CMG волатильность 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.45.9%
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%
Спред IV − HV20
+9.2pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 18:35 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 38.9% | -1.0pt | ±2.9% |
| Oct 30, 2026 | 10 | 61.6% | +0.3pt | ±8.2% |
| Nov 06, 2026 | 17 | 52.9% | +2.1pt | ±9.2% |
| Nov 13, 2026 | 24 | 49.2% | +0.3pt | ±10.2% |
| Nov 20, 2026 | 31 | 45.4% | +1.0pt | ±10.6% |
| Nov 27, 2026 | 38 | 44.9% | -0.0pt | ±11.7% |
| Dec 18, 2026 | 59 | 40.6% | +2.1pt | ±13.5% |
| Jan 15, 2027 | 87 | 39.8% | +1.3pt | ±15.6% |
| Mar 19, 2027 | 150 | 40.4% | +2.9pt | ±20.7% |
| Jun 17, 2027 | 240 | 41.0% | +4.1pt | ±26.6% |
| Sep 17, 2027 | 332 | 41.0% | +3.9pt | ±31.2% |
| Jan 21, 2028 | 458 | 40.0% | +4.7pt | ±35.7% |
Улыбка волатильности — Oct 30, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20