Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Chipotle Mexican Grill, Inc. (CMG) had 20-Day Implied Volatility (Mean) of 0.4096 for 2025-04-02.

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Figures for 2025-04-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3052
Historical Volatility (Parkinson)	0.2443
Implied Volatility (Calls)	0.4057
Implied Volatility (Puts)	0.4134
Implied Volatility (Mean)	0.4096
Put-Call Implied Volatility Ratio	1.0189
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8212
Put-Call Ratio (Open Interest)	1.9768