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 days37.37%20.15%25.79%153.00% - 24-Mar9.93% - 16-Jan
20 days27.90%20.40%30.68%123.35% - 25-Mar12.19% - 31-Dec
30 days28.01%23.03%29.44%110.40% - 08-Apr12.87% - 30-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help34.22%44.72%50.27%123.28% - 18-Mar19.72% - 20-Dec
IV Index put Open Help34.58%43.19%49.57%122.94% - 18-Mar19.17% - 20-Dec
IV Index mean Open Help34.40%43.95%49.92%123.11% - 18-Mar19.45% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days3.44%22.20%49.46%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
33.66%55.44% 39.900016.00
(66.95)
39.900Nov 06, 2020 1330.01432.100-20.35
(-38.80)
32.1000-44.66%34.95%
32.93%53.20% 36.550015.40
(72.81)
36.550Nov 06, 2020 1335.01434.450-22.85
(-39.88)
34.4500-46.83%34.83%
33.14%50.90% 34.300014.10
(69.80)
34.300Nov 06, 2020 1340.01437.050-22.80
(-38.10)
37.0500-49.01%34.93%
33.00%48.60% 31.800014.20
(80.68)
31.800Nov 06, 2020 1345.01439.450-24.30
(-38.12)
39.4500-51.21%34.67%
33.65%55.00% 47.750019.55
(69.33)
47.750Nov 13, 2020 1330.02138.950-18.40
(-32.08)
38.9500-45.02%33.92%
34.11%53.15% 45.800018.55
(68.07)
45.800Nov 13, 2020 1335.02142.950-19.00
(-30.67)
42.9500-46.84%35.11%
34.35%51.35% 43.650018.25
(71.85)
43.650Nov 13, 2020 1340.02144.700-20.60
(-31.55)
44.7000-48.65%34.51%
33.89%49.50% 40.700016.80
(70.29)
40.700Nov 13, 2020 1345.02147.100-21.50
(-31.34)
47.1000-50.46%34.29%
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