Chipotle Mexican Grill CMG 36.14 0.01 0.03%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
CMG / Comparative study
3 signals / 503 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.41
19.15
Mean
26.14
Window
+13.9%
ATM IV
z -0.27
0.36
Mean
0.39
Window
+8.3%
IV Percentile
z -1.26
28.17
Mean
60.09
Window
-58.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.85 | 0.73 |
| ATM IV | 0.85 | 1.00 | 0.76 |
| IV Percent... | 0.73 | 0.76 | 1.00 |
Source observations
Data inspector
1-50 of 503
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 36.14 | 19.15 | 0.36 | 28.17 |
| 2026-09-10 | 36.13 | 16.88 | 0.34 | 10.32 |
| 2026-09-09 | 36.03 | 17.95 | 0.35 | 16.27 |
| 2026-09-08 | 36.96 | 18.98 | 0.36 | 26.19 |
| 2026-09-07 | 36.9 | 18.54 | 0.35 | 23.51 |
| 2026-09-04 | 36.96 | 16.64 | 0.34 | 9.13 |
| 2026-09-03 | 37.57 | 16.24 | 0.33 | 7.54 |
| 2026-09-02 | 38.52 | 16.54 | 0.34 | 8.73 |
| 2026-09-01 | 37.51 | 17.95 | 0.35 | 16.73 |
| 2026-08-31 | 38.03 | 16.32 | 0.33 | 8 |
| 2026-08-28 | 38.03 | 14.8 | 0.32 | 5.58 |
| 2026-08-27 | 37.22 | 16.56 | 0.34 | 9.16 |
| 2026-08-26 | 37.34 | 16.82 | 0.34 | 10.76 |
| 2026-08-25 | 37.43 | 19.77 | 0.36 | 32.67 |
| 2026-08-24 | 38.02 | 17.55 | 0.34 | 14.8 |
| 2026-08-21 | 36.9 | 17.66 | 0.35 | 15.94 |
| 2026-08-20 | 35.29 | 18.32 | 0.35 | 21.51 |
| 2026-08-19 | 34.66 | 20.61 | 0.37 | 39.44 |
| 2026-08-18 | 33.36 | 18.29 | 0.35 | 21.91 |
| 2026-08-17 | 33.76 | 19.15 | 0.36 | 28.4 |
| 2026-08-14 | 33.5 | 17.49 | 0.34 | 17.13 |
| 2026-08-13 | 32.61 | 17.71 | 0.35 | 18.33 |
| 2026-08-12 | 32.64 | 19.5 | 0.36 | 31.47 |
| 2026-08-11 | 32 | 19.77 | 0.36 | 32.67 |
| 2026-08-10 | 32.14 | 20.57 | 0.37 | 39.2 |
| 2026-08-07 | 32.79 | 18.87 | 0.35 | 27.49 |
| 2026-08-06 | 33.71 | 20.55 | 0.37 | 39.04 |
| 2026-08-05 | 34.5 | 24.21 | 0.4 | 56.57 |
| 2026-08-04 | 33.82 | 26.43 | 0.42 | 58.57 |
| 2026-08-03 | 37.46 | 19.85 | 0.36 | 34.8 |
| 2026-07-31 | 37.22 | 19.89 | 0.36 | 35.46 |
| 2026-07-30 | 38.52 | 18.53 | 0.35 | 28.29 |
| 2026-07-29 | 34.24 | 39.4 | 0.52 | 78.88 |
| 2026-07-28 | 33.51 | 40.87 | 0.53 | 81.27 |
| 2026-07-27 | 33.2 | 41.11 | 0.54 | 82.4 |
| 2026-07-24 | 31.79 | 42.6 | 0.55 | 85.26 |
| 2026-07-23 | 32.01 | 43.28 | 0.55 | 86.45 |
| 2026-07-22 | 32.2 | 42.39 | 0.55 | 85.26 |
| 2026-07-21 | 33.32 | 41.79 | 0.54 | 84.46 |
| 2026-07-20 | 33.13 | 42.8 | 0.55 | 86.4 |
| 2026-07-17 | 34.44 | 38.55 | 0.52 | 81.27 |
| 2026-07-16 | 34.2 | 36.86 | 0.5 | 77.69 |
| 2026-07-15 | 34.63 | 35.28 | 0.49 | 74.5 |
| 2026-07-14 | 36.43 | 32.78 | 0.47 | 71.71 |
| 2026-07-13 | 36.63 | 35.3 | 0.49 | 75.2 |
| 2026-07-10 | 35.25 | 37.82 | 0.51 | 80.88 |
| 2026-07-09 | 34.6 | 37.7 | 0.51 | 80.88 |
| 2026-07-08 | 33.43 | 39.5 | 0.52 | 82.07 |
| 2026-07-07 | 34.35 | 36.55 | 0.5 | 78.49 |
| 2026-07-02 | 35.39 | 28.84 | 0.44 | 69.05 |