CMG cadena de opciones Chipotle Mexican Grill, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±32.2% (26.02–50.77) · ATM IV 40.0% · P/C interés abierto 0.47
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 19.35 | 20.35 | 3 | 47.3% | 0.96 | 0.0050 | 0.000 | 20 | 0.1400 | 0.4900 | 44.4% | -0.04 | 0.0051 | -0.002 | |||
| 16.80 | 18.20 | 1 | 41.3% | 0.93 | 0.0073 | -0.001 | 22.5 | 0.5300 | 0.7500 | 4 | 45.1% | -0.07 | 0.0075 | -0.003 | ||
| 15.50 | 16.10 | 1 | 1 | 46.2% | 0.90 | 0.0100 | -0.002 | 25 | 0.8500 | 1.05 | 2 | 43.3% | -0.10 | 0.0104 | -0.004 | |
| 12.85 | 14.90 | 44.7% | 0.87 | 0.0130 | -0.003 | 27.5 | 1.15 | 1.61 | 2 | 8 | 41.9% | -0.14 | 0.0136 | -0.005 | ||
| 11.10 | 12.90 | 42.6% | 0.82 | 0.0161 | -0.004 | 30 | 1.86 | 2.25 | 20 | 41.8% | -0.19 | 0.0169 | -0.006 | |||
| 9.95 | 10.60 | 1 | 41.1% | 0.77 | 0.0190 | -0.005 | 32.5 | 2.66 | 3.10 | 33 | 41.5% | -0.24 | 0.0202 | -0.006 | ||
| 8.45 | 9.00 | 26 | 40.0% | 0.71 | 0.0216 | -0.006 | 35 | 3.55 | 3.85 | 5 | 49 | 40.0% | -0.30 | 0.0232 | -0.007 | |
| 7.10 | 7.90 | 13 | 40.1% | 0.65 | 0.0237 | -0.007 | 37.5 | 4.60 | 5.15 | 1 | 39.9% | -0.37 | 0.0258 | -0.008 | ||
| 6.10 | 6.45 | 6 | 30 | 39.3% | 0.59 | 0.0252 | -0.007 | 40 | 5.85 | 6.45 | 5 | 11 | 39.4% | -0.44 | 0.0279 | -0.008 |
| 4.90 | 5.55 | 6 | 38.6% | 0.53 | 0.0260 | -0.007 | 42.5 | 7.05 | 7.90 | 38.2% | -0.50 | 0.0294 | -0.008 | |||
| 4.10 | 4.75 | 1 | 163 | 38.8% | 0.47 | 0.0262 | -0.007 | 45 | 8.85 | 9.50 | 38.4% | -0.57 | 0.0304 | -0.008 | ||
| 3.30 | 4.15 | 23 | 38.8% | 0.42 | 0.0258 | -0.007 | 47.5 | 10.60 | 11.25 | 38.0% | -0.64 | 0.0309 | -0.008 | |||
| 2.72 | 3.55 | 4 | 38.9% | 0.36 | 0.0249 | -0.007 | 50 | 11.00 | 13.15 | 2 | 2 | 31.4% | -0.70 | 0.0310 | -0.008 | |
| 1.94 | 2.33 | 3 | 4 | 38.4% | 0.28 | 0.0223 | -0.006 | 55 | 16.65 | 17.40 | 37.6% | -0.81 | 0.0300 | -0.007 | ||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 17, 2027
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.