CMG option chain Chipotle Mexican Grill, Inc.
Cboe delayed options data · as of 18:33 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 ±36.7% (23.91–51.66) · ATM IV 39.5% · P/C open interest 0.88
| 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 | |
| 19.25 | 20.90 | 621 | 51.1% | 0.95 | 0.0056 | 0.000 | 20 | 0.5100 | 0.6800 | 643 | 44.9% | -0.06 | 0.0059 | -0.002 | ||
| 17.25 | 18.80 | 78 | 48.2% | 0.92 | 0.0078 | -0.000 | 22.5 | 0.8100 | 1.10 | 337 | 44.1% | -0.09 | 0.0081 | -0.003 | ||
| 15.40 | 16.70 | 3,462 | 45.7% | 0.89 | 0.0102 | -0.001 | 25 | 1.33 | 1.48 | 3 | 2,704 | 43.1% | -0.12 | 0.0107 | -0.004 | |
| 13.65 | 14.95 | 168 | 44.7% | 0.85 | 0.0126 | -0.002 | 27.5 | 1.91 | 2.06 | 2,485 | 42.3% | -0.16 | 0.0134 | -0.004 | ||
| 12.05 | 12.65 | 3 | 1,533 | 41.3% | 0.81 | 0.0151 | -0.003 | 30 | 2.49 | 2.75 | 7,495 | 40.9% | -0.21 | 0.0162 | -0.005 | |
| 10.70 | 11.05 | 1,152 | 41.1% | 0.76 | 0.0174 | -0.004 | 32.5 | 3.30 | 3.70 | 2,436 | 40.4% | -0.26 | 0.0189 | -0.006 | ||
| 9.20 | 9.50 | 16 | 2,403 | 39.6% | 0.71 | 0.0194 | -0.005 | 35 | 4.45 | 4.70 | 1,363 | 40.2% | -0.31 | 0.0215 | -0.006 | |
| 8.00 | 8.35 | 5 | 1,202 | 39.5% | 0.66 | 0.0210 | -0.005 | 37.5 | 5.55 | 5.85 | 654 | 39.5% | -0.37 | 0.0237 | -0.006 | |
| 6.90 | 7.15 | 3 | 3,171 | 38.9% | 0.60 | 0.0222 | -0.006 | 40 | 6.90 | 7.20 | 2,713 | 39.2% | -0.43 | 0.0256 | -0.007 | |
| 5.90 | 6.20 | 1 | 860 | 38.6% | 0.55 | 0.0230 | -0.006 | 42.5 | 8.05 | 8.80 | 2,175 | 38.3% | -0.50 | 0.0272 | -0.007 | |
| 4.95 | 5.75 | 2 | 2,515 | 39.2% | 0.50 | 0.0234 | -0.006 | 45 | 9.95 | 10.35 | 349 | 38.6% | -0.56 | 0.0284 | -0.007 | |
| 4.35 | 4.80 | 1,960 | 38.8% | 0.45 | 0.0233 | -0.006 | 47.5 | 11.25 | 12.15 | 284 | 37.1% | -0.62 | 0.0294 | -0.007 | ||
| 3.60 | 4.15 | 2,758 | 38.3% | 0.40 | 0.0229 | -0.006 | 50 | 13.45 | 14.10 | 529 | 38.1% | -0.68 | 0.0301 | -0.006 | ||
| 2.57 | 2.93 | 10 | 2,824 | 37.5% | 0.32 | 0.0214 | -0.005 | 55 | 17.35 | 18.15 | 34 | 36.6% | -0.79 | 0.0307 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs