CMG ボラティリティ 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%
IV − HV20スプレッド
-0.3pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 日分記録済み
Cboe delayed options data · 基準日時： 03:33 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| 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 | 37.8% | +3.0pt | ±16.3% |
| 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% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20