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 days41.62%36.24%20.81%57.66% - 12-Feb10.27% - 27-Feb
20 days32.31%29.90%27.46%50.57% - 14-Jan13.12% - 15-Apr
30 days28.19%27.62%25.12%43.55% - 10-Jan13.39% - 08-Apr
  IMPLIED VOLATILITY Open Help
IV Index call Open Help28.12%24.98%24.68%50.62% - 24-Oct21.13% - 29-Apr
IV Index put Open Help28.07%24.60%24.89%50.10% - 24-Oct21.16% - 16-May
IV Index mean Open Help28.10%24.79%24.78%50.36% - 24-Oct21.22% - 26-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days40.77%51.05%57.35%74.55% - 17-Jan-49.64% - 26-Sep
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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
21.58%56.84% 16.85000.50
(3.06)
16.850Oct 04, 2019 830.01412.250-1.70
(-12.19)
12.2500-43.53%22.63%
21.27%54.07% 15.30000.30
(2.00)
15.300Oct 04, 2019 832.51413.100-2.00
(-13.25)
13.1000-46.18%22.14%
21.38%51.20% 14.10000.35
(2.55)
14.100Oct 04, 2019 835.01414.500-1.70
(-10.49)
14.5000-48.95%22.42%
21.00%48.30% 12.65000.10
(0.80)
12.650Oct 04, 2019 837.51415.650-2.60
(-14.25)
15.6500-51.72%22.18%
22.09%56.15% 20.55000.50
(2.49)
20.550Oct 11, 2019 830.02115.700-1.50
(-8.72)
15.7000-44.20%23.04%
22.37%53.88% 19.45000.80
(4.29)
19.450Oct 11, 2019 832.52116.800-1.50
(-8.20)
16.8000-46.36%22.90%
22.26%51.65% 18.10000.75
(4.32)
18.100Oct 11, 2019 835.02118.000-1.50
(-7.69)
18.0000-48.55%22.87%
21.77%49.36% 16.50000.40
(2.48)
16.500Oct 11, 2019 837.52119.200-1.60
(-7.69)
19.2000-50.76%22.74%
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