CMG (Chipotle Mexican Grill, Inc.)

Expected Move & Straddle Price History

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).

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.

Current CMG Expected Move
30-Day Straddle
$2.83
7-Day Straddle
$1.55
Avg IV
0.6%
IV Rank
34%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260731 $2.83 $1.55 0.6% 34%
20260730 $3.05 $1.86 0.6% 32%
20260729 $3.94 $2.73 0.5% 26%
20260728 $4.13 $3.28 0.6% 30%
20260727 $4.17 $2.92 0.5% 26%
20260724 $3.73 $3.04 0.6% 37%
20260723 $3.92 $3.08 0.6% 37%
20260722 $4.05 $3.35 0.6% 38%
20260721 $4.21 $3.31 0.6% 32%
20260720 $4.29 $1.29 0.6% 31%
20260716 $4.01 $1.58 0.7% 45%
20260715 $3.97 $1.82 0.7% 47%
20260714 $4.21 $1.81 0.6% 37%
20260713 $4.21 $1.31 0.6% 35%
20260710 $3.93 $1.34 0.7% 50%
20260709 $3.95 $1.54 0.6% 38%
20260708 $3.84 $1.63 0.6% 39%
20260707 $4.11 $1.79 0.6% 41%
20260706 $4.12 $1.20 0.6% 37%
20260702 $3.78 $1.34 0.6% 38%
20260701 $3.82 $1.46 0.6% 34%
20260630 $3.93 $1.56 0.5% 25%
20260629 $4.03 $0.98 0.6% 35%
20260626 $2.66 $1.14 0.6% 32%
20260625 $2.65 $1.32 0.5% 19%
20260624 $2.78 $1.50 0.6% 29%
20260623 $2.85 $1.50 0.5% 24%
20260622 $2.84 $1.15 0.6% 37%
20260618 $2.70 $1.34 0.6% 33%
20260617 $2.63 $1.45 0.7% 49%
20260616 $2.71 $1.52 0.7% 46%
20260615 $2.83 $1.00 0.6% 30%
20260613 $2.59 $1.23 0.6% 28%
20260612 $2.56 $1.24 0.5% 26%
20260611 $2.49 $1.38 0.5% 25%
20260610 $2.65 $1.44 0.5% 21%
20260609 $2.72 $1.52 0.6% 31%
20260608 $2.79 $1.02 0.5% 19%
20260605 $2.46 $1.27 0.6% 33%
20260604 $2.38 $1.29 0.6% 35%
20260603 $2.51 $1.43 0.5% 24%
20260602 $2.46 $1.27 0.5% 25%
20260601 $2.85 $1.04 0.6% 28%
20260529 $2.60 $1.14 0.5% 18%
20260528 $2.77 $1.44 0.5% 15%
20260527 $2.88 $1.69 0.5% 19%
20260526 $2.94 $1.70 0.5% 21%
20260522 $2.69 $1.10 1.0% 100%
20260521 $2.67 $1.43 0.8% 77%
20260520 $2.84 $1.60 1.0% 100%
20260519 $3.04 $1.88 1.0% 100%
20260518 $2.91 $1.23 0.9% 100%
20260515 $2.63 $1.29 0.5% 25%
20260514 $2.66 $1.44 0.5% 32%
20260513 $2.70 $1.59 0.5% 21%
20260512 $2.73 $1.57 0.4% 11%
20260511 $2.74 $1.17 0.5% 21%
20260510 $2.81 $1.17 0.4% 0%
20260508 $2.46 $1.17 0.5% 23%
20260507 $2.57 $1.44 0.5% 30%