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CMG

Chipotle Mexican Grill
CMG KEY LEVELSCaptured 2026-09-16 05:09 ET
$34.87CMG last price
+0.12%Change on the session
-$4.3MNet dealer gamma, Neutral Gamma: Spot At the Flip
35Call wall, largest gamma strike at -$2.5M net
32.5Put wall

Prices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.

ConsumerRestaurantsMkt Cap: 75BAvg Vol: 3M

LIVE MARKET SNAPSHOT

LAST PRICE
$34.87+0.12%
Volume 546
DEALER GAMMA (GEX)
Call Wall35
Put Wall32.5
GEX Flip34.8
Vol Trigger34.4
Net GEX-$4.3M
Neutral Gamma: Spot At the Flip

Cached snapshot as of 2026-09-16 09:09 UTC, live streaming data in the terminal.

CMG DEALER GAMMA BY STRIKE

Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.

Net gamma exposure at each strike near CMG's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.

Unit: USD of dealer gamma per 1 percent move in spot. A window of the CMG option chain, not the whole book: the 30 strikes nearest spot out of 80 seen, 702 contract rows spanning 14 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.

New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.

StrikeNet GEXCall GEXPut GEXConcentration
31.2$18.3K$18.3K$0
31.5$0$0$0
31.6-$49.6K$15.9K-$65.5K
32-$161.0K$117-$161.1K
32.4-$28.8K$26.0K-$54.9K
32.5PUT WALL-$1.2M$1.9M-$3.1M
32.8-$48.1K$0-$48.1K
33-$73.0K$20.1K-$93.1K
33.2-$68.1K$0-$68.1K
33.5-$88.6K$7.7K-$96.2K
33.6-$15.7K$0-$15.7K
34-$475.6K$107.2K-$582.8K
34.4$13.1K$13.1K$0
34.5$408.7K$570.3K-$161.6K
34.8SPOTGEX FLIP-$50.9K$0-$50.9K
35CALL WALL-$2.5M$5.1M-$7.6M
35.2$26.4K$58.8K-$32.4K
35.5-$1.0M$21.4K-$1.1M
35.6$48.1K$90.1K-$42.0K
36-$257.4K$480.8K-$738.1K
36.4-$19.6K$0-$19.6K
36.5-$5.4K$94.5K-$100.0K
36.8$61.4K$61.4K$0
37$230.4K$337.8K-$107.4K
37.2$23.1K$23.1K$0
37.5-$138.5K$1.2M-$1.3M
37.6$9.2K$24.4K-$15.1K
38$562.6K$631.6K-$68.9K
38.4$0$0$0
38.5$505.0K$505.3K-$263

These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.

ABOUT CMG

Chipotle is a fast-casual restaurant chain specializing in burritos, bowls, tacos, and salads made with responsibly sourced ingredients. The company operates over 3,500 company-owned restaurants (no franchising) and has driven consistent same-store sales growth through digital ordering, Chipotlane drive-throughs, and menu innovation.

WHY TRACK CMG ON SQUAWKFLOW

CMG options flow is the premium fast-casual restaurant indicator. With high-conviction institutional ownership and significant post-earnings moves, CMG options carry substantial gamma and signal sentiment on restaurant traffic and pricing power.

CMG DATA ON SQUAWKFLOW

Options Flow

CMG options flow, unusual activity, and volume concentrations from the session chain

Latest Snapshot

Last CMG price, change, volume, and the current dealer-gamma regime

GEX Dashboard

CMG gamma exposure levels, call/put walls, and GEX flip

AI Narration

AI-powered analysis of CMG market microstructure in real time

News Sentiment

CMG news with AI sentiment scoring and impact analysis

Sector Context

Consumer sector rotation and relative strength vs peers

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