← Back to Stock / ETF implied volatility screenerCMG - Chipotle Mexican Grill
CMG - Chipotle Mexican Grill
Implied Volatility Analysis
Implied Volatility:
33.6%
33.6%
Put/Call-Ratio:
0.60
0.60
Chipotle Mexican Grill has an Implied Volatility (IV) of 33.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMG is 25 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for CMG is -0.72 standard deviations away from its 1 year mean.
| Market Cap | $46.19B |
|---|---|
| Next Earnings Date | 4/25/2023 (23d) |
| Implied Volatility (IV) 30d | 33.65 |
| Implied Volatility Rank (IVR) 1y | 25.12 |
| Implied Volatility Percentile (IVP) 1y | 29.76 |
| Historical Volatility (HV) 30d | 13.12 |
| IV / HV | 2.56 |
| Open Interest | 53.23K |
| Option Volume | 11.51K |
| Put/Call Ratio (Volume) | 0.60 |
Data was calculated after the 3/31/2023 closing.
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