CMG option chain Chipotle Mexican Grill, Inc.
Cboe delayed options data · as of 15:35 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 ±8.4% (27.15–32.15) · ATM IV 60.2% · P/C open interest 6.32
| 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 | |
| 9.25 | 10.40 | 2 | 141.4% | 0.98 | 0.0070 | -0.008 | 20 | 0 | 0.2500 | 13 | 138.1% | -0.02 | 0.0070 | -0.009 | ||
| 8.25 | 9.25 | 108.6% | 0.98 | 0.0092 | -0.009 | 21 | 0 | 0.3800 | 40 | 41 | 135.7% | -0.02 | 0.0093 | -0.010 | ||
| 7.25 | 8.40 | 112.0% | 0.98 | 0.0124 | -0.011 | 22 | 0 | 0.3900 | 41 | 121.6% | -0.03 | 0.0124 | -0.011 | |||
| 6.30 | 7.25 | 88.9% | 0.97 | 0.0170 | -0.012 | 23 | 0 | 0.3600 | 9 | 105.0% | -0.03 | 0.0170 | -0.013 | |||
| 5.30 | 6.20 | 5 | 71.0% | 0.96 | 0.0242 | -0.014 | 24 | 0.0100 | 0.1100 | 2 | 72 | 71.3% | -0.04 | 0.0242 | -0.015 | |
| 4.50 | 5.00 | 82 | 59.2% | 0.93 | 0.0363 | -0.019 | 25 | 0.0600 | 0.1900 | 3 | 313 | 70.5% | -0.07 | 0.0365 | -0.019 | |
| 3.45 | 3.95 | 1 | 34 | 32.2% | 0.89 | 0.0556 | -0.026 | 26 | 0.1500 | 0.2200 | 2 | 66 | 64.5% | -0.11 | 0.0559 | -0.027 |
| 2.72 | 3.10 | 2 | 24 | 53.4% | 0.82 | 0.0802 | -0.037 | 27 | 0.3100 | 0.3200 | 16 | 18.6K | 61.4% | -0.18 | 0.0806 | -0.038 |
| 2.14 | 2.36 | 25 | 145 | 60.4% | 0.73 | 0.1041 | -0.048 | 28 | 0.5400 | 0.6000 | 42 | 48.9K | 61.4% | -0.28 | 0.1047 | -0.048 |
| 1.57 | 1.68 | 1 | 75 | 60.7% | 0.61 | 0.1209 | -0.055 | 29 | 0.8600 | 1.00 | 141 | 1,703 | 60.7% | -0.39 | 0.1216 | -0.056 |
| 1.27 | 1.40 | 8 | 86 | 59.6% | 0.55 | 0.1251 | -0.057 | 29.5 | 1.09 | 1.24 | 5 | 281 | 60.8% | -0.46 | 0.1259 | -0.057 |
| 1.08 | 1.16 | 35 | 733 | 60.6% | 0.48 | 0.1261 | -0.057 | 30 | 1.38 | 1.49 | 7 | 2,244 | 61.1% | -0.52 | 0.1269 | -0.058 |
| 0.8600 | 0.9400 | 44 | 599 | 59.9% | 0.42 | 0.1239 | -0.056 | 30.5 | 1.68 | 1.79 | 564 | 61.3% | -0.58 | 0.1247 | -0.056 | |
| 0.7000 | 0.7600 | 76 | 549 | 60.2% | 0.36 | 0.1189 | -0.054 | 31 | 2.02 | 2.11 | 221 | 689 | 61.6% | -0.64 | 0.1197 | -0.054 |
| 0.5600 | 0.6100 | 21 | 45 | 60.3% | 0.31 | 0.1115 | -0.050 | 31.5 | 2.36 | 2.59 | 2 | 69 | 64.8% | -0.69 | 0.1123 | -0.050 |
| 0.4400 | 0.4700 | 131 | 822 | 60.0% | 0.26 | 0.1025 | -0.046 | 32 | 2.70 | 3.00 | 1,009 | 65.0% | -0.74 | 0.1033 | -0.046 | |
| 0.3400 | 0.3900 | 20 | 68 | 60.7% | 0.22 | 0.0923 | -0.041 | 32.5 | 3.10 | 3.40 | 4 | 28 | 65.5% | -0.79 | 0.0933 | -0.041 |
| 0.2500 | 0.3000 | 68 | 844 | 60.2% | 0.18 | 0.0817 | -0.036 | 33 | 3.55 | 3.80 | 3 | 1,065 | 66.5% | -0.83 | 0.0827 | -0.036 |
| 0.2000 | 0.2300 | 60 | 80 | 60.6% | 0.14 | 0.0710 | -0.031 | 33.5 | 3.75 | 4.55 | 25 | 70.3% | -0.86 | 0.0722 | -0.031 | |
| 0.1500 | 0.1800 | 196 | 1,356 | 60.9% | 0.11 | 0.0607 | -0.027 | 34 | 4.40 | 4.80 | 1 | 180 | 71.7% | -0.89 | 0.0620 | -0.027 |
| 0.1000 | 0.1400 | 19 | 49 | 60.4% | 0.09 | 0.0514 | -0.023 | 34.5 | 4.70 | 5.40 | 72.3% | -0.92 | 0.0527 | -0.023 | ||
| 0.0900 | 0.1000 | 28 | 948 | 61.4% | 0.07 | 0.0432 | -0.019 | 35 | 5.35 | 5.65 | 161 | 71.9% | -0.93 | 0.0447 | -0.019 | |
| 0.0700 | 0.1100 | 2 | 26 | 64.6% | 0.06 | 0.0363 | -0.017 | 35.5 | 5.70 | 6.35 | 79.0% | -0.95 | 0.0379 | -0.017 | ||
| 0.0500 | 0.0800 | 71 | 775 | 64.2% | 0.05 | 0.0306 | -0.014 | 36 | 6.10 | 7.10 | 37 | 90.9% | -0.96 | 0.0323 | -0.014 | |
| 0.0200 | 0.0800 | 1 | 207 | 64.6% | 0.04 | 0.0260 | -0.013 | 36.5 | 6.55 | 7.50 | 1 | 87.7% | -0.97 | 0.0276 | -0.012 | |
| 0.0300 | 0.0500 | 19 | 517 | 65.5% | 0.04 | 0.0222 | -0.011 | 37 | 7.05 | 8.15 | 38 | 99.8% | -0.97 | 0.0238 | -0.011 | |
| 0.0200 | 0.0400 | 51 | 253 | 68.8% | 0.03 | 0.0165 | -0.009 | 38 | 8.25 | 8.70 | 43 | 93.3% | -0.98 | 0.0175 | -0.009 | |
| 0 | 0.1900 | 1 | 500 | 90.7% | 0.02 | 0.0126 | -0.007 | 39 | 9.05 | 10.15 | 116.1% | -0.99 | 0.0129 | -0.007 | ||
| 0 | 0.0300 | 1 | 1,285 | 73.3% | 0.02 | 0.0099 | -0.006 | 40 | 10.30 | 10.65 | 1 | 107.7% | -0.99 | 0.0092 | -0.006 | |
| 0 | 0.0300 | 1 | 878 | 78.5% | 0.01 | 0.0079 | -0.005 | 41 | 11.00 | 12.20 | 131.0% | -1.00 | 0.0066 | -0.005 | ||
| 0 | 0.3700 | 318 | 124.9% | 0.01 | 0.0064 | -0.005 | 42 | 12.00 | 13.15 | 135.1% | -1.00 | 0.0047 | -0.005 | |||
| 0 | 0.0100 | 2 | 81 | 78.2% | 0.01 | 0.0053 | -0.004 | 43 | 13.05 | 14.20 | 147.8% | -1.00 | 0.0033 | -0.004 | ||
| 0 | 0.0700 | 40 | 21 | 103.7% | 0.01 | 0.0045 | -0.004 | 44 | 14.10 | 15.10 | 151.4% | -1.00 | 0.0023 | -0.004 | ||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs