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.33.6%
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%
Спред IV − HV20
-0.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 09:33 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 36.9% | -2.8pt | ±2.2% |
| Sep 11, 2026 | 8 | 29.9% | +3.2pt | ±3.8% |
| Sep 18, 2026 | 15 | 32.1% | +0.4pt | ±5.4% |
| Sep 25, 2026 | 22 | 34.1% | +3.0pt | ±6.9% |
| Oct 02, 2026 | 29 | 33.7% | +0.3pt | ±7.8% |
| Oct 09, 2026 | 36 | 33.2% | +1.6pt | ±8.5% |
| Oct 16, 2026 | 43 | 33.8% | +2.3pt | ±9.6% |
| Dec 18, 2026 | 106 | 37.8% | +3.0pt | ±16.3% |
| Jan 15, 2027 | 134 | 37.2% | +1.7pt | ±18.0% |
| Mar 19, 2027 | 197 | 39.8% | +2.6pt | ±23.3% |
| Jun 17, 2027 | 287 | 39.4% | +2.1pt | ±27.7% |
| Sep 17, 2027 | 379 | 40.0% | — | ±32.1% |
| Jan 21, 2028 | 505 | 40.0% | — | ±36.9% |
Улыбка волатильности — Sep 18, 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