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CMG - Chipotle Mexican Grill
Implied Volatility Analysis

Implied Volatility:
33.0%
Put/Call-Ratio:
1.00

Chipotle Mexican Grill has an Implied Volatility (IV) of 33.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMG is 19 and the Implied Volatility Percentile (IVP) is 17. The current Implied Volatility Index for CMG is -1.01 standard deviations away from its 1 year mean.

Market Cap$41.81B
Next Earnings Date2/7/2023 (61d)
Implied Volatility (IV) 30d
33.02
Implied Volatility Rank (IVR) 1y
18.77
Implied Volatility Percentile (IVP) 1y
17.39
Historical Volatility (HV) 30d
35.21
IV / HV
0.94
Open Interest
62.84K
Option Volume
6.29K
Put/Call Ratio (Volume)
1.00

Data was calculated after the 12/7/2022 closing.

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