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 days45.63%34.35%69.57%153.00% - 24-Mar9.93% - 16-Jan
20 days35.60%30.93%73.47%123.35% - 25-Mar12.19% - 31-Dec
30 days47.73%50.26%100.07%110.40% - 08-Apr12.87% - 30-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help38.15%38.96%42.00%123.28% - 18-Mar19.72% - 20-Dec
IV Index put Open Help36.41%38.73%40.91%122.94% - 18-Mar19.17% - 20-Dec
IV Index mean Open Help37.28%38.84%41.46%123.11% - 18-Mar19.45% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days55.86%70.35%56.72%84.14% - 16-Mar-9.21% - 12-Dec
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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
39.55%57.74% 29.7500-19.10
(-39.10)
29.750Jun 05, 2020 980.0917.4006.80
(64.15)
17.4000-41.69%35.72%
35.87%54.73% 24.8000-18.30
(-42.46)
24.800Jun 05, 2020 985.0918.7508.75
(87.50)
18.7500-45.15%34.22%
39.24%51.26% 24.3500-17.85
(-42.30)
24.350Jun 05, 2020 990.0922.7509.20
(67.90)
22.7500-48.83%36.72%
38.85%47.95% 21.7500-15.30
(-41.30)
21.750Jun 05, 2020 995.0925.1009.85
(64.59)
25.1000-52.38%36.23%
38.74%56.62% 37.1500-17.20
(-31.65)
37.150Jun 12, 2020 980.01624.7008.05
(48.35)
24.7000-43.09%35.78%
39.11%54.13% 34.8500-18.10
(-34.18)
34.850Jun 12, 2020 985.01628.3009.55
(50.93)
28.3000-45.83%37.27%
39.03%51.67% 32.3000-16.60
(-33.95)
32.300Jun 12, 2020 990.01630.80010.40
(50.98)
30.8000-48.41%37.30%
36.32%48.91% 27.7000-15.50
(-35.88)
27.700Jun 12, 2020 995.01630.70010.35
(50.86)
30.7000-51.38%33.95%
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