Symbol:    
Chipotle Mexican Grill Inc 
Options Root:  Open Help    CMG   QPX  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days21.07%22.28%26.37%57.66% - 12-Feb10.27% - 27-Feb
20 days28.88%26.74%24.20%50.57% - 14-Jan13.12% - 15-Apr
30 days25.76%26.60%29.03%43.55% - 10-Jan13.39% - 08-Apr
  IMPLIED VOLATILITY Open Help
IV Index call Open Help25.28%24.03%37.77%47.65% - 24-Dec21.13% - 29-Apr
IV Index put Open Help24.52%24.56%37.37%48.12% - 10-Jan21.16% - 16-May
IV Index mean Open Help24.90%24.29%37.57%47.82% - 24-Dec21.22% - 26-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days21.39%35.18%45.56%74.55% - 17-Jan-38.76% - 14-Mar
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
23.88%55.87% 13.1500-3.20
(-19.57)
13.150Nov 22, 2019 750.099.2000.80
(9.52)
9.2000-44.08%23.15%
23.91%52.34% 11.8500-2.95
(-19.93)
11.850Nov 22, 2019 752.5910.3501.05
(11.29)
10.3500-47.72%23.07%
23.97%48.83% 10.6500-2.75
(-20.52)
10.650Nov 22, 2019 755.0911.6001.20
(11.54)
11.6000-51.40%23.01%
23.73%45.27% 9.4000-2.60
(-21.67)
9.400Nov 22, 2019 757.5912.9501.45
(12.61)
12.9500-55.06%22.98%
22.82%55.26% 16.3500-2.65
(-13.95)
16.350Nov 29, 2019 750.01612.1001.25
(11.52)
12.1000-44.78%22.19%
22.66%52.50% 14.9500-2.60
(-14.81)
14.950Nov 29, 2019 752.51613.1501.30
(10.97)
13.1500-47.64%21.94%
22.63%49.71% 13.7000-2.45
(-15.17)
13.700Nov 29, 2019 755.01614.4501.60
(12.45)
14.4500-50.53%21.97%
22.57%46.91% 12.5000-2.30
(-15.54)
12.500Nov 29, 2019 757.51615.7001.70
(12.14)
15.7000-53.44%21.83%
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