CMG option chain Chipotle Mexican Grill, Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.9% (35.92–41.26) · ATM IV 34.1% · P/C open interest 0.23
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | 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 | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 17.85 | 19.35 | 110.6% | 1.00 | 0.0009 | 0.000 | 20 | 0 | 0.2600 | 5 | 6 | 143.4% | -0.00 | 0.0009 | -0.002 | ||
| 14.70 | 16.40 | 1.00 | 0.0016 | -0.000 | 23 | 0.0100 | 0.0600 | 4 | 6 | 94.5% | -0.00 | 0.0016 | -0.002 | |||
| 13.70 | 15.40 | 0.99 | 0.0020 | -0.001 | 24 | 0 | 0.2900 | 10 | 110.3% | -0.01 | 0.0020 | -0.002 | ||||
| 12.70 | 14.40 | 2 | 0.99 | 0.0025 | -0.001 | 25 | 0 | 0.2900 | 45 | 102.2% | -0.01 | 0.0025 | -0.003 | |||
| 11.85 | 13.35 | 7 | 57.4% | 0.99 | 0.0032 | -0.001 | 26 | 0 | 0.3000 | 6 | 95.0% | -0.01 | 0.0032 | -0.003 | ||
| 10.70 | 12.35 | 0.99 | 0.0040 | -0.002 | 27 | 0 | 0.3000 | 53 | 87.3% | -0.01 | 0.0040 | -0.003 | ||||
| 9.70 | 11.35 | 0.99 | 0.0051 | -0.002 | 28 | 0 | 0.0700 | 34 | 61.9% | -0.01 | 0.0051 | -0.003 | ||||
| 8.90 | 10.40 | 2 | 58.2% | 0.99 | 0.0066 | -0.003 | 29 | 0 | 0.3100 | 95 | 73.2% | -0.01 | 0.0066 | -0.004 | ||
| 8.00 | 9.00 | 18 | 0.98 | 0.0087 | -0.003 | 30 | 0 | 0.1000 | 112 | 53.1% | -0.02 | 0.0087 | -0.004 | |||
| 7.00 | 8.45 | 13 | 55.2% | 0.98 | 0.0118 | -0.004 | 31 | 0 | 0.0500 | 58 | 42.2% | -0.02 | 0.0119 | -0.004 | ||
| 6.30 | 7.00 | 2 | 82 | 39.1% | 0.97 | 0.0170 | -0.005 | 32 | 0 | 0.0700 | 7 | 265 | 38.9% | -0.03 | 0.0171 | -0.006 |
| 5.30 | 6.10 | 617 | 39.4% | 0.95 | 0.0260 | -0.007 | 33 | 0.0100 | 0.1800 | 47 | 40.5% | -0.05 | 0.0262 | -0.007 | ||
| 4.60 | 4.90 | 18 | 226 | 37.0% | 0.92 | 0.0402 | -0.010 | 34 | 0.0100 | 0.1800 | 9 | 79 | 34.3% | -0.08 | 0.0405 | -0.011 |
| 3.70 | 4.00 | 18 | 209 | 35.8% | 0.88 | 0.0598 | -0.015 | 35 | 0.1800 | 0.3200 | 93 | 324 | 36.9% | -0.12 | 0.0603 | -0.015 |
| 2.84 | 3.10 | 14 | 1,288 | 33.2% | 0.81 | 0.0830 | -0.019 | 36 | 0.2200 | 0.5000 | 33 | 175 | 33.8% | -0.20 | 0.0837 | -0.020 |
| 2.14 | 2.40 | 333 | 919 | 34.3% | 0.71 | 0.1058 | -0.024 | 37 | 0.5700 | 0.7700 | 10 | 44 | 35.0% | -0.29 | 0.1070 | -0.024 |
| 1.51 | 1.70 | 23 | 1,284 | 33.0% | 0.60 | 0.1223 | -0.027 | 38 | 0.8800 | 1.05 | 52 | 327 | 32.6% | -0.41 | 0.1239 | -0.027 |
| 1.02 | 1.26 | 66 | 642 | 33.9% | 0.47 | 0.1268 | -0.027 | 39 | 1.36 | 1.70 | 15 | 10 | 34.2% | -0.54 | 0.1288 | -0.028 |
| 0.6500 | 0.7500 | 129 | 1,118 | 32.2% | 0.35 | 0.1181 | -0.025 | 40 | 1.81 | 2.34 | 6 | 2 | 32.0% | -0.66 | 0.1207 | -0.026 |
| 0.3200 | 0.5000 | 72 | 442 | 31.5% | 0.25 | 0.1002 | -0.021 | 41 | 2.65 | 3.05 | 4 | 33.2% | -0.76 | 0.1032 | -0.022 | |
| 0.2100 | 0.2800 | 97 | 162 | 31.8% | 0.17 | 0.0784 | -0.017 | 42 | 3.30 | 3.95 | 12 | 31.0% | -0.85 | 0.0814 | -0.017 | |
| 0.0500 | 0.1900 | 13 | 370 | 30.9% | 0.11 | 0.0578 | -0.013 | 43 | 4.25 | 4.90 | 33.8% | -0.91 | 0.0616 | -0.013 | ||
| 0.0500 | 0.1300 | 28 | 33.5% | 0.07 | 0.0419 | -0.010 | 44 | 5.10 | 5.85 | -0.94 | 0.0480 | -0.011 | ||||
| 0.0100 | 0.0900 | 10 | 46 | 33.8% | 0.05 | 0.0308 | -0.008 | 45 | 5.80 | 7.10 | 5 | -0.97 | 0.0382 | -0.010 | ||
| 0 | 0.3100 | 1 | 47.2% | 0.04 | 0.0232 | -0.007 | 46 | 6.70 | 8.25 | -0.98 | 0.0277 | -0.008 | ||||
| 0 | 0.3200 | 51.9% | 0.03 | 0.0180 | -0.006 | 47 | 7.75 | 9.20 | -0.99 | 0.0184 | -0.007 | |||||
| 0 | 0.3200 | 56.1% | 0.03 | 0.0142 | -0.005 | 48 | 8.95 | 10.20 | 56.8% | -0.99 | 0.0107 | -0.005 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.