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 days22.86%31.57%26.37%57.66% - 12-Feb10.27% - 27-Feb
20 days28.88%28.81%24.20%50.57% - 14-Jan13.12% - 15-Apr
30 days26.43%26.50%29.03%43.55% - 10-Jan13.39% - 08-Apr
  IMPLIED VOLATILITY Open Help
IV Index call Open Help23.41%24.86%39.75%47.65% - 24-Dec21.13% - 29-Apr
IV Index put Open Help22.77%24.60%39.77%48.12% - 10-Jan21.16% - 16-May
IV Index mean Open Help23.09%24.73%39.76%47.82% - 24-Dec21.22% - 26-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days29.64%34.72%45.42%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
24.20%57.54% 14.80006.55
(79.39)
14.800Nov 22, 2019 752.5109.300-7.45
(-44.48)
9.3000-42.35%23.40%
24.11%54.28% 13.40006.00
(81.08)
13.400Nov 22, 2019 755.01010.400-8.00
(-43.48)
10.4000-45.73%23.33%
23.86%50.98% 12.00005.40
(81.82)
12.000Nov 22, 2019 757.51011.500-8.95
(-43.77)
11.5000-49.16%23.09%
23.85%47.65% 10.80004.95
(84.62)
10.800Nov 22, 2019 760.01012.800-9.10
(-41.55)
12.8000-52.62%23.08%
22.62%56.78% 17.55007.15
(68.75)
17.550Nov 29, 2019 752.51711.850-6.70
(-36.12)
11.8500-43.23%22.08%
22.52%54.11% 16.15006.85
(73.66)
16.150Nov 29, 2019 755.01712.850-7.65
(-37.32)
12.8500-45.97%21.83%
22.40%51.40% 14.80006.20
(72.09)
14.800Nov 29, 2019 757.51714.000-8.15
(-36.79)
14.0000-48.78%21.72%
22.25%48.66% 13.50005.75
(74.19)
13.500Nov 29, 2019 760.01715.300-8.30
(-35.17)
15.3000-51.61%21.71%
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