Tracking the CMG expected move helps you see how far Chipotle Mexican Grill's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Chipotle Mexican Grill's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CMG expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CMG, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CMG expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Chipotle Mexican Grill is unlikely to go.
Chipotle Mexican Grill, Inc., together with its subsidiaries, owns and operates Chipotle Mexican Grill restaurants. As of February 15, 2022, it owned and operated approximately 3,000 restaurants in the United States, Canada, the United Kingdom, France, Germany, and rest of Europe. The company was founded in 1993 and is headquartered in Newport Beach, California.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CMG expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Chipotle Mexican Grill expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CMG.
