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 days40.22%37.25%38.39%153.00% - 24-Mar9.93% - 16-Jan
20 days33.12%36.83%31.90%123.35% - 25-Mar12.19% - 31-Dec
30 days38.19%37.31%33.29%110.40% - 08-Apr12.87% - 30-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help32.76%33.91%43.62%123.28% - 18-Mar19.72% - 20-Dec
IV Index put Open Help32.47%34.41%43.78%122.94% - 18-Mar19.17% - 20-Dec
IV Index mean Open Help32.61%34.16%43.70%123.11% - 18-Mar19.45% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days52.91%51.59%25.85%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
33.71%55.18% 30.2000-5.10
(-14.45)
30.200Aug 14, 2020 1140.01122.200-1.20
(-5.13)
22.2000-44.68%32.11%
31.40%52.20% 25.8000-6.00
(-18.87)
25.800Aug 14, 2020 1145.01124.600-0.80
(-3.15)
24.6000-47.80%32.06%
33.82%49.25% 25.3000-5.80
(-18.65)
25.300Aug 14, 2020 1150.01127.950-0.05
(-0.18)
27.9500-50.83%33.02%
31.44%45.86% 21.1500-5.00
(-19.12)
21.150Aug 14, 2020 1155.01129.050-0.40
(-1.36)
29.0500-54.25%30.97%
32.29%54.72% 36.2000-4.10
(-10.17)
36.200Aug 21, 2020 1140.01828.500-0.50
(-1.72)
28.5000-45.22%31.35%
32.52%52.30% 33.9000-4.80
(-12.40)
33.900Aug 21, 2020 1145.01830.7500.65
(2.16)
30.7500-47.73%31.14%
30.66%49.72% 29.6000-5.75
(-16.27)
29.600Aug 21, 2020 1150.01831.350-1.05
(-3.24)
31.3500-50.44%29.17%
31.97%47.41% 28.6500-3.25
(-10.19)
28.650Aug 21, 2020 1155.01835.950-0.40
(-1.10)
35.9500-52.76%31.06%
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