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CMGChipotle Mexican Grill, Inc. Common Stock
Next verified earnings Oct 28, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for CMG
Observed outcomes from 8 earnings events (Oct 29, 2024 – Jul 29, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-10-29Realized move 7.8691%Implied move 7.632%Signed actual -7.8691% · Reconstructed · 7 IV checkpointsUpdated Oct 8, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 7.8691% | 7.632% | Signed actual -7.8691% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 2.5585% | 7.6251% | Signed actual -2.5585% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.5997% | 8.1423% | Signed actual 1.5997% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 13.3384% | 7.0065% | Signed actual -13.3384% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 18.1841% | 8.8674% | Signed actual -18.1841% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.9403% | 9.7247% | Signed actual 1.9403% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 3.0312% | 9.1269% | Signed actual 3.0312% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 12.5% | 8.8183% | Signed actual 12.5% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 8 | 3 / 8 | -2.8% | 13.7% | -17.1% |
| Bull Put Spread | 8 | 2 / 8 | -17.4% | 7.6% | -40.3% |
| Calendar | 8 | 2 / 8 | -9.8% | 20.6% | -32.3% |
| Iron Condor | 8 | 0 / 8 | -23.0% | -5.0% | -50.8% |
| Long Straddle | 8 | 1 / 8 | -13.0% | 1.2% | -32.6% |
| Long Strangle | 8 | 0 / 8 | -29.9% | -2.4% | -48.9% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $16.50
- Payoff max loss
- -$183.50
- Payoff max profit
- $16.50
- Modeled exit P&L
- -$2.10-1.2% on stored risk basis $175.00
Entry Jul 15, 2026 → Exit Jul 28, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$17.315Expiration P/L $16.50Update time unavailable
Event / reference markers
- Entry spot: $34.63
- Expiry breakeven $38.165: $38.165
- sell call strike $38.00: $38.00
- buy call strike $40.00: $40.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $16.50 | Update time unavailable | ||
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| $16.50 | Entry spot reference | Update time unavailable | |
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| $7.20 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| -$27.43 | Update time unavailable | ||
| -$62.06 | Update time unavailable | ||
| -$96.69 | Update time unavailable | ||
| -$131.32 | Update time unavailable | ||
| -$165.95 | Update time unavailable | ||
| -$183.50 | Update time unavailable | ||
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| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CMG260731C00038000 | $38.00 call · 2026-07-31 | $0.51 | $0.22 |
| BUY × 1 | CMG260731C00040000 | $40.00 call · 2026-07-31 | $0.34 | $0.06 |
Breakevens: $38.17. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
Record hist_CMG_fb9e53b01c6a3b5c · Historical methodology