CMG option chain Chipotle Mexican Grill, Inc.
Cboe delayed options data · as of 00:33 UTC
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 ±9.3% (33.73–40.62) · ATM IV 33.9% · P/C open interest 1.05
| 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 | |
| 16.60 | 17.75 | 13 | 0.99 | 0.0016 | -0.002 | 20 | 0 | 0.0400 | 77.4% | -0.01 | 0.0016 | -0.002 | ||||
| 14.15 | 15.55 | 72.7% | 0.99 | 0.0028 | -0.002 | 22.5 | 0 | 0.0600 | 13 | 67.4% | -0.01 | 0.0028 | -0.002 | |||
| 11.65 | 12.95 | 0.99 | 0.0050 | -0.003 | 25 | 0 | 0.0700 | 17 | 55.9% | -0.01 | 0.0050 | -0.003 | ||||
| 9.20 | 10.25 | 0.98 | 0.0094 | -0.004 | 27.5 | 0 | 0.0900 | 39 | 45.8% | -0.02 | 0.0094 | -0.004 | ||||
| 7.10 | 7.75 | 28 | 39.0% | 0.95 | 0.0195 | -0.006 | 30 | 0.0400 | 0.1500 | 101 | 39.5% | -0.05 | 0.0197 | -0.006 | ||
| 5.00 | 5.35 | 30 | 38.4% | 0.88 | 0.0428 | -0.011 | 32.5 | 0.2600 | 0.2900 | 51 | 1,041 | 36.2% | -0.12 | 0.0433 | -0.011 | |
| 3.00 | 3.25 | 14 | 120 | 34.6% | 0.73 | 0.0752 | -0.017 | 35 | 0.7600 | 0.7900 | 80 | 4,293 | 34.8% | -0.27 | 0.0762 | -0.017 |
| 1.61 | 1.68 | 105 | 925 | 33.9% | 0.51 | 0.0930 | -0.020 | 37.5 | 1.77 | 1.83 | 82 | 1,471 | 34.0% | -0.50 | 0.0950 | -0.021 |
| 0.7300 | 0.7700 | 175 | 3,660 | 33.7% | 0.30 | 0.0809 | -0.018 | 40 | 3.20 | 3.45 | 18 | 86 | 31.7% | -0.71 | 0.0841 | -0.018 |
| 0.2900 | 0.3300 | 280 | 1,119 | 34.2% | 0.15 | 0.0535 | -0.012 | 42.5 | 5.25 | 5.55 | 7 | 2 | 29.8% | -0.87 | 0.0579 | -0.013 |
| 0.1200 | 0.1300 | 41 | 755 | 35.2% | 0.07 | 0.0293 | -0.007 | 45 | 7.70 | 7.95 | 1 | 31.3% | -0.96 | 0.0304 | -0.007 | |
| 0.0300 | 0.0600 | 26 | 93 | 35.7% | 0.03 | 0.0149 | -0.004 | 47.5 | 9.70 | 10.95 | 38.3% | -0.99 | 0.0094 | -0.002 | ||
| 0 | 0.0500 | 23 | 38.6% | 0.02 | 0.0079 | -0.002 | 50 | 12.20 | 13.50 | 49.4% | -1.00 | 0.0018 | -0.000 | |||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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