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 ±10.5% (26.53–32.77) · ATM IV 49.7% · P/C open interest 26.13
| 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 | |
| 9.30 | 10.45 | 96.6% | 0.98 | 0.0087 | -0.005 | 20 | 0 | 0.0400 | 1 | 12 | 68.2% | -0.02 | 0.0087 | -0.006 | ||
| 8.30 | 9.45 | 86.3% | 0.97 | 0.0112 | -0.006 | 21 | 0 | 0.4000 | 91.9% | -0.03 | 0.0113 | -0.007 | ||||
| 7.35 | 8.45 | 79.2% | 0.97 | 0.0148 | -0.006 | 22 | 0 | 0.4000 | 81.9% | -0.03 | 0.0148 | -0.008 | ||||
| 6.35 | 7.45 | 69.5% | 0.95 | 0.0201 | -0.008 | 23 | 0 | 0.3900 | 5 | 71.8% | -0.05 | 0.0202 | -0.009 | |||
| 5.40 | 6.25 | 52.1% | 0.94 | 0.0284 | -0.010 | 24 | 0.0400 | 0.1800 | 2 | 5 | 54.3% | -0.06 | 0.0285 | -0.011 | ||
| 4.80 | 5.05 | 3 | 52.7% | 0.90 | 0.0407 | -0.013 | 25 | 0.1300 | 0.2000 | 50.1K | 50.8% | -0.10 | 0.0410 | -0.014 | ||
| 3.60 | 4.40 | 10 | 48.3% | 0.85 | 0.0565 | -0.018 | 26 | 0.2900 | 0.4200 | 1 | 221 | 53.6% | -0.15 | 0.0569 | -0.018 | |
| 3.20 | 3.30 | 3 | 50.4% | 0.79 | 0.0734 | -0.022 | 27 | 0.4900 | 0.5400 | 361 | 4,282 | 50.7% | -0.22 | 0.0738 | -0.023 | |
| 2.47 | 2.65 | 10 | 62 | 50.7% | 0.70 | 0.0882 | -0.027 | 28 | 0.7700 | 0.8600 | 3 | 299 | 50.6% | -0.30 | 0.0889 | -0.027 |
| 1.83 | 2.00 | 15 | 17 | 49.2% | 0.60 | 0.0986 | -0.030 | 29 | 1.16 | 1.26 | 4 | 101 | 50.5% | -0.40 | 0.0996 | -0.030 |
| 1.36 | 1.48 | 32 | 44 | 49.3% | 0.50 | 0.1027 | -0.030 | 30 | 1.63 | 1.77 | 3 | 352 | 50.1% | -0.50 | 0.1039 | -0.031 |
| 0.9600 | 1.06 | 163 | 48.9% | 0.40 | 0.1000 | -0.029 | 31 | 2.25 | 2.44 | 42 | 51.5% | -0.60 | 0.1014 | -0.030 | ||
| 0.6700 | 0.7400 | 9 | 115 | 48.9% | 0.31 | 0.0915 | -0.027 | 32 | 2.78 | 3.35 | 5 | 52.6% | -0.70 | 0.0933 | -0.027 | |
| 0.4400 | 0.5100 | 16 | 123 | 48.8% | 0.23 | 0.0793 | -0.023 | 33 | 3.70 | 4.10 | 55.5% | -0.78 | 0.0813 | -0.023 | ||
| 0.2900 | 0.3500 | 20 | 381 | 49.1% | 0.17 | 0.0653 | -0.019 | 34 | 4.50 | 4.80 | 4 | 52.2% | -0.84 | 0.0677 | -0.019 | |
| 0.1800 | 0.2400 | 251 | 49.4% | 0.12 | 0.0516 | -0.015 | 35 | 5.45 | 5.75 | 40 | 56.5% | -0.89 | 0.0542 | -0.015 | ||
| 0.1100 | 0.1600 | 55 | 49.5% | 0.09 | 0.0400 | -0.012 | 36 | 6.35 | 6.85 | 11 | 62.8% | -0.93 | 0.0428 | -0.012 | ||
| 0.0700 | 0.1500 | 36 | 52.4% | 0.07 | 0.0310 | -0.010 | 37 | 7.05 | 8.10 | 2 | 67.2% | -0.95 | 0.0336 | -0.010 | ||
| 0.0100 | 0.2000 | 43 | 56.7% | 0.05 | 0.0245 | -0.008 | 38 | 8.05 | 8.90 | 65.2% | -0.97 | 0.0278 | -0.008 | |||
| 0 | 0.3900 | 30 | 70.0% | 0.04 | 0.0197 | -0.007 | 39 | 9.05 | 10.35 | 86.4% | -0.98 | 0.0224 | -0.007 | |||
| 0 | 0.1900 | 731 | 64.5% | 0.03 | 0.0162 | -0.006 | 40 | 10.15 | 11.35 | 94.8% | -0.98 | 0.0180 | -0.006 | |||
| 0 | 0.4000 | 14 | 79.9% | 0.03 | 0.0134 | -0.006 | 41 | 11.05 | 12.25 | 93.8% | -0.99 | 0.0144 | -0.005 | |||
| 0 | 0.3900 | 43 | 83.8% | 0.02 | 0.0114 | -0.005 | 42 | 12.00 | 13.30 | 98.7% | -0.99 | 0.0108 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs