0.59 | 0.1252 | -0.056 |
| 0.6900 | 0.7300 | 101 | 549 | 61.3% | 0.35 | 0.1185 | -0.053 | 31 | 2.03 | 2.14 | 273 | 689 | 59.6% | -0.65 | 0.1193 | -0.053 |
| 0.5200 | 0.5600 | 31 | 45 | 59.9% | 0.30 | 0.1105 | -0.049 | 31.5 | 2.40 | 2.53 | 52 | 69 | 60.8% | -0.71 | 0.1113 | -0.050 |
| 0.4100 | 0.5000 | 206 | 822 | 61.8% | 0.25 | 0.1009 | -0.045 | 32 | 2.62 | 2.90 | 2 | 1,009 | 55.2% | -0.76 | 0.1018 | -0.045 |
| 0.3100 | 0.3600 | 66 | 68 | 60.4% | 0.21 | 0.0904 | -0.040 | 32.5 | 2.95 | 3.35 | 4 | 28 | 53.2% | -0.80 | 0.0914 | -0.040 |
| 0.2400 | 0.2800 | 93 | 844 | 60.7% | 0.17 | 0.0795 | -0.035 | 33 | 3.45 | 3.80 | 3 | 1,065 | 56.6% | -0.84 | 0.0806 | -0.035 |
| 0.1600 | 0.2200 | 63 | 80 | 60.0% | 0.14 | 0.0688 | -0.030 | 33.5 | 3.75 | 4.50 | 25 | 61.8% | -0.87 | 0.0700 | -0.030 | |
| 0.1400 | 0.1900 | 206 | 1,356 | 62.4% | 0.11 | 0.0587 | -0.026 | 34 | 4.50 | 4.70 | 2 | 180 | 64.3% | -0.90 | 0.0600 | -0.026 |
| 0.1000 | 0.1500 | 20 | 49 | 62.5% | 0.09 | 0.0496 | -0.022 | 34.5 | 4.70 | 5.40 | 63.2% | -0.92 | 0.0510 | -0.022 | ||
| 0.0800 | 0.1000 | 63 | 948 | 62.0% | 0.07 | 0.0416 | -0.019 | 35 | 5.25 | 5.65 | 5 | 161 | -0.94 | 0.0431 | -0.019 | |
| 0.0600 | 0.0900 | 19 | 26 | 63.5% | 0.06 | 0.0349 | -0.016 | 35.5 | 5.70 | 6.35 | 68.1% | -0.95 | 0.0364 | -0.016 | ||
| 0.0500 | 0.0800 | 82 | 775 | 65.5% | 0.05 | 0.0293 | -0.014 | 36 | 6.15 | 7.00 | 37 | 79.2% | -0.96 | 0.0310 | -0.014 | |
| 0.0300 | 0.0800 | 3 | 207 | 67.0% | 0.04 | 0.0246 | -0.012 | 36.5 | 6.55 | 7.50 | 1 | 76.0% | -0.97 | 0.0265 | -0.012 | |
| 0.0300 | 0.0500 | 27 | 517 | 66.7% | 0.03 | 0.0208 | -0.010 | 37 | 7.20 | 7.60 | 38 | -0.98 | 0.0225 | -0.010 | ||
| 0 | 0.0300 | 52 | 253 | 63.5% | 0.02 | 0.0151 | -0.008 | 38 | 8.15 | 8.70 | 43 | -0.99 | 0.0163 | -0.008 | ||
| 0 | 0.1900 | 4 | 500 | 92.2% | 0.02 | 0.0112 | -0.006 | 39 | 9.10 | 10.05 | 102.4% | -0.99 | 0.0109 | -0.006 | ||
| 0.0100 | 0.0200 | 3 | 1,285 | 74.5% | 0.01 | 0.0085 | -0.005 | 40 | 10.20 | 10.55 | 1 | -1.00 | 0.0070 | -0.005 | ||
| 0 | 0.0900 | 2 | 878 | 92.7% | 0.01 | 0.0066 | -0.004 | 41 | 11.00 | 12.15 | 116.3% | -1.00 | 0.0042 | -0.004 | ||
| 0 | 0.0700 | 318 | 94.7% | 0.01 | 0.0052 | -0.004 | 42 | 12.00 | 13.10 | 118.4% | -1.00 | 0.0024 | -0.004 | |||
| 0 | 0.0100 | 3 | 81 | 79.4% | 0.01 | 0.0042 | -0.003 | 43 | 13.05 | 14.10 | 129.2% | -1.00 | 0.0014 | -0.004 | ||
| 0 | 0.0600 | 41 | 21 | 102.9% | 0.01 | 0.0034 | -0.003 | 44 | 14.10 | 15.10 | 139.5% | -1.00 | 0.0006 | -0.004 | ||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Oct 30, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.