Symbol:    
Chipotle Mexican Grill Inc 
Options Root:  Open Help    CMG   QPX  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days10.13%15.05%15.00%57.66% - 12-Feb9.93% - 16-Jan
20 days12.42%14.15%17.92%47.31% - 17-Jan12.19% - 31-Dec
30 days13.06%12.99%18.50%42.96% - 29-Jan12.99% - 10-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help31.03%33.29%20.80%47.09% - 28-Mar19.72% - 20-Dec
IV Index put Open Help31.09%32.31%20.09%47.10% - 28-Mar19.17% - 20-Dec
IV Index mean Open Help31.06%32.80%20.45%47.09% - 28-Mar19.45% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days22.88%15.16%2.40%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
17.09%55.70% 13.65003.25
(31.25)
13.650Jan 31, 2020 875.0149.950-4.40
(-30.66)
9.9500-44.45%17.06%
16.97%52.32% 12.25002.90
(31.02)
12.250Jan 31, 2020 877.51411.050-4.65
(-29.62)
11.0500-47.85%16.93%
16.87%48.90% 10.95002.70
(32.73)
10.950Jan 31, 2020 880.01412.200-5.00
(-29.07)
12.2000-51.33%16.75%
16.79%45.45% 9.75002.45
(33.56)
9.750Jan 31, 2020 882.51413.550-5.20
(-27.73)
13.5500-54.80%16.73%
34.91%53.84% 31.30003.70
(13.41)
31.300Feb 07, 2020 875.02127.350-3.95
(-12.62)
27.3500-46.26%34.87%
34.84%52.48% 30.00003.65
(13.85)
30.000Feb 07, 2020 877.52128.550-4.05
(-12.42)
28.5500-47.62%34.83%
34.68%51.11% 28.65003.35
(13.24)
28.650Feb 07, 2020 880.02129.750-4.10
(-12.11)
29.7500-48.99%34.70%
34.71%49.76% 27.50003.45
(14.35)
27.500Feb 07, 2020 882.52130.950-4.30
(-12.20)
30.9500-50.37%34.55%
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