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 ±11.4% (21.49–27.00) · ATM IV 90.2% · P/C open interest 0.48
| 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 | |
| 10.50 | 11.35 | 8 | 3 | 0.99 | 0.0025 | -0.003 | 13 | 0 | 0.0900 | 196.7% | -0.01 | 0.0025 | -0.004 | |||
| 8.60 | 10.45 | 0.99 | 0.0035 | -0.004 | 14 | 0 | 0.7600 | 273.8% | -0.01 | 0.0035 | -0.005 | |||||
| 7.60 | 9.50 | 0.99 | 0.0052 | -0.006 | 15 | 0 | 0.0200 | 126.6% | -0.01 | 0.0052 | -0.007 | |||||
| 6.60 | 8.65 | 1 | 0.98 | 0.0079 | -0.008 | 16 | 0 | 0.7600 | 219.6% | -0.02 | 0.0079 | -0.009 | ||||
| 6.10 | 8.05 | 0.98 | 0.0098 | -0.010 | 16.5 | 0 | 0.9500 | 221.6% | -0.02 | 0.0099 | -0.011 | |||||
| 5.65 | 7.70 | 10 | 0.98 | 0.0123 | -0.012 | 17 | 0 | 0.7600 | 1 | 194.7% | -0.02 | 0.0123 | -0.013 | |||
| 5.15 | 7.20 | 0.97 | 0.0153 | -0.014 | 17.5 | 0 | 0.7600 | 5 | 182.6% | -0.03 | 0.0153 | -0.015 | ||||
| 4.80 | 6.95 | 5 | 0.96 | 0.0188 | -0.017 | 18 | 0 | 0.7500 | 50 | 170.1% | -0.04 | 0.0189 | -0.017 | |||
| 4.40 | 6.10 | 0.95 | 0.0232 | -0.019 | 18.5 | 0 | 0.6700 | 25 | 153.0% | -0.05 | 0.0232 | -0.020 | ||||
| 4.10 | 5.60 | 4 | 9 | 0.94 | 0.0285 | -0.022 | 19 | 0.0400 | 0.1800 | 59 | 105.0% | -0.06 | 0.0286 | -0.023 | ||
| 4.15 | 5.00 | 4 | 3 | 0.93 | 0.0352 | -0.026 | 19.5 | 0.0500 | 0.1700 | 2 | 78 | 96.0% | -0.07 | 0.0352 | -0.026 | |
| 3.75 | 4.50 | 2 | 31 | 0.91 | 0.0434 | -0.030 | 20 | 0.0700 | 0.2100 | 8 | 157 | 92.6% | -0.09 | 0.0435 | -0.031 | |
| 3.05 | 4.05 | 14 | 14 | 0.89 | 0.0531 | -0.036 | 20.5 | 0.1600 | 0.2900 | 15 | 56 | 95.8% | -0.11 | 0.0532 | -0.036 | |
| 2.56 | 3.70 | 1 | 69 | 0.86 | 0.0640 | -0.043 | 21 | 0.2200 | 0.3500 | 11 | 150 | 93.0% | -0.14 | 0.0641 | -0.043 | |
| 2.54 | 3.25 | 15 | 29 | 63.2% | 0.82 | 0.0751 | -0.050 | 21.5 | 0.3200 | 0.4600 | 10 | 270 | 93.3% | -0.18 | 0.0753 | -0.051 |
| 2.36 | 2.88 | 1 | 98 | 78.5% | 0.77 | 0.0859 | -0.058 | 22 | 0.4400 | 0.6100 | 8 | 162 | 94.1% | -0.23 | 0.0861 | -0.058 |
| 2.32 | 2.54 | 1 | 95 | 92.7% | 0.73 | 0.0956 | -0.064 | 22.5 | 0.5500 | 0.7400 | 23 | 363 | 91.6% | -0.28 | 0.0958 | -0.065 |
| 1.99 | 2.16 | 12 | 106 | 90.2% | 0.67 | 0.1037 | -0.070 | 23 | 0.7400 | 0.8100 | 2 | 743 | 88.1% | -0.33 | 0.1040 | -0.070 |
| 1.70 | 1.83 | 11 | 479 | 89.2% | 0.62 | 0.1100 | -0.074 | 23.5 | 0.9400 | 1.15 | 2 | 179 | 92.7% | -0.38 | 0.1103 | -0.074 |
| 1.46 | 1.53 | 10 | 420 | 89.0% | 0.56 | 0.1142 | -0.076 | 24 | 1.14 | 1.38 | 9 | 370 | 91.4% | -0.44 | 0.1145 | -0.076 |
| 1.18 | 1.43 | 39 | 394 | 92.1% | 0.50 | 0.1159 | -0.077 | 24.5 | 1.40 | 1.64 | 1 | 10 | 91.2% | -0.50 | 0.1162 | -0.077 |
| 0.9700 | 1.14 | 70 | 1,232 | 89.4% | 0.45 | 0.1152 | -0.076 | 25 | 1.71 | 1.93 | 32 | 91.7% | -0.56 | 0.1155 | -0.076 | |
| 0.8000 | 0.9000 | 49 | 252 | 87.8% | 0.39 | 0.1121 | -0.073 | 25.5 | 2.02 | 2.25 | 1 | 1 | 91.6% | -0.61 | 0.1124 | -0.073 |
| 0.6700 | 0.7300 | 34 | 524 | 87.8% | 0.34 | 0.1070 | -0.070 | 26 | 2.37 | 2.59 | 1 | 10 | 91.8% | -0.66 | 0.1073 | -0.070 |
| 0.5400 | 0.6000 | 18 | 168 | 88.7% | 0.29 | 0.1002 | -0.065 | 26.5 | 2.75 | 2.95 | 10 | 92.1% | -0.71 | 0.1005 | -0.065 | |
| 0.4200 | 0.6200 | 13 | 154 | 93.3% | 0.25 | 0.0924 | -0.059 | 27 | 3.00 | 3.35 | 87.2% | -0.75 | 0.0926 | -0.059 | ||
| 0.3300 | 0.4400 | 3 | 741 | 90.0% | 0.21 | 0.0838 | -0.054 | 27.5 | 3.50 | 4.50 | 121.6% | -0.79 | 0.0840 | -0.053 | ||
| 0.2700 | 0.4000 | 11 | 474 | 92.8% | 0.17 | 0.0750 | -0.048 | 28 | 3.85 | 5.70 | 150.8% | -0.83 | 0.0752 | -0.047 | ||
| 0.2100 | 0.2500 | 6 | 53 | 88.5% | 0.14 | 0.0662 | -0.042 | 28.5 | 4.40 | 5.90 | 149.9% | -0.86 | 0.0665 | -0.042 | ||
| 0.1700 | 0.2100 | 7 | 20 | 89.9% | 0.12 | 0.0578 | -0.036 | 29 | 4.80 | 6.35 | 152.0% | -0.88 | 0.0582 | -0.036 | ||
| 0.1300 | 0.1800 | 150 | 91.0% | 0.10 | 0.0501 | -0.032 | 29.5 | 5.30 | 7.00 | 165.5% | -0.90 | 0.0506 | -0.031 | |||
| 0.1000 | 0.1400 | 20 | 204 | 90.9% | 0.08 | 0.0431 | -0.028 | 30 | 5.75 | 7.60 | 174.9% | -0.92 | 0.0439 | -0.027 | ||
| 0.0800 | 0.1000 | 1 | 90.3% | 0.07 | 0.0371 | -0.024 | 30.5 | 6.30 | 8.00 | 180.1% | -0.93 | 0.0380 | -0.024 | |||
| 0.0600 | 0.0900 | 91.8% | 0.06 | 0.0319 | -0.021 | 31 | 6.80 | 8.05 | 165.5% | -0.95 | 0.0330 | -0.021 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs