What is CMG's IV rank?

At the last close, CMG's IV rank was 27 with 30-day implied volatility of 34.1%. IV sits 27% of the way from its one-year low to its one-year high. Its IV percentile was 13: IV is higher than 13% of the past year's readings.

What is the expected move for CMG?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $3.30 (9.4%), a range of $31.98 to $38.58. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on CMG?

At the last close, these OptionClaws preset screens had passing trades on CMG: Long Call Butterflies for Pinning (35), Married Put Protection (12), Iron Condor, 2-ATR Profit Zone (7). Open a screen in the app to see the individual trades, refreshed intraday.

Is CMG option volume above average?

At the last close, CMG option volume was 0.3x its average, much quieter than usual.

CMG options: IV rank, expected move and trade screens

Chipotle Mexican Grill Inc · Consumer

In the app, stock prices are live and options data is refreshed intraday.

CMG last closed at $35.28 with 30-day implied volatility of 34.1%. That is in the lower half of its one-year range (IV rank 27), so premiums are on the modest side for CMG. Measured by IV percentile, IV is higher than 13% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $3.30, or 9.4%.

The price is above both its 50-day (+8.3%) and 200-day (+4.3%) moving averages. It is 13.7% below its 52-week high and 28.2% above its 52-week low. The 14-day RSI of 61.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.20, about 3.4% of the price, a measure of a typical day's range.

Option volume at the close (16.5K contracts) was 0.3x its average, much quieter than usual. A beta of 0.47 means CMG has tended to move about 0.5 times as much as the broad market. 3 of our preset screens found trades on CMG at the close, led by Long Call Butterflies for Pinning with 35 trades.

CMG stats at the close

Price: $35.28; Market cap $44.6B
Implied volatility: 34.1%; 30-day, at the money
IV rank: 27; IV sits 27% of the way from its one-year low to its one-year high.
IV percentile: 13; IV is higher than 13% of the past year's readings.
ATR (14-day): $1.20; 3.4% of the price on a typical day
RSI (14-day): 61.5; Between 30 and 70, neutral
52-week range: -13.7% from high; +28.2% from the 52-week low
Moving averages: +8.3% vs 50-day; +4.3% vs the 200-day
Beta: 0.47; Sensitivity to the broad market
Option volume: 0.3x avg; 16.5K contracts vs 56K average

CMG expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	33.7%	±$1.65 (4.7%)	$33.63 to $36.93	$1.33
Dec 11, 202628 days	33.8%	±$3.30 (9.4%)	$31.98 to $38.58	$2.64
Jan 15, 202763 days	33.6%	±$4.92 (13.9%)	$30.36 to $40.20	$3.91

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for CMG from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Long Call Butterflies for Pinning

Call Butterfly

35 trades pass on CMG

Return on risk: 90.5% to 1,000%+
Probability of profit: 12.7% to 72.5%

Butterfly spread screener

Married Put Protection

Married Put

12 trades pass on CMG

Probability of profit: 33.0% to 43.1%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

7 trades pass on CMG

Return on risk: 24.2% to 55.0%
Probability of profit: 70.7% to 79.3%

Iron condor scanner

CMG options FAQ

What is CMG's IV rank?: At the last close, CMG's IV rank was 27 with 30-day implied volatility of 34.1%. IV sits 27% of the way from its one-year low to its one-year high. Its IV percentile was 13: IV is higher than 13% of the past year's readings.
What is the expected move for CMG?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $3.30 (9.4%), a range of $31.98 to $38.58. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on CMG?: At the last close, these OptionClaws preset screens had passing trades on CMG: Long Call Butterflies for Pinning (35), Married Put Protection (12), Iron Condor, 2-ATR Profit Zone (7). Open a screen in the app to see the individual trades, refreshed intraday.
Is CMG option volume above average?: At the last close, CMG option volume was 0.3x its average, much quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.