CMG volatilité 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.47.2%
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.36.7%
HV6048.6%
Écart IV − HV20
+10.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
66
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 03:35 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 38.4% | -0.8pt | ±3.2% |
| Oct 30, 2026 | 11 | 60.0% | +2.0pt | ±8.3% |
| Nov 06, 2026 | 18 | 53.1% | +3.4pt | ±9.5% |
| Nov 13, 2026 | 25 | 50.8% | +2.1pt | ±10.6% |
| Nov 20, 2026 | 32 | 46.0% | +3.0pt | ±10.9% |
| Nov 27, 2026 | 39 | 44.8% | +3.2pt | ±11.7% |
| Dec 18, 2026 | 60 | 41.2% | +2.9pt | ±13.7% |
| Jan 15, 2027 | 88 | 40.3% | +3.2pt | ±15.8% |
| Mar 19, 2027 | 151 | 41.7% | +4.8pt | ±21.4% |
| Jun 17, 2027 | 241 | 40.5% | +4.5pt | ±26.2% |
| Sep 17, 2027 | 333 | 40.3% | +5.2pt | ±30.5% |
| Jan 21, 2028 | 459 | 42.4% | +3.7pt | ±37.6% |
Smile de volatilité — Oct 30, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20