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 ±14.3% (20.77–27.72) · ATM IV 62.7% · P/C open interest 1.48
| 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 | |
| 8.20 | 11.80 | 1 | 0.98 | 0.0058 | -0.003 | 14 | 0 | 0.9500 | 20 | 161.1% | -0.02 | 0.0058 | -0.004 | |||
| 7.25 | 11.00 | 0.98 | 0.0078 | -0.003 | 15 | 0 | 0.7500 | 135.4% | -0.02 | 0.0078 | -0.005 | |||||
| 6.25 | 9.55 | 0.97 | 0.0111 | -0.004 | 16 | 0 | 0.7500 | 607 | 120.9% | -0.03 | 0.0111 | -0.005 | ||||
| 5.75 | 7.60 | 0.96 | 0.0161 | -0.006 | 17 | 0 | 0.7500 | 3 | 107.2% | -0.04 | 0.0162 | -0.007 | ||||
| 5.25 | 7.05 | 0.95 | 0.0196 | -0.007 | 17.5 | 0 | 0.7500 | 3 | 100.6% | -0.05 | 0.0196 | -0.008 | ||||
| 4.95 | 6.60 | 5 | 0.94 | 0.0237 | -0.009 | 18 | 0 | 0.7500 | 264 | 94.1% | -0.06 | 0.0237 | -0.010 | |||
| 4.50 | 6.15 | 0.93 | 0.0284 | -0.011 | 18.5 | 0.1500 | 0.2900 | 2 | 4 | 75.0% | -0.07 | 0.0285 | -0.011 | |||
| 4.15 | 5.70 | 1 | 0.91 | 0.0338 | -0.012 | 19 | 0.1500 | 0.2700 | 2 | 26 | 68.5% | -0.09 | 0.0339 | -0.013 | ||
| 3.65 | 5.20 | 0.89 | 0.0397 | -0.014 | 19.5 | 0.0300 | 0.3800 | 2 | 129 | 62.5% | -0.11 | 0.0399 | -0.015 | |||
| 3.60 | 4.80 | 7 | 0.86 | 0.0460 | -0.016 | 20 | 0.2700 | 0.4600 | 36 | 68.6% | -0.14 | 0.0462 | -0.017 | |||
| 2.95 | 4.35 | 0.84 | 0.0526 | -0.018 | 20.5 | 0.2000 | 0.5300 | 5 | 62.5% | -0.16 | 0.0528 | -0.019 | ||||
| 3.20 | 4.05 | 4 | 53.6% | 0.81 | 0.0593 | -0.021 | 21 | 0.4600 | 0.6200 | 14 | 38 | 66.2% | -0.19 | 0.0596 | -0.021 | |
| 3.10 | 3.65 | 61 | 60.8% | 0.77 | 0.0659 | -0.022 | 21.5 | 0.4800 | 0.7700 | 6 | 58 | 63.8% | -0.23 | 0.0662 | -0.023 | |
| 2.97 | 3.25 | 12 | 64.8% | 0.74 | 0.0721 | -0.024 | 22 | 0.7200 | 0.9300 | 4 | 5 | 65.9% | -0.27 | 0.0724 | -0.025 | |
| 2.66 | 2.99 | 41 | 66.3% | 0.70 | 0.0777 | -0.026 | 22.5 | 0.8700 | 1.07 | 2 | 7 | 64.6% | -0.31 | 0.0781 | -0.026 | |
| 2.34 | 2.62 | 18 | 64.5% | 0.65 | 0.0825 | -0.027 | 23 | 1.04 | 1.30 | 12 | 6 | 64.7% | -0.35 | 0.0829 | -0.027 | |
| 2.01 | 2.25 | 2 | 10 | 61.9% | 0.61 | 0.0863 | -0.028 | 23.5 | 1.27 | 1.57 | 2 | 73 | 65.8% | -0.39 | 0.0868 | -0.028 |
| 1.77 | 1.98 | 1 | 480 | 62.0% | 0.57 | 0.0889 | -0.029 | 24 | 1.45 | 1.75 | 10 | 28 | 63.5% | -0.44 | 0.0895 | -0.029 |
| 1.53 | 1.75 | 19 | 62.0% | 0.52 | 0.0903 | -0.029 | 24.5 | 1.76 | 2.01 | 64.2% | -0.48 | 0.0910 | -0.029 | |||
| 1.31 | 1.54 | 1 | 25 | 61.9% | 0.48 | 0.0906 | -0.029 | 25 | 2.04 | 2.30 | 6 | 64.1% | -0.53 | 0.0913 | -0.029 | |
| 1.06 | 1.35 | 9 | 25 | 60.8% | 0.43 | 0.0896 | -0.029 | 25.5 | 2.37 | 2.62 | 64.8% | -0.57 | 0.0904 | -0.029 | ||
| 0.9500 | 1.31 | 1 | 49 | 64.3% | 0.39 | 0.0876 | -0.028 | 26 | 2.55 | 2.92 | 61.5% | -0.61 | 0.0885 | -0.028 | ||
| 0.8200 | 1.11 | 3 | 17 | 63.9% | 0.35 | 0.0847 | -0.027 | 26.5 | 3.00 | 3.30 | 64.0% | -0.65 | 0.0856 | -0.027 | ||
| 0.6800 | 0.8600 | 14 | 61.5% | 0.31 | 0.0810 | -0.025 | 27 | 3.30 | 3.80 | 65.4% | -0.69 | 0.0821 | -0.025 | |||
| 0.5700 | 0.7300 | 4 | 31 | 61.3% | 0.28 | 0.0767 | -0.024 | 27.5 | 3.75 | 4.05 | 10 | 64.2% | -0.73 | 0.0778 | -0.024 | |
| 0.4300 | 0.7000 | 2 | 47 | 62.0% | 0.25 | 0.0720 | -0.023 | 28 | 4.15 | 5.50 | 86.5% | -0.76 | 0.0732 | -0.022 | ||
| 0.3400 | 0.4800 | 2 | 8 | 62.5% | 0.19 | 0.0617 | -0.019 | 29 | 4.95 | 6.50 | 91.7% | -0.82 | 0.0631 | -0.019 | ||
| 0.2400 | 0.4500 | 18 | 66.0% | 0.15 | 0.0516 | -0.017 | 30 | 5.85 | 7.60 | 100.2% | -0.86 | 0.0530 | -0.016 | |||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs