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 ±20.9% (23.45–35.84) · ATM IV 40.5% · P/C open interest 0.92
| 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 | |
| 14.15 | 15.75 | 18 | 0.98 | 0.0038 | 0.000 | 15 | 0.0300 | 0.1000 | 117 | 55.0% | -0.02 | 0.0039 | -0.001 | |||
| 12.20 | 12.95 | 3 | 43.0% | 0.97 | 0.0074 | -0.001 | 17.5 | 0.0800 | 0.1600 | 53 | 49.2% | -0.03 | 0.0074 | -0.002 | ||
| 9.90 | 10.65 | 155 | 43.5% | 0.94 | 0.0138 | -0.003 | 20 | 0.2400 | 0.3100 | 1 | 103 | 46.6% | -0.06 | 0.0140 | -0.004 | |
| 7.80 | 8.30 | 10 | 28 | 40.8% | 0.88 | 0.0235 | -0.005 | 22.5 | 0.5300 | 0.5800 | 10 | 406 | 44.0% | -0.12 | 0.0239 | -0.006 |
| 5.90 | 6.50 | 190 | 42.2% | 0.80 | 0.0345 | -0.007 | 25 | 1.05 | 1.12 | 2 | 1,456 | 42.8% | -0.21 | 0.0354 | -0.008 | |
| 4.35 | 4.70 | 1 | 281 | 41.0% | 0.69 | 0.0442 | -0.009 | 27.5 | 1.88 | 1.94 | 4 | 1,612 | 42.0% | -0.32 | 0.0458 | -0.009 |
| 3.10 | 3.25 | 31 | 776 | 40.2% | 0.57 | 0.0503 | -0.010 | 30 | 2.99 | 3.05 | 29 | 1,740 | 40.9% | -0.45 | 0.0527 | -0.010 |
| 2.07 | 2.22 | 4 | 1,017 | 39.6% | 0.44 | 0.0514 | -0.010 | 32.5 | 4.45 | 4.55 | 2,796 | 40.4% | -0.58 | 0.0550 | -0.010 | |
| 1.39 | 1.49 | 40 | 3,696 | 39.7% | 0.33 | 0.0478 | -0.009 | 35 | 6.20 | 6.50 | 3 | 832 | 41.3% | -0.70 | 0.0529 | -0.009 |
| 0.9000 | 0.9500 | 25 | 790 | 39.4% | 0.24 | 0.0411 | -0.008 | 37.5 | 8.15 | 8.50 | 10 | 4,274 | 40.5% | -0.81 | 0.0479 | -0.008 |
| 0.5700 | 0.6300 | 4 | 1,548 | 39.6% | 0.17 | 0.0332 | -0.006 | 40 | 10.20 | 10.85 | 260 | 40.1% | -0.89 | 0.0421 | -0.007 | |
| 0.3200 | 0.4800 | 1,158 | 40.2% | 0.12 | 0.0258 | -0.005 | 42.5 | 12.65 | 13.25 | 55 | 43.2% | -0.96 | 0.0354 | -0.006 | ||
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 — Mar 19, 2027
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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