CMG volatilità Chipotle Mexican Grill, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.33.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.34.0%
HV6050.3%
Spread IV − HV20
-0.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
53
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 00:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 36.9% | -2.8pt | ±2.2% |
| Sep 11, 2026 | 9 | 29.9% | +3.2pt | ±3.8% |
| Sep 18, 2026 | 16 | 32.1% | +0.4pt | ±5.4% |
| Sep 25, 2026 | 23 | 34.1% | +3.0pt | ±6.9% |
| Oct 02, 2026 | 30 | 33.7% | +0.3pt | ±7.8% |
| Oct 09, 2026 | 37 | 33.2% | +1.6pt | ±8.5% |
| Oct 16, 2026 | 44 | 33.8% | +2.3pt | ±9.6% |
| Dec 18, 2026 | 107 | 38.6% | +3.0pt | ±16.7% |
| Jan 15, 2027 | 135 | 37.2% | +1.7pt | ±18.0% |
| Mar 19, 2027 | 198 | 39.8% | +2.6pt | ±23.3% |
| Jun 17, 2027 | 288 | 39.4% | +2.1pt | ±27.7% |
| Sep 17, 2027 | 380 | 40.0% | — | ±32.1% |
| Jan 21, 2028 | 506 | 40.0% | — | ±36.9% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20