CMG catena di opzioni Chipotle Mexican Grill, Inc.
Cboe delayed options data · aggiornato al 15:35 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 ±8.2% (27.39–32.30) · ATM IV 61.2% · P/C open interest 5.98
| 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 | |
| 9.75 | 10.85 | 2 | 196.7% | 0.99 | 0.0036 | -0.003 | 20 | 0 | 0.2500 | 2 | 13 | 146.4% | -0.01 | 0.0036 | -0.004 | |
| 8.75 | 9.90 | 180.8% | 0.99 | 0.0051 | -0.003 | 21 | 0 | 0.3700 | 14 | 143.1% | -0.01 | 0.0051 | -0.004 | |||
| 7.70 | 8.90 | 159.6% | 0.99 | 0.0073 | -0.004 | 22 | 0 | 0.1800 | 40 | 41 | 109.2% | -0.01 | 0.0073 | -0.005 | ||
| 6.75 | 7.90 | 144.6% | 0.98 | 0.0109 | -0.006 | 23 | 0 | 0.4000 | 9 | 115.0% | -0.02 | 0.0109 | -0.007 | |||
| 5.75 | 6.30 | 5 | 92.6% | 0.97 | 0.0173 | -0.009 | 24 | 0.0100 | 0.0500 | 73 | 67.7% | -0.03 | 0.0174 | -0.009 | ||
| 4.85 | 5.55 | 82 | 98.7% | 0.95 | 0.0293 | -0.014 | 25 | 0.0400 | 0.0800 | 3 | 330 | 64.5% | -0.05 | 0.0294 | -0.014 | |
| 4.25 | 4.80 | 2 | 71.8% | 0.94 | 0.0383 | -0.018 | 25.5 | 0.0600 | 0.1000 | 2 | 62.3% | -0.06 | 0.0384 | -0.018 | ||
| 3.90 | 4.55 | 1 | 34 | 85.1% | 0.92 | 0.0493 | -0.022 | 26 | 0.1000 | 0.1600 | 3 | 83 | 63.3% | -0.08 | 0.0495 | -0.023 |
| 3.40 | 4.10 | 1 | 79.1% | 0.89 | 0.0620 | -0.028 | 26.5 | 0.1400 | 0.3300 | 1 | 67.6% | -0.11 | 0.0624 | -0.029 | ||
| 3.05 | 3.75 | 52 | 81.9% | 0.85 | 0.0758 | -0.035 | 27 | 0.2300 | 0.2500 | 13 | 18.8K | 60.6% | -0.15 | 0.0762 | -0.035 | |
| 2.66 | 3.20 | 75.0% | 0.81 | 0.0898 | -0.041 | 27.5 | 0.3100 | 0.3900 | 2 | 61.5% | -0.20 | 0.0903 | -0.042 | |||
| 2.22 | 2.75 | 10 | 145 | 69.3% | 0.75 | 0.1030 | -0.047 | 28 | 0.4400 | 0.4900 | 42 | 49.0K | 60.8% | -0.25 | 0.1036 | -0.048 |
| 1.96 | 2.32 | 68.6% | 0.70 | 0.1143 | -0.053 | 28.5 | 0.5800 | 0.6900 | 2 | 61.7% | -0.30 | 0.1150 | -0.053 | |||
| 1.64 | 1.75 | 16 | 76 | 61.4% | 0.64 | 0.1231 | -0.057 | 29 | 0.7700 | 0.8300 | 150 | 1,774 | 60.5% | -0.37 | 0.1239 | -0.057 |
| 1.36 | 1.46 | 10 | 90 | 60.9% | 0.57 | 0.1287 | -0.059 | 29.5 | 0.9800 | 1.09 | 9 | 349 | 61.3% | -0.43 | 0.1295 | -0.060 |
| 1.12 | 1.21 | 10 | 894 | 61.1% | 0.51 | 0.1308 | -0.061 | 30 | 1.24 | 1.33 | 109 | 2,228 | 61.2% | -0.50 | 0.1316 | -0.061 |
| 0.9000 | 0.9900 | 33 | 695 | 60.9% | 0.44 | 0.1293 | -0.060 | 30.5 | 1.52 | 1.62 | 569 | 61.2% | -0.56 | 0.1301 | -0.060 | |
| 0.7100 | 0.8100 | 2 | 624 | 60.9% | 0.38 | 0.1246 | -0.058 | 31 | 1.84 | 1.93 | 3 | 731 | 61.2% | -0.62 | 0.1254 | -0.058 |
| 0.5700 | 0.7900 | 56 | 89 | 65.2% | 0.32 | 0.1172 | -0.054 | 31.5 | 2.13 | 2.42 | 117 | 63.7% | -0.68 | 0.1180 | -0.054 | |
| 0.4600 | 0.5200 | 85 | 963 | 61.9% | 0.27 | 0.1078 | -0.050 | 32 | 2.55 | 2.65 | 11 | 995 | 61.2% | -0.73 | 0.1086 | -0.050 |
| 0.3400 | 0.4100 | 29 | 157 | 61.5% | 0.22 | 0.0971 | -0.045 | 32.5 | 2.57 | 3.10 | 1 | 32 | 49.3% | -0.78 | 0.0979 | -0.045 |
| 0.2700 | 0.3200 | 51 | 903 | 62.0% | 0.18 | 0.0859 | -0.040 | 33 | 3.25 | 3.50 | 100 | 1,068 | 58.4% | -0.82 | 0.0867 | -0.040 |
| 0.2000 | 0.3100 | 7 | 93 | 64.6% | 0.15 | 0.0747 | -0.035 | 33.5 | 3.40 | 4.00 | 25 | 44.4% | -0.86 | 0.0756 | -0.035 | |
| 0.1500 | 0.2000 | 124 | 1,323 | 62.6% | 0.12 | 0.0641 | -0.030 | 34 | 3.85 | 4.45 | 175 | -0.88 | 0.0652 | -0.030 | ||
| 0.1100 | 0.2000 | 8 | 65 | 65.3% | 0.10 | 0.0545 | -0.026 | 34.5 | 4.30 | 4.80 | -0.91 | 0.0558 | -0.026 | |||
| 0.0900 | 0.1300 | 6 | 970 | 64.4% | 0.08 | 0.0461 | -0.022 | 35 | 4.85 | 5.30 | 156 | -0.93 | 0.0474 | -0.023 | ||
| 0.0600 | 0.1200 | 5 | 15 | 65.8% | 0.07 | 0.0389 | -0.019 | 35.5 | 5.00 | 5.85 | -0.94 | 0.0404 | -0.019 | |||
| 0.0500 | 0.0900 | 137 | 801 | 66.3% | 0.05 | 0.0328 | -0.017 | 36 | 5.50 | 6.30 | 37 | -0.95 | 0.0343 | -0.017 | ||
| 0.0300 | 0.1200 | 2 | 209 | 71.1% | 0.04 | 0.0277 | -0.015 | 36.5 | 5.85 | 6.85 | 1 | -0.96 | 0.0294 | -0.015 | ||
| 0.0300 | 0.0900 | 12 | 521 | 71.8% | 0.04 | 0.0235 | -0.013 | 37 | 6.30 | 7.35 | 38 | -0.97 | 0.0251 | -0.013 | ||
| 0 | 0.1500 | 40 | 251 | 82.2% | 0.03 | 0.0172 | -0.010 | 38 | 7.40 | 8.35 | 6 | -0.98 | 0.0182 | -0.010 | ||
| 0 | 0.0500 | 1 | 498 | 74.7% | 0.02 | 0.0128 | -0.008 | 39 | 8.10 | 9.45 | -0.99 | 0.0129 | -0.008 | |||
| 0.0100 | 0.0300 | 2 | 1,286 | 78.2% | 0.01 | 0.0097 | -0.006 | 40 | 9.45 | 10.35 | 1 | 1 | -0.99 | 0.0090 | -0.006 | |
| 0 | 0.0900 | 1 | 878 | 94.1% | 0.01 | 0.0075 | -0.005 | 41 | 10.30 | 11.30 | -1.00 | 0.0060 | -0.005 | |||
| 0 | 0.0700 | 1 | 318 | 96.3% | 0.01 | 0.0058 | -0.004 | 42 | 11.30 | 12.30 | -1.00 | 0.0039 | -0.005 | |||
| 0 | 0.3700 | 81 | 135.5% | 0.01 | 0.0047 | -0.004 | 43 | 12.15 | 13.45 | -1.00 | 0.0024 | -0.004 | ||||
| 0 | 0.0700 | 41 | 60 | 107.1% | 0.01 | 0.0038 | -0.003 | 44 | 13.15 | 14.45 | -1.00 | 0.0016 | -0.004 | |||
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 — Oct 30, 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