Chipotle Mexican Grill CMG 35.2 1.94 5.83%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
CMG / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.47
18.59
Mean
26.66
Window
+27.8%
ATM IV
z -0.34
0.35
Mean
0.39
Window
+15.3%
IV Percentile
z -1.51
21.09
Mean
58.35
Window
-60.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.85 | 0.77 |
| ATM IV | 0.85 | 1.00 | 0.77 |
| IV Percent... | 0.77 | 0.77 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 35.2 | 18.59 | 0.35 | 21.09 |
| 2026-11-03 | 33.26 | 19.54 | 0.36 | 29.3 |
| 2026-11-02 | 32.91 | 19.53 | 0.36 | 29.02 |
| 2026-10-30 | 31.89 | 20.59 | 0.37 | 38.43 |
| 2026-10-29 | 31.28 | 20.2 | 0.37 | 34.25 |
| 2026-10-28 | 28.73 | 39.9 | 0.53 | 79.84 |
| 2026-10-27 | 27.98 | 37.53 | 0.51 | 76.28 |
| 2026-10-26 | 28.41 | 37.67 | 0.51 | 76.98 |
| 2026-10-23 | 27.52 | 31.82 | 0.46 | 67.19 |
| 2026-10-22 | 28.14 | 34.65 | 0.48 | 71.15 |
| 2026-10-21 | 28.12 | 32.57 | 0.47 | 69.17 |
| 2026-10-20 | 29.65 | 31.08 | 0.45 | 64.82 |
| 2026-10-19 | 29.85 | 31.6 | 0.46 | 66.27 |
| 2026-10-15 | 30.58 | 32.38 | 0.47 | 67.59 |
| 2026-10-14 | 30.52 | 31.98 | 0.46 | 66.8 |
| 2026-10-13 | 30.35 | 31.52 | 0.46 | 64.82 |
| 2026-10-12 | 30.4 | 30.56 | 0.45 | 64.29 |
| 2026-10-09 | 31.59 | 32 | 0.46 | 66.01 |
| 2026-10-08 | 32.68 | 35.66 | 0.49 | 72.33 |
| 2026-10-07 | 30.77 | 33.25 | 0.47 | 67.19 |
| 2026-10-06 | 30.9 | 32.83 | 0.47 | 66.8 |
| 2026-10-05 | 30.85 | 38.82 | 0.52 | 78.17 |
| 2026-10-02 | 32.36 | 29.21 | 0.44 | 62.45 |
| 2026-10-01 | 32.32 | 35.45 | 0.49 | 72.33 |
| 2026-09-30 | 31.95 | 31.96 | 0.46 | 66.01 |
| 2026-09-29 | 31.88 | 31.59 | 0.46 | 65.61 |
| 2026-09-28 | 31.85 | 30.35 | 0.45 | 64.29 |
| 2026-09-25 | 31.33 | 21.12 | 0.37 | 43.48 |
| 2026-09-24 | 32.01 | 20.51 | 0.37 | 36.9 |
| 2026-09-23 | 32.71 | 20.56 | 0.37 | 38.1 |
| 2026-09-22 | 32.63 | 20.36 | 0.37 | 36.51 |
| 2026-09-21 | 33.14 | 18.68 | 0.35 | 21.91 |
| 2026-09-18 | 33.43 | 18.06 | 0.35 | 15.48 |
| 2026-09-17 | 33.51 | 20.67 | 0.37 | 38.89 |
| 2026-09-16 | 33.68 | 20.78 | 0.37 | 39.68 |
| 2026-09-15 | 34.83 | 22.24 | 0.38 | 49.21 |
| 2026-09-14 | 37.03 | 18.88 | 0.35 | 24.3 |
| 2026-09-11 | 36.2 | 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 |