CMG Gamma Exposure, IV Rank & Implied Volatility
Chipotle Mexican Grill (CMG) options data — GEX, IV rank, options chain & Greeks
CMG options trade with implied volatility typically in the 22% - 45% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 70.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 70.2th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live CMG IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real CMG IV history on the live platform →
Comprehensive options market data for Chipotle Mexican Grill (CMG).
CMG Options at a Glance
What's Covered in This Guide
1 About Chipotle Mexican Grill (CMG)
Chipotle Mexican Grill (CMG) is a restaurants company listed on NYSE.
Company Profile
Key Dates
Chipotle Mexican Grill is a Restaurants) company in the Consumer Discretionary sector.
2 CMG Options Market Overview
CMG options provide trading opportunities for options traders.
Liquidity Assessment: Very Good
CMG options provide trading opportunities across multiple expirations.
3 CMG Implied Volatility & IV Rank
CMG implied volatility patterns reflect the restaurants sector dynamics.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short CMG options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
CMG IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
CMG Gamma Exposure (GEX)
Gamma Exposure analysis for CMG reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: CMG tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common CMG Options Strategies
These are strategies commonly used by traders on CMG options, based on typical market characteristics. This is not investment advice.
Popular for CMG shareholders seeking additional income.
Defined-risk directional exposure on CMG.
Range-bound strategy for CMG between events.
Key Considerations for CMG Options
- Monitor CMG earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- CMG options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: CMG Options
What is CMG's typical implied volatility?
CMG implied volatility typically ranges from 22% - 45%. IV patterns are influenced by earnings, sector events, and market conditions.
Does CMG have weekly options?
Yes, CMG offers weekly options expirations.
What is CMG's options trading profile?
CMG (Chipotle Mexican Grill) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 45% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does CMG implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on CMG?
Popular strategies on CMG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 45% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is CMG's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CMG's intraday price action. CMG tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live CMG GEX levels and the gamma-flip point on ApexVol.
What is CMG's IV rank?
CMG's IV rank shows where CMG's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. CMG implied volatility typically ranges from 22% - 45%. Check CMG's live IV rank and percentile on ApexVol's IV analytics.
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