CHWY option chain Chewy, Inc.
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.5% (23.39–25.09) · ATM IV 55.8% · P/C open interest 0.71
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 10.80 | 11.50 | 5 | 5 | 1.00 | 0.0000 | 0.000 | 13 | 0 | 2.13 | 1 | 0.00 | 0.0000 | 0.000 | |||
| 9.90 | 10.40 | 3 | 24 | 1.00 | 0.0000 | 0.000 | 14 | 0 | 2.13 | 1 | 788.1% | 0.00 | 0.0000 | 0.000 | ||
| 8.90 | 9.40 | 11 | 24 | 1.00 | 0.0001 | 0.000 | 15 | 0 | 1.20 | 582.4% | -0.00 | 0.0001 | -0.000 | |||
| 8.35 | 8.95 | 1 | 6 | 1.00 | 0.0001 | 0.000 | 15.5 | 0 | 0.7500 | 478.1% | -0.00 | 0.0001 | -0.000 | |||
| 7.90 | 8.40 | 5 | 6 | 1.00 | 0.0002 | 0.000 | 16 | 0 | 0.7700 | 1 | 454.9% | -0.00 | 0.0002 | -0.000 | ||
| 7.35 | 7.90 | 1 | 2 | 1.00 | 0.0003 | 0.000 | 16.5 | 0 | 0.7900 | 432.0% | -0.00 | 0.0003 | -0.000 | |||
| 6.95 | 7.40 | 3 | 4 | 1.00 | 0.0004 | 0.000 | 17 | 0 | 0.9500 | 430.5% | -0.00 | 0.0004 | -0.000 | |||
| 6.35 | 6.90 | 97 | 1.00 | 0.0005 | 0.000 | 17.5 | 0 | 0.9500 | 7 | 404.4% | -0.00 | 0.0005 | -0.000 | |||
| 5.90 | 6.40 | 4 | 97 | 1.00 | 0.0010 | 0.000 | 18 | 0 | 0.7500 | 341 | 350.9% | -0.00 | 0.0010 | -0.000 | ||
| 5.25 | 6.00 | 1 | 3 | 1.00 | 0.0022 | -0.000 | 18.5 | 0 | 0.0500 | 59 | 178.0% | -0.00 | 0.0022 | -0.001 | ||
| 4.85 | 5.35 | 1 | 8 | 1.00 | 0.0041 | -0.001 | 19 | 0 | 0.1100 | 256 | 187.0% | -0.00 | 0.0041 | -0.002 | ||
| 4.25 | 4.95 | 1 | 4 | 1.00 | 0.0066 | -0.002 | 19.5 | 0 | 0.1800 | 62 | 189.0% | -0.00 | 0.0066 | -0.003 | ||
| 4.00 | 4.40 | 85 | 12 | 0.99 | 0.0100 | -0.004 | 20 | 0 | 0.1900 | 161 | 173.5% | -0.01 | 0.0100 | -0.004 | ||
| 3.05 | 3.85 | 15 | 18 | 0.99 | 0.0144 | -0.005 | 20.5 | 0 | 0.0100 | 10 | 1,379 | 93.7% | -0.01 | 0.0144 | -0.005 | |
| 2.89 | 3.45 | 3 | 15 | 0.99 | 0.0210 | -0.006 | 21 | 0 | 0.3700 | 214 | 166.4% | -0.01 | 0.0210 | -0.007 | ||
| 2.26 | 2.84 | 14 | 60 | 0.98 | 0.0323 | -0.009 | 21.5 | 0 | 0.0400 | 1 | 89 | 86.3% | -0.02 | 0.0323 | -0.009 | |
| 2.06 | 2.52 | 68 | 160 | 79.5% | 0.97 | 0.0557 | -0.014 | 22 | 0.0100 | 0.0300 | 7 | 742 | 72.5% | -0.03 | 0.0557 | -0.015 |
| 1.40 | 1.87 | 5 | 66 | 0.94 | 0.1031 | -0.028 | 22.5 | 0.0200 | 0.0500 | 6 | 258 | 65.8% | -0.06 | 0.1032 | -0.028 | |
| 1.11 | 1.49 | 6 | 391 | 52.7% | 0.87 | 0.1804 | -0.052 | 23 | 0.0500 | 0.1000 | 14 | 242 | 62.4% | -0.13 | 0.1807 | -0.052 |
| 0.8600 | 0.9400 | 2 | 301 | 56.9% | 0.76 | 0.2787 | -0.083 | 23.5 | 0.1300 | 0.1800 | 9 | 113 | 59.3% | -0.24 | 0.2799 | -0.084 |
| 0.5100 | 0.5700 | 108 | 874 | 53.8% | 0.61 | 0.3644 | -0.108 | 24 | 0.2800 | 0.3400 | 3 | 52 | 57.8% | -0.40 | 0.3670 | -0.108 |
| 0.2900 | 0.3300 | 187 | 509 | 56.3% | 0.42 | 0.3773 | -0.107 | 24.5 | 0.5100 | 0.5800 | 12 | 15 | 55.3% | -0.59 | 0.3810 | -0.108 |
| 0.1400 | 0.1700 | 121 | 985 | 56.7% | 0.25 | 0.3051 | -0.080 | 25 | 0.8600 | 0.9300 | 2 | 8 | 56.0% | -0.76 | 0.3079 | -0.082 |
| 0.0600 | 0.1000 | 123 | 242 | 59.8% | 0.13 | 0.2018 | -0.049 | 25.5 | 1.18 | 1.59 | 2 | 37 | 72.7% | -0.87 | 0.2029 | -0.049 |
| 0.0300 | 0.0400 | 26 | 512 | 60.8% | 0.07 | 0.1209 | -0.028 | 26 | 1.70 | 2.59 | 1 | 137.0% | -0.93 | 0.1210 | -0.027 | |
| 0 | 0.0200 | 22 | 325 | 58.2% | 0.04 | 0.0727 | -0.017 | 26.5 | 2.10 | 2.92 | 2 | 131.3% | -0.96 | 0.0721 | -0.016 | |
| 0 | 0.3500 | 326 | 128.1% | 0.03 | 0.0455 | -0.011 | 27 | 2.66 | 3.55 | 7 | 165.9% | -0.98 | 0.0442 | -0.011 | ||
| 0 | 0.0500 | 159 | 90.6% | 0.02 | 0.0297 | -0.008 | 27.5 | 3.00 | 4.10 | 1 | 2 | 171.3% | -0.99 | 0.0280 | -0.008 | |
| 0 | 0.2000 | 195 | 134.5% | 0.01 | 0.0201 | -0.005 | 28 | 3.55 | 4.70 | 1 | 201.5% | -0.99 | 0.0183 | -0.006 | ||
| 0 | 0.7600 | 216.0% | 0.01 | 0.0141 | -0.004 | 28.5 | 4.00 | 5.65 | 1 | 253.9% | -0.99 | 0.0123 | -0.005 | |||
| 0 | 0.3500 | 210 | 182.0% | 0.01 | 0.0102 | -0.003 | 29 | 4.60 | 5.55 | 220.1% | -1.00 | 0.0084 | -0.004 | |||
| 0 | 0.7500 | 243.0% | 0.00 | 0.0076 | -0.002 | 29.5 | 5.05 | 6.60 | 283.9% | -1.00 | 0.0059 | -0.004 | ||||
| 0 | 0.1100 | 93 | 159.8% | 0.00 | 0.0057 | -0.002 | 30 | 5.65 | 6.20 | 207.6% | -1.00 | 0.0042 | -0.004 | |||
| 0 | 0.9500 | 303.4% | 0.00 | 0.0034 | -0.001 | 31 | 6.60 | 7.25 | 230.3% | -1.00 | 0.0022 | -0.003 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs