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 ±14.2% (25.45–33.85) · ATM IV 42.0% · P/C open interest 0.87
| 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 | |
| 14.25 | 15.00 | 255 | 0.99 | 0.0018 | 0.000 | 15 | 0 | 0.0600 | 76.7% | -0.01 | 0.0018 | -0.001 | ||||
| 11.80 | 12.85 | 36 | 62.7% | 0.99 | 0.0036 | 0.000 | 17.5 | 0 | 0.0400 | 2,213 | 57.7% | -0.01 | 0.0036 | -0.002 | ||
| 9.25 | 10.15 | 195 | 0.98 | 0.0079 | -0.001 | 20 | 0.0100 | 0.0700 | 366 | 49.3% | -0.02 | 0.0079 | -0.002 | |||
| 7.15 | 7.55 | 9 | 214 | 33.3% | 0.95 | 0.0194 | -0.004 | 22.5 | 0.1100 | 0.1900 | 5 | 2,192 | 47.1% | -0.05 | 0.0195 | -0.005 |
| 5.00 | 5.35 | 433 | 41.1% | 0.86 | 0.0417 | -0.009 | 25 | 0.3800 | 0.4200 | 8 | 51.9K | 43.8% | -0.14 | 0.0422 | -0.009 | |
| 3.25 | 3.45 | 2 | 425 | 42.1% | 0.71 | 0.0659 | -0.014 | 27.5 | 0.9800 | 1.04 | 94 | 5,631 | 42.4% | -0.29 | 0.0669 | -0.015 |
| 1.60 | 1.66 | 58 | 1,798 | 42.1% | 0.46 | 0.0784 | -0.017 | 30.8 | 2.53 | 2.61 | 23 | 5,838 | 42.0% | -0.54 | 0.0804 | -0.017 |
| 1.45 | 1.51 | 14 | 646 | 42.1% | 0.43 | 0.0778 | -0.016 | 31.2 | 2.79 | 2.84 | 8 | 753 | 42.5% | -0.57 | 0.0801 | -0.017 |
| 1.29 | 1.36 | 2 | 464 | 41.7% | 0.40 | 0.0768 | -0.016 | 31.6 | 3.00 | 3.10 | 1,287 | 41.5% | -0.61 | 0.0792 | -0.016 | |
| 1.17 | 1.22 | 32 | 1,155 | 41.7% | 0.38 | 0.0754 | -0.016 | 32 | 3.25 | 3.40 | 2,955 | 41.6% | -0.64 | 0.0780 | -0.016 | |
| 1.04 | 1.10 | 3 | 525 | 41.7% | 0.35 | 0.0736 | -0.015 | 32.4 | 3.55 | 3.85 | 6 | 1,240 | 43.7% | -0.66 | 0.0764 | -0.015 |
| 0.9400 | 0.9800 | 2 | 458 | 41.7% | 0.32 | 0.0715 | -0.015 | 32.8 | 3.85 | 4.15 | 1,027 | 44.0% | -0.69 | 0.0745 | -0.015 | |
| 0.7700 | 0.8500 | 2 | 635 | 40.5% | 0.30 | 0.0691 | -0.014 | 33.2 | 4.15 | 4.50 | 1,196 | 44.6% | -0.72 | 0.0723 | -0.014 | |
| 0.6700 | 0.7700 | 23 | 450 | 40.6% | 0.27 | 0.0664 | -0.013 | 33.6 | 4.45 | 4.80 | 315 | 44.4% | -0.74 | 0.0699 | -0.014 | |
| 0.5900 | 0.7100 | 13 | 850 | 40.7% | 0.25 | 0.0635 | -0.013 | 34 | 4.75 | 5.10 | 1 | 1,621 | 44.0% | -0.77 | 0.0672 | -0.013 |
| 0.5800 | 0.6400 | 930 | 41.6% | 0.23 | 0.0604 | -0.012 | 34.4 | 4.90 | 5.50 | 390 | 42.7% | -0.79 | 0.0644 | -0.013 | ||
| 0.5100 | 0.5600 | 6 | 921 | 41.4% | 0.21 | 0.0572 | -0.012 | 34.8 | 5.45 | 5.85 | 708 | 46.1% | -0.81 | 0.0615 | -0.012 | |
| 0.4500 | 0.5100 | 16 | 2,113 | 41.6% | 0.19 | 0.0540 | -0.011 | 35.2 | 5.55 | 6.10 | 798 | 41.0% | -0.83 | 0.0584 | -0.011 | |
| 0.4000 | 0.4300 | 1 | 1,490 | 41.3% | 0.17 | 0.0507 | -0.010 | 35.6 | 6.00 | 6.55 | 675 | 44.5% | -0.85 | 0.0554 | -0.011 | |
| 0.3600 | 0.4000 | 14 | 1,153 | 41.8% | 0.15 | 0.0475 | -0.010 | 36 | 6.40 | 6.90 | 958 | 45.4% | -0.87 | 0.0525 | -0.010 | |
| 0.2800 | 0.3900 | 5 | 530 | 41.8% | 0.14 | 0.0443 | -0.009 | 36.4 | 6.65 | 7.25 | 306 | 43.3% | -0.89 | 0.0494 | -0.009 | |
| 0.2200 | 0.4700 | 2 | 917 | 43.7% | 0.13 | 0.0412 | -0.008 | 36.8 | 7.05 | 7.60 | 526 | 43.8% | -0.90 | 0.0466 | -0.009 | |
| 0.2000 | 0.3000 | 4 | 589 | 41.3% | 0.11 | 0.0383 | -0.008 | 37.2 | 7.50 | 7.95 | 540 | 45.4% | -0.92 | 0.0442 | -0.008 | |
| 0.1700 | 0.3000 | 562 | 42.1% | 0.10 | 0.0355 | -0.007 | 37.6 | 7.70 | 8.35 | 263 | 41.6% | -0.93 | 0.0416 | -0.007 | ||
| 0.1700 | 0.2300 | 17 | 4,400 | 41.8% | 0.09 | 0.0328 | -0.007 | 38 | 8.30 | 8.75 | 5 | 1,231 | 48.4% | -0.94 | 0.0385 | -0.007 |
| 0.1300 | 0.1900 | 2 | 829 | 40.9% | 0.08 | 0.0303 | -0.006 | 38.4 | 8.50 | 9.15 | 159 | 44.4% | -0.95 | 0.0367 | -0.007 | |
| 0.1300 | 0.2100 | 352 | 42.8% | 0.08 | 0.0280 | -0.006 | 38.8 | 8.90 | 9.50 | 255 | 43.8% | -0.96 | 0.0352 | -0.006 | ||
| 0.1000 | 0.3700 | 676 | 47.5% | 0.07 | 0.0258 | -0.005 | 39.2 | 9.30 | 10.00 | 223 | 48.7% | -0.97 | 0.0327 | -0.006 | ||
| 0.0800 | 0.1700 | 1,464 | 42.4% | 0.06 | 0.0239 | -0.005 | 39.6 | 9.65 | 10.30 | 333 | 43.9% | -0.97 | 0.0290 | -0.005 | ||
| 0.0800 | 0.1300 | 30 | 4,871 | 42.1% | 0.06 | 0.0220 | -0.005 | 40 | 10.30 | 10.70 | 1 | 6,729 | 54.2% | -0.98 | 0.0240 | -0.005 |
| 0.0500 | 0.0800 | 36 | 2,302 | 43.7% | 0.04 | 0.0149 | -0.003 | 42 | 12.20 | 12.80 | 12 | 185 | 60.6% | -1.00 | 0.0059 | -0.004 |
| 0 | 0.1000 | 2,818 | 46.5% | 0.02 | 0.0103 | -0.003 | 44 | 14.00 | 14.85 | 61.5% | -1.00 | 0.0000 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs