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 ±11.8% (26.15–33.15) · ATM IV 44.8% · P/C open interest 0.60
| 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 | |
| 9.15 | 10.50 | 2 | 66.9% | 0.98 | 0.0081 | -0.003 | 20 | 0 | 0.4000 | 82.4% | -0.02 | 0.0082 | -0.004 | |||
| 8.15 | 9.50 | 59.0% | 0.97 | 0.0108 | -0.003 | 21 | 0 | 0.4100 | 74.5% | -0.03 | 0.0108 | -0.004 | ||||
| 7.40 | 8.50 | 65.0% | 0.97 | 0.0148 | -0.004 | 22 | 0 | 0.4000 | 67 | 66.1% | -0.04 | 0.0148 | -0.005 | |||
| 6.45 | 7.40 | 54.9% | 0.95 | 0.0209 | -0.006 | 23 | 0.0100 | 0.1600 | 1 | 5 | 48.1% | -0.05 | 0.0210 | -0.006 | ||
| 5.50 | 6.40 | 49.1% | 0.93 | 0.0299 | -0.008 | 24 | 0.0300 | 0.3800 | 39 | 51.1% | -0.07 | 0.0301 | -0.008 | |||
| 4.65 | 5.45 | 47.4% | 0.89 | 0.0417 | -0.011 | 25 | 0.2200 | 0.3200 | 3 | 47.3% | -0.11 | 0.0420 | -0.011 | |||
| 3.85 | 4.55 | 46.1% | 0.83 | 0.0551 | -0.014 | 26 | 0.3400 | 0.5900 | 64 | 48.0% | -0.17 | 0.0555 | -0.014 | |||
| 3.35 | 3.65 | 47.9% | 0.77 | 0.0682 | -0.017 | 27 | 0.6100 | 0.8000 | 11 | 47.6% | -0.24 | 0.0689 | -0.018 | |||
| 2.67 | 2.85 | 1 | 45.7% | 0.69 | 0.0794 | -0.020 | 28 | 0.9200 | 1.18 | 54 | 48.0% | -0.31 | 0.0802 | -0.020 | ||
| 2.07 | 2.29 | 1 | 2 | 45.9% | 0.60 | 0.0871 | -0.022 | 29 | 1.32 | 1.49 | 1 | 32 | 46.3% | -0.40 | 0.0882 | -0.022 |
| 1.56 | 1.71 | 57 | 44.6% | 0.51 | 0.0905 | -0.022 | 30 | 1.80 | 1.93 | 1 | 35 | 45.1% | -0.49 | 0.0920 | -0.023 | |
| 1.15 | 1.30 | 18 | 44.5% | 0.42 | 0.0894 | -0.022 | 31 | 2.40 | 2.74 | 3 | 48.0% | -0.58 | 0.0912 | -0.022 | ||
| 0.8300 | 1.04 | 115 | 45.4% | 0.34 | 0.0843 | -0.020 | 32 | 3.05 | 3.30 | 23 | 46.2% | -0.67 | 0.0865 | -0.021 | ||
| 0.6100 | 0.7100 | 126 | 44.8% | 0.27 | 0.0759 | -0.018 | 33 | 3.80 | 4.05 | 40 | 46.3% | -0.74 | 0.0786 | -0.018 | ||
| 0.4200 | 0.5700 | 49 | 106 | 45.8% | 0.20 | 0.0655 | -0.015 | 34 | 4.60 | 5.00 | 7 | 48.8% | -0.81 | 0.0687 | -0.016 | |
| 0.1400 | 0.3500 | 52 | 41.1% | 0.15 | 0.0543 | -0.013 | 35 | 5.35 | 5.85 | 7 | 46.7% | -0.87 | 0.0580 | -0.013 | ||
| 0.0400 | 0.3700 | 22 | 43.8% | 0.11 | 0.0438 | -0.010 | 36 | 6.15 | 7.10 | 53.1% | -0.91 | 0.0479 | -0.011 | |||
| 0.0800 | 0.3500 | 40 | 48.9% | 0.08 | 0.0348 | -0.008 | 37 | 7.15 | 8.10 | 58.1% | -0.94 | 0.0392 | -0.009 | |||
| 0.0300 | 0.1700 | 1 | 8 | 44.9% | 0.06 | 0.0277 | -0.007 | 38 | 8.15 | 9.10 | 10 | 62.9% | -0.96 | 0.0318 | -0.007 | |
| 0 | 0.3900 | 73 | 56.0% | 0.05 | 0.0223 | -0.006 | 39 | 9.00 | 10.25 | 67.4% | -0.98 | 0.0267 | -0.006 | |||
| 0 | 0.1700 | 36 | 50.6% | 0.04 | 0.0182 | -0.005 | 40 | 10.00 | 11.35 | 1 | 74.3% | -0.99 | 0.0196 | -0.005 | ||
| 0.0100 | 0.2000 | 8 | 56.0% | 0.03 | 0.0150 | -0.004 | 41 | 10.80 | 12.25 | 70.0% | -0.99 | 0.0135 | -0.004 | |||
| 0 | 0.4000 | 67.5% | 0.03 | 0.0126 | -0.004 | 42 | 12.00 | 13.30 | 81.3% | -1.00 | 0.0089 | -0.003 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs