Options WhaleEarnings volatility research

CMG · Expected-Move

Chipotle Mexican Grill, Inc. Common Stock (CMG) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$30.77
Expected move
$3.27
Expected move %
10.6%
Lower boundary
$27.51
Upper boundary
$34.04
Median historical move
3.8%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-26Realized move 4.4905%Implied move UnavailableSigned actual 4.4905% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
4.4905%UnavailableSigned actual 4.4905% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.6836%UnavailableSigned actual 0.6836% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.3282%UnavailableSigned actual 6.3282% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.854%UnavailableSigned actual 1.854% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.8691%UnavailableSigned actual 7.8691% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.5585%UnavailableSigned actual 2.5585% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.5997%UnavailableSigned actual 1.5997% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
13.3384%UnavailableSigned actual 13.3384% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
18.1841%UnavailableSigned actual 18.1841% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.9403%UnavailableSigned actual 1.9403% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.0312%UnavailableSigned actual 3.0312% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.5%UnavailableSigned actual 12.5% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.