Chipotle Mexican Grill In... (CMG)
NYSE: CMG
· Real-Time Price · USD
41.70
-0.06 (-0.14%)
At close: Oct 06, 2025, 1:01 PM
CMG Delta Exposure By Expiry
The total Delta Exposure (DEX) for CMG across all expirations shows -336,642.67 net shares that market makers must hedge, with 8,371,913.72 from calls and 8,708,556.39 from puts. The put-call delta ratio of 1.04 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CMG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 193,795.57 | -107,550.54 | 86,245.03 | 0.55 |
| Oct 17, 25 | 855,913.37 | -778,596.8 | 77,316.57 | 0.91 |
| Oct 24, 25 | 135,812.21 | -136,922.21 | -1,110 | 1.01 |
| Oct 31, 25 | 339,579.61 | -89,229 | 250,350.61 | 0.26 |
| Nov 7, 25 | 27,141.54 | -41,283.68 | -14,142.14 | 1.52 |
| Nov 14, 25 | 740.1 | -288.28 | 451.82 | 0.39 |
| Nov 21, 25 | 763,512.57 | -979,029.72 | -215,517.15 | 1.28 |
| Dec 19, 25 | 532,245.54 | -618,981.42 | -86,735.88 | 1.16 |
| Jan 16, 26 | 1,978,571.19 | -3,102,805.86 | -1,124,234.67 | 1.57 |
| Feb 20, 26 | 124,627.29 | -95,905.89 | 28,721.4 | 0.77 |
| Mar 20, 26 | 972,145.16 | -505,551.19 | 466,593.97 | 0.52 |
| Jun 18, 26 | 640,280.24 | -595,189.75 | 45,090.49 | 0.93 |
| Sep 18, 26 | 218,942.4 | -130,224.27 | 88,718.13 | 0.59 |
| Dec 18, 26 | 638,513.66 | -1,008,215.58 | -369,701.92 | 1.58 |
| Jan 15, 27 | 885,942.77 | -508,295.39 | 377,647.38 | 0.57 |
| Jan 21, 28 | 64,150.5 | -10,486.81 | 53,663.69 | 0.16 |