CHWY option chain Chewy, Inc.

Expiration 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 ±13.5% (20.96–27.53) · ATM IV 67.7% · P/C open interest 0.64

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
8.20	11.95		1		0.98	0.0062	-0.005	14	0	0.7500			171.8%	-0.02	0.0062	-0.006
7.25	10.95				0.98	0.0081	-0.005	15	0	0.7500			154.3%	-0.02	0.0082	-0.006
6.30	9.45				0.97	0.0109	-0.006	16	0	0.7500		36	137.8%	-0.03	0.0109	-0.007
6.25	7.50		10		0.96	0.0152	-0.007	17	0	0.1600		2	84.1%	-0.04	0.0152	-0.008
5.20	7.05				0.96	0.0182	-0.008	17.5	0	0.7500		2	114.6%	-0.04	0.0183	-0.009
4.95	6.55		3		0.95	0.0221	-0.010	18	0	0.7500		4	107.2%	-0.05	0.0221	-0.010
4.45	6.10				0.94	0.0268	-0.011	18.5	0	0.7500		6	100.0%	-0.06	0.0269	-0.012
4.00	5.60		4		0.92	0.0324	-0.013	19	0.0200	0.2300	3	39	68.2%	-0.08	0.0325	-0.014
3.55	5.15				0.90	0.0389	-0.016	19.5	0.0300	0.3600		7	70.2%	-0.10	0.0390	-0.016
3.25	4.65		11		0.88	0.0460	-0.018	20	0.2500	0.3600	2	87	73.5%	-0.12	0.0461	-0.019
2.75	4.25		2		0.85	0.0536	-0.021	20.5	0.1800	0.4700	4	9	68.3%	-0.15	0.0537	-0.021
3.30	3.85		37	58.6%	0.82	0.0613	-0.024	21	0.3900	0.5600	2	18	71.3%	-0.18	0.0615	-0.024
3.10	3.55	1	9	67.3%	0.78	0.0689	-0.026	21.5	0.4600	0.6900	2	39	69.8%	-0.22	0.0692	-0.027
2.87	3.15		41	69.4%	0.75	0.0762	-0.029	22	0.6300	0.8300	2	21	70.2%	-0.26	0.0765	-0.029
2.56	2.72		22	67.5%	0.70	0.0828	-0.031	22.5	0.8100	0.9000	4	9	68.1%	-0.30	0.0832	-0.031
2.23	2.48		94	68.6%	0.66	0.0884	-0.033	23	0.9900	1.08	1	61	67.6%	-0.34	0.0888	-0.033
1.93	2.11	7	73	66.4%	0.61	0.0928	-0.034	23.5	1.18	1.39		18	69.0%	-0.39	0.0932	-0.034
1.66	1.85		194	66.1%	0.56	0.0957	-0.035	24	1.42	1.64	1	323	69.2%	-0.44	0.0962	-0.035
1.42	1.62		39	66.2%	0.52	0.0971	-0.035	24.5	1.67	1.90	1	5	68.8%	-0.49	0.0977	-0.036
1.20	1.50	2	135	67.9%	0.47	0.0970	-0.035	25	1.95	2.18		2	68.5%	-0.53	0.0976	-0.035
0.9900	1.30	10	18	67.2%	0.42	0.0955	-0.035	25.5	2.20	2.49			67.2%	-0.58	0.0962	-0.035
0.8500	1.05		144	66.0%	0.38	0.0928	-0.034	26	2.57	2.82			67.9%	-0.63	0.0935	-0.034
0.7100	0.9300	14	39	66.7%	0.33	0.0890	-0.032	26.5	2.95	3.20			69.2%	-0.67	0.0898	-0.032
0.5600	0.7500		52	64.9%	0.30	0.0844	-0.030	27	3.30	3.55			68.3%	-0.71	0.0853	-0.030
0.4900	0.6200	4	55	65.4%	0.26	0.0792	-0.028	27.5	3.65	3.95			67.6%	-0.74	0.0801	-0.028
0.3500	0.6400	6	37	67.2%	0.22	0.0735	-0.026	28	4.10	5.55			98.1%	-0.78	0.0745	-0.026
0.3400	0.4400	4	4	65.9%	0.19	0.0675	-0.024	28.5	4.40	6.20			102.4%	-0.81	0.0685	-0.024
0.2400	0.3500	8	17	64.1%	0.17	0.0614	-0.022	29	4.90	6.60			105.2%	-0.84	0.0624	-0.021
0.2000	0.2500	2	82	66.6%	0.12	0.0496	-0.018	30	5.85	7.55		35	112.5%	-0.88	0.0507	-0.017

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 25, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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CHWY option chain Chewy, Inc.

Volatility smile — Sep 25, 2026

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