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CMG - Chipotle Mexican Grill
Implied Volatility Analysis

Implied Volatility:
49.0%
Put/Call-Ratio:
0.66

Chipotle Mexican Grill has an Implied Volatility (IV) of 49.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMG is 74 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for CMG is 1.61 standard deviations away from its 1 year mean.

Market Cap$36.04B
Next Earnings Date7/26/2022 (26d)
Implied Volatility (IV) 30d
49.04
Implied Volatility Rank (IVR) 1y
74.31
Implied Volatility Percentile (IVP) 1y
94.07
Historical Volatility (HV) 30d
42.63
IV / HV
1.15
Open Interest
46.40K
Option Volume
3.00K
Put/Call Ratio (Volume)
0.66

Data was calculated after the 6/29/2022 closing.

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