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 days25.79%24.40%26.92%153.00% - 24-Mar9.93% - 16-Jan
20 days30.68%29.21%26.18%123.35% - 25-Mar12.19% - 31-Dec
30 days29.44%27.69%30.96%110.40% - 08-Apr12.87% - 30-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help50.27%33.55%30.22%123.28% - 18-Mar19.72% - 20-Dec
IV Index put Open Help49.57%32.71%28.81%122.94% - 18-Mar19.17% - 20-Dec
IV Index mean Open Help49.92%33.13%29.52%123.11% - 18-Mar19.45% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days49.46%51.09%62.87%84.14% - 16-Mar-9.21% - 12-Dec
.
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
42.63%55.35% 37.600010.70
(39.78)
37.600Oct 02, 2020 1240.0928.850-4.25
(-12.84)
28.8500-44.61%42.20%
42.47%52.97% 34.90009.70
(38.49)
34.900Oct 02, 2020 1245.0930.200-5.40
(-15.17)
30.2000-47.02%40.78%
40.94%50.50% 31.25007.60
(32.14)
31.250Oct 02, 2020 1250.0931.500-7.75
(-19.75)
31.5000-49.59%39.21%
43.55%48.30% 30.950010.80
(53.60)
30.950Oct 02, 2020 1255.0937.050-5.20
(-12.31)
37.0500-51.77%42.90%
42.01%54.83% 48.000012.30
(34.45)
48.000Oct 09, 2020 1240.01638.750-0.25
(-0.64)
38.7500-45.15%41.20%
41.60%53.00% 45.050012.20
(37.14)
45.050Oct 09, 2020 1245.01640.950-3.90
(-8.70)
40.9500-47.00%40.93%
43.11%51.25% 44.200010.80
(32.34)
44.200Oct 09, 2020 1250.01644.400-4.00
(-8.26)
44.4000-48.82%41.79%
41.81%49.36% 40.500011.65
(40.38)
40.500Oct 09, 2020 1255.01645.300-4.55
(-9.13)
45.3000-50.81%40.08%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.