CMG · Expected Move
Chipotle Mexican Grill, Inc.
The expected move for CMG is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CMG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CMG Expected Move
30-Day Straddle
$2.46
7-Day Straddle
$1.38
30-Day ATM IV
35.9%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to CMG's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $2.46 | $1.38 | 35.9% | 17% |
| 20261029 | $2.58 | $1.54 | 35.8% | 16% |
| 20261028 | $3.33 | $2.63 | 49.0% | 71% |
| 20261027 | $3.10 | $2.43 | 48.4% | 69% |
| 20261026 | $3.09 | $2.22 | 47.2% | 64% |
| 20261023 | $2.88 | $2.08 | 46.8% | 62% |
| 20261022 | $2.98 | $2.23 | 47.3% | 64% |
| 20261021 | $3.01 | $2.28 | 46.6% | 61% |
| 20261020 | $3.17 | $2.35 | 45.9% | 58% |
| 20261019 | $3.25 | $0.97 | 47.1% | 63% |
| 20261016 | $3.26 | $1.22 | 48.1% | 67% |
| 20261015 | $3.30 | $1.31 | 47.1% | 63% |
| 20261014 | $3.49 | $1.40 | 47.9% | 67% |
| 20261013 | $3.34 | $1.46 | 47.6% | 65% |
| 20261012 | $3.46 | $1.01 | 48.0% | 67% |
| 20261009 | $3.33 | $1.24 | 46.7% | 61% |
| 20261008 | $3.92 | $1.86 | 51.9% | 83% |
| 20261007 | $3.61 | $1.73 | 50.7% | 78% |
| 20261006 | $3.54 | $1.66 | 49.6% | 74% |
| 20261005 | $3.45 | $1.47 | 48.6% | 70% |
| 20261002 | $3.42 | $1.46 | 47.5% | 65% |
| 20261001 | $3.71 | $2.35 | 51.3% | 81% |
| 20260930 | $3.63 | $1.94 | 49.8% | 75% |
| 20260929 | $3.67 | $1.96 | 48.7% | 70% |
| 20260928 | $3.65 | $1.42 | 46.4% | 61% |
| 20260925 | $2.43 | $1.18 | 38.6% | 28% |
| 20260924 | $2.62 | $1.33 | 38.1% | 26% |
| 20260923 | $2.68 | $1.51 | 35.6% | 15% |
| 20260922 | $2.72 | $1.51 | 35.8% | 16% |
| 20260921 | $2.75 | $1.05 | 35.2% | 14% |
| 20260918 | $2.69 | $1.23 | 34.1% | 9% |
| 20260917 | $2.88 | $1.41 | 36.4% | 19% |
| 20260916 | $3.15 | $1.57 | 37.8% | 25% |
| 20260915 | $3.11 | $1.82 | 38.2% | 26% |
| 20260914 | $3.16 | $1.15 | 35.2% | 14% |
| 20260911 | $2.62 | $1.31 | 33.4% | 6% |
| 20260910 | $2.66 | $1.52 | 33.1% | 5% |
| 20260909 | $2.88 | $1.58 | 34.9% | 13% |
| 20260908 | $3.00 | $1.74 | 34.8% | 12% |
| 20260904 | $2.76 | $1.22 | 33.3% | 6% |
| 20260903 | $2.75 | $1.33 | 31.9% | 0% |
| 20260902 | $3.01 | $1.45 | 33.4% | 3% |
| 20260901 | $3.02 | $1.62 | 33.6% | 4% |
| 20260831 | $3.07 | $1.20 | 34.0% | 6% |
| 20260828 | $2.70 | $1.32 | 32.7% | 0% |
| 20260827 | $2.88 | $1.49 | 34.1% | 3% |
| 20260826 | $2.94 | $1.68 | 33.8% | 2% |
| 20260825 | $3.09 | $1.75 | 34.9% | 7% |
| 20260824 | $3.17 | $1.27 | 35.3% | 8% |
| 20260821 | $2.90 | $1.47 | 35.2% | 8% |
| 20260820 | $2.88 | $1.47 | 35.7% | 10% |
| 20260819 | $2.88 | $1.65 | 36.1% | 11% |
| 20260818 | $2.83 | $1.58 | 34.7% | 6% |
| 20260817 | $3.01 | $1.21 | 35.6% | 9% |
| 20260814 | $2.57 | $1.29 | 34.0% | 3% |
| 20260813 | $2.58 | $1.34 | 34.5% | 5% |
| 20260812 | $2.62 | $1.50 | 35.0% | 7% |
| 20260811 | $2.60 | $1.50 | 35.2% | 8% |
| 20260810 | $2.79 | $1.06 | 36.3% | 12% |
| 20260807 | — | — | 35.5% | 9% |
More on CMG
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.