CMG option chain Chipotle Mexican Grill, Inc.
Cboe delayed options data · as of 12:35 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 ±8.3% (27.66–32.66) · ATM IV 60.0% · P/C open interest 5.98
| 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 | |
| 9.25 | 10.55 | 2 | 101.7% | 0.99 | 0.0031 | -0.002 | 20 | 0 | 0.0700 | 13 | 112.9% | -0.01 | 0.0032 | -0.003 | ||
| 8.25 | 9.25 | 0.99 | 0.0044 | -0.002 | 21 | 0 | 0.3700 | 40 | 14 | 138.0% | -0.01 | 0.0044 | -0.003 | |||
| 7.25 | 8.40 | 0.99 | 0.0065 | -0.003 | 22 | 0 | 0.3900 | 41 | 124.7% | -0.01 | 0.0065 | -0.004 | ||||
| 6.30 | 7.25 | 0.99 | 0.0099 | -0.005 | 23 | 0 | 0.3900 | 9 | 110.2% | -0.01 | 0.0099 | -0.005 | ||||
| 5.30 | 6.20 | 5 | 0.98 | 0.0164 | -0.007 | 24 | 0 | 0.0600 | 2 | 73 | 65.3% | -0.02 | 0.0164 | -0.008 | ||
| 4.55 | 5.05 | 82 | 0.96 | 0.0290 | -0.012 | 25 | 0.0100 | 0.0800 | 22 | 330 | 58.9% | -0.04 | 0.0291 | -0.013 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.60 | 4.25 | 1 | 34 | 44.9% | 0.91 | 0.0494 | -0.021 | 26 | 0.1100 | 0.1400 | 23 | 83 | 60.5% | -0.09 | 0.0497 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.75 | 3.25 | 28 | 52 | 45.6% | 0.85 | 0.0754 | -0.033 | 27 | 0.2100 | 0.3400 | 176 | 18.8K | 61.4% | -0.15 | 0.0758 | -0.034 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.27 | 2.63 | 25 | 145 | 64.2% | 0.75 | 0.1012 | -0.045 | 28 | 0.4500 | 0.5100 | 170 | 49.0K | 59.7% | -0.25 | 0.1018 | -0.046 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.61 | 1.82 | 5 | 76 | 59.5% | 0.63 | 0.1205 | -0.054 | 29 | 0.7700 | 0.9400 | 247 | 1,774 | 61.3% | -0.37 | 0.1213 | -0.054 |
| 1.33 | 1.54 | 51 | 90 | 59.6% | 0.57 | 0.1261 | -0.056 | 29.5 | 0.9700 | 1.16 | 103 | 349 | 60.8% | -0.43 | 0.1269 | -0.057 |
| 1.08 | 1.24 | 269 | 894 | 58.3% | 0.51 | 0.1284 | -0.057 | 30 | 1.18 | 1.49 | 82 | 2,228 | 61.7% | -0.49 | 0.1292 | -0.058 |
| 0.8800 | 1.01 | 106 | 695 | 58.4% | 0.45 | 0.1274 | -0.057 | 30.5 | 1.53 | 1.75 | 8 | 569 | 62.7% | -0.56 | 0.1282 | -0.057 |
| 0.7300 | 0.8300 | 123 | 624 | 59.5% | 0.38 | 0.1232 | -0.054 | 31 | 1.79 | 2.15 | 281 | 731 | 63.6% | -0.62 | 0.1240 | -0.055 |
| 0.5600 | 0.6500 | 47 | 89 | 58.6% | 0.33 | 0.1164 | -0.051 | 31.5 | 2.02 | 2.46 | 57 | 117 | 60.0% | -0.68 | 0.1172 | -0.051 |
| 0.4400 | 0.5000 | 220 | 963 | 58.3% | 0.27 | 0.1075 | -0.047 | 32 | 2.51 | 2.74 | 29 | 995 | 60.9% | -0.73 | 0.1083 | -0.047 |
| 0.3000 | 0.4000 | 91 | 157 | 57.1% | 0.23 | 0.0972 | -0.042 | 32.5 | 2.90 | 3.35 | 4 | 32 | 67.7% | -0.78 | 0.0981 | -0.042 |
| 0.2700 | 0.3300 | 109 | 903 | 59.9% | 0.19 | 0.0861 | -0.037 | 33 | 3.30 | 3.80 | 3 | 1,068 | 69.3% | -0.82 | 0.0871 | -0.037 |
| 0.2000 | 0.3400 | 66 | 93 | 63.2% | 0.15 | 0.0749 | -0.032 | 33.5 | 3.75 | 4.35 | 25 | 75.3% | -0.86 | 0.0760 | -0.032 | |
| 0.1300 | 0.2100 | 217 | 1,323 | 59.7% | 0.12 | 0.0640 | -0.027 | 34 | 4.15 | 4.65 | 8 | 175 | 69.8% | -0.89 | 0.0652 | -0.027 |
| 0.0400 | 0.1500 | 20 | 65 | 55.7% | 0.09 | 0.0538 | -0.023 | 34.5 | 4.65 | 5.30 | 81.0% | -0.91 | 0.0552 | -0.023 | ||
| 0.0800 | 0.2000 | 65 | 970 | 65.6% | 0.07 | 0.0448 | -0.019 | 35 | 5.10 | 5.65 | 6 | 156 | 77.7% | -0.93 | 0.0462 | -0.019 |
| 0.0200 | 0.1100 | 19 | 15 | 59.1% | 0.06 | 0.0370 | -0.016 | 35.5 | 5.55 | 6.35 | 89.0% | -0.95 | 0.0385 | -0.016 | ||
| 0.0500 | 0.0700 | 117 | 801 | 61.9% | 0.05 | 0.0304 | -0.013 | 36 | 5.95 | 6.90 | 37 | 91.6% | -0.96 | 0.0321 | -0.013 | |
| 0 | 0.0800 | 3 | 209 | 61.0% | 0.04 | 0.0250 | -0.011 | 36.5 | 6.55 | 7.40 | 1 | 100.6% | -0.97 | 0.0271 | -0.011 | |
| 0.0300 | 0.0500 | 37 | 521 | 64.4% | 0.03 | 0.0206 | -0.009 | 37 | 7.00 | 7.60 | 38 | 87.5% | -0.98 | 0.0229 | -0.009 | |
| 0 | 0.1500 | 78 | 251 | 79.1% | 0.02 | 0.0142 | -0.007 | 38 | 8.00 | 8.70 | 6 | 101.4% | -0.99 | 0.0151 | -0.006 | |
| 0 | 0.1900 | 4 | 498 | 89.7% | 0.01 | 0.0099 | -0.005 | 39 | 9.00 | 9.95 | 122.4% | -1.00 | 0.0082 | -0.005 | ||
| 0 | 0.0100 | 4 | 1,286 | 63.8% | 0.01 | 0.0071 | -0.004 | 40 | 10.05 | 10.55 | 1 | 1 | 110.4% | -1.00 | 0.0039 | -0.004 |
| 0 | 0.0100 | 2 | 878 | 68.6% | 0.01 | 0.0052 | -0.003 | 41 | 11.00 | 11.95 | 138.0% | -1.00 | 0.0013 | -0.004 | ||
| 0 | 0.0100 | 318 | 73.2% | 0.01 | 0.0039 | -0.002 | 42 | 12.00 | 12.95 | 145.4% | -1.00 | 0.0005 | -0.004 | |||
| 0 | 0.0100 | 3 | 81 | 77.6% | 0.00 | 0.0030 | -0.002 | 43 | 13.05 | 13.95 | 155.1% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0600 | 41 | 60 | 100.9% | 0.00 | 0.0023 | -0.001 | 44 | 14.05 | 14.95 | 162.0% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0200 | 19 | 92.6% | 0.00 | 0.0018 | -0.001 | 45 | 15.05 | 15.95 | 168.6% | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs