CMG catena di opzioni Chipotle Mexican Grill, Inc.
Cboe delayed options data · aggiornato al 18:33 UTC
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±5.1% (35.84–39.72) · ATM IV 31.4% · P/C open interest 0.78
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 17.55 | 18.25 | 70 | 156.1% | 1.00 | 0.0008 | 0.000 | 20 | 0 | 0.0100 | 2,815 | 113.1% | -0.00 | 0.0008 | -0.002 | ||
| 15.25 | 15.45 | 1 | 57 | 105.6% | 1.00 | 0.0014 | 0.000 | 22.5 | 0 | 0.0300 | 3 | 3,066 | 105.3% | -0.00 | 0.0014 | -0.002 |
| 12.55 | 13.15 | 762 | 82.0% | 0.99 | 0.0024 | 0.000 | 25 | 0 | 0.2300 | 7 | 9,069 | 116.3% | -0.01 | 0.0024 | -0.003 | |
| 11.45 | 12.15 | 1 | 0.99 | 0.0030 | 0.000 | 26 | 0 | 0.2900 | 1 | 111.9% | -0.01 | 0.0030 | -0.003 | |||
| 10.45 | 11.15 | 5 | 1 | 0.99 | 0.0039 | 0.000 | 27 | 0 | 0.2900 | 102.4% | -0.01 | 0.0039 | -0.003 | |||
| 10.05 | 10.65 | 1 | 452 | 60.0% | 0.99 | 0.0044 | 0.000 | 27.5 | 0 | 0.0500 | 1 | 10.4K | 72.5% | -0.01 | 0.0044 | -0.004 |
| 9.45 | 9.95 | 0.99 | 0.0050 | 0.000 | 28 | 0 | 0.0600 | 70.7% | -0.01 | 0.0050 | -0.004 | |||||
| 8.55 | 9.45 | 85.2% | 0.99 | 0.0065 | 0.000 | 29 | 0 | 0.0600 | 63.5% | -0.01 | 0.0065 | -0.004 | ||||
| 7.75 | 8.00 | 20 | 3,165 | 54.9% | 0.99 | 0.0087 | -0.001 | 30 | 0.0100 | 0.0300 | 28 | 17.3K | 53.2% | -0.01 | 0.0087 | -0.004 |
| 7.05 | 7.65 | 0.98 | 0.0101 | -0.001 | 30.5 | 0 | 0.0700 | 2 | 54.2% | -0.02 | 0.0101 | -0.005 | ||||
| 6.55 | 7.45 | 2 | 67.2% | 0.98 | 0.0118 | -0.002 | 31 | 0 | 0.0700 | 50.7% | -0.02 | 0.0118 | -0.005 | |||
| 6.05 | 6.95 | 62.9% | 0.98 | 0.0140 | -0.002 | 31.5 | 0 | 0.0400 | 22 | 43.3% | -0.02 | 0.0140 | -0.005 | |||
| 5.80 | 6.10 | 1 | 1 | 53.2% | 0.98 | 0.0168 | -0.003 | 32 | 0 | 0.0700 | 13 | 43.8% | -0.02 | 0.0169 | -0.006 | |
| 5.30 | 5.50 | 79 | 17.6K | 42.2% | 0.97 | 0.0207 | -0.003 | 32.5 | 0.0100 | 0.0400 | 26 | 22.6K | 38.2% | -0.03 | 0.0208 | -0.006 |
| 4.60 | 5.45 | 3 | 105 | 52.0% | 0.97 | 0.0263 | -0.005 | 33 | 0 | 0.0900 | 22 | 38.7% | -0.04 | 0.0265 | -0.007 | |
| 4.10 | 4.70 | 1 | 9 | 34.9% | 0.95 | 0.0343 | -0.006 | 33.5 | 0.0100 | 0.0900 | 22 | 35.9% | -0.05 | 0.0346 | -0.009 | |
| 3.70 | 4.20 | 40 | 37.0% | 0.94 | 0.0454 | -0.009 | 34 | 0.0600 | 0.0900 | 1 | 77 | 35.2% | -0.06 | 0.0458 | -0.011 | |
| 3.25 | 3.60 | 8 | 1,752 | 30.6% | 0.91 | 0.0598 | -0.012 | 34.5 | 0.0900 | 0.1200 | 15 | 16 | 34.1% | -0.09 | 0.0602 | -0.014 |
| 2.96 | 3.15 | 69 | 14.6K | 36.2% | 0.88 | 0.0769 | -0.016 | 35 | 0.1400 | 0.1800 | 129 | 14.4K | 34.0% | -0.12 | 0.0775 | -0.017 |
| 2.44 | 2.77 | 32 | 34.3% | 0.84 | 0.0959 | -0.019 | 35.5 | 0.2000 | 0.2500 | 5 | 185 | 33.2% | -0.16 | 0.0967 | -0.021 | |
| 2.10 | 2.29 | 206 | 256 | 33.5% | 0.78 | 0.1158 | -0.023 | 36 | 0.2900 | 0.3400 | 8 | 1,780 | 32.5% | -0.22 | 0.1168 | -0.025 |
| 1.74 | 1.94 | 20 | 311 | 33.7% | 0.72 | 0.1349 | -0.027 | 36.5 | 0.4200 | 0.4500 | 2 | 61 | 32.0% | -0.28 | 0.1362 | -0.028 |
| 1.42 | 1.55 | 36 | 245 | 32.8% | 0.65 | 0.1510 | -0.029 | 37 | 0.5800 | 0.6200 | 35 | 527 | 31.9% | -0.35 | 0.1526 | -0.030 |
| 1.12 | 1.18 | 361 | 7,067 | 31.3% | 0.57 | 0.1616 | -0.031 | 37.5 | 0.7700 | 0.8300 | 293 | 8,055 | 31.6% | -0.43 | 0.1635 | -0.032 |
| 0.8800 | 0.9200 | 245 | 2,450 | 31.4% | 0.49 | 0.1648 | -0.032 | 38 | 1.02 | 1.06 | 38 | 1,377 | 31.3% | -0.51 | 0.1670 | -0.032 |
| 0.6700 | 0.7000 | 864 | 2,040 | 31.3% | 0.41 | 0.1602 | -0.031 | 38.5 | 1.30 | 1.36 | 5 | 459 | 31.3% | -0.60 | 0.1626 | -0.031 |
| 0.5000 | 0.5400 | 183 | 1,079 | 31.6% | 0.34 | 0.1491 | -0.029 | 39 | 1.61 | 1.79 | 10 | 256 | 32.8% | -0.67 | 0.1517 | -0.029 |
| 0.2700 | 0.3000 | 476 | 36.1K | 32.1% | 0.21 | 0.1166 | -0.024 | 40 | 2.34 | 2.60 | 70 | 1,122 | 33.6% | -0.80 | 0.1192 | -0.023 |
| 0.1400 | 0.1700 | 89 | 750 | 33.1% | 0.13 | 0.0813 | -0.017 | 41 | 3.00 | 3.60 | 1 | 32.1% | -0.89 | 0.0829 | -0.016 | |
| 0.0600 | 0.1100 | 9 | 849 | 34.4% | 0.08 | 0.0541 | -0.013 | 42 | 3.95 | 4.40 | -0.93 | 0.0587 | -0.010 | |||
| 0.0500 | 0.0900 | 44 | 11.6K | 35.8% | 0.06 | 0.0445 | -0.011 | 42.5 | 4.60 | 4.90 | 183 | 37.0% | -0.95 | 0.0519 | -0.009 | |
| 0.0400 | 0.0700 | 13 | 98 | 36.8% | 0.05 | 0.0371 | -0.010 | 43 | 4.70 | 5.55 | -0.96 | 0.0470 | -0.008 | |||
| 0 | 0.1000 | 30 | 41.3% | 0.04 | 0.0266 | -0.008 | 44 | 5.65 | 6.50 | 1 | -0.98 | 0.0340 | -0.008 | |||
| 0.0100 | 0.0400 | 32 | 5,641 | 41.3% | 0.03 | 0.0198 | -0.007 | 45 | 7.00 | 7.35 | 53 | -0.99 | 0.0239 | -0.009 | ||
| 0 | 0.0700 | 8 | 48.1% | 0.02 | 0.0153 | -0.006 | 46 | 7.75 | 8.55 | -0.99 | 0.0148 | -0.011 | ||||
| 0 | 0.0500 | 49.9% | 0.02 | 0.0121 | -0.005 | 47 | 8.75 | 9.55 | -1.00 | 0.0087 | -0.012 | |||||
| 0 | 0.0700 | 2,336 | 54.5% | 0.02 | 0.0109 | -0.005 | 47.5 | 9.25 | 10.00 | 29 | -1.00 | 0.0066 | -0.013 | |||
| 0 | 0.0700 | 56.6% | 0.02 | 0.0098 | -0.005 | 48 | 9.75 | 10.55 | -1.00 | 0.0049 | -0.013 | |||||
| 0 | 0.0100 | 9,742 | 51.1% | 0.01 | 0.0068 | -0.004 | 50 | 11.90 | 12.35 | 22 | -1.00 | 0.0018 | -0.015 | |||
| 0 | 0.0300 | 603 | 66.4% | 0.01 | 0.0046 | -0.004 | 52.5 | 14.25 | 15.10 | 17 | -1.00 | 0.0001 | -0.017 | |||
| 0 | 0.0600 | 600 | 81.1% | 0.01 | 0.0033 | -0.003 | 55 | 16.75 | 17.55 | -1.00 | 0.0000 | -0.018 | ||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 18, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.
callput