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 ±15.5% (20.49–28.00) · ATM IV 61.1% · P/C open interest 0.06
| 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 | |
| 8.25 | 11.90 | 0.99 | 0.0047 | -0.001 | 14 | 0 | 0.7500 | 135.9% | -0.01 | 0.0047 | -0.002 | |||||
| 7.25 | 10.90 | 0.98 | 0.0071 | -0.002 | 15 | 0 | 0.7500 | 122.1% | -0.02 | 0.0072 | -0.003 | |||||
| 6.70 | 8.60 | 0.97 | 0.0110 | -0.004 | 16 | 0 | 0.7500 | 109.1% | -0.03 | 0.0110 | -0.004 | |||||
| 5.75 | 7.65 | 0.96 | 0.0168 | -0.006 | 17 | 0 | 0.7500 | 96.8% | -0.04 | 0.0168 | -0.006 | |||||
| 5.30 | 7.10 | 0.95 | 0.0205 | -0.007 | 17.5 | 0 | 0.7500 | 90.8% | -0.05 | 0.0205 | -0.008 | |||||
| 5.00 | 6.65 | 0.93 | 0.0246 | -0.008 | 18 | 0 | 0.7500 | 85.0% | -0.07 | 0.0247 | -0.009 | |||||
| 4.55 | 6.20 | 0.92 | 0.0293 | -0.010 | 18.5 | 0 | 0.7500 | 79.2% | -0.08 | 0.0294 | -0.011 | |||||
| 4.15 | 5.80 | 0.90 | 0.0344 | -0.011 | 19 | 0 | 0.7500 | 1 | 73.6% | -0.10 | 0.0346 | -0.012 | ||||
| 3.75 | 5.35 | 0.88 | 0.0399 | -0.013 | 19.5 | 0.2500 | 0.4100 | 2 | 1 | 65.2% | -0.12 | 0.0401 | -0.014 | |||
| 4.15 | 4.90 | 1 | 51.4% | 0.85 | 0.0457 | -0.015 | 20 | 0.3000 | 0.5100 | 2 | 1 | 64.3% | -0.15 | 0.0459 | -0.015 | |
| 2.95 | 4.50 | 0.83 | 0.0516 | -0.017 | 20.5 | 0.4200 | 0.6000 | 12 | 1 | 64.2% | -0.17 | 0.0518 | -0.017 | |||
| 2.70 | 4.05 | 28.8% | 0.80 | 0.0575 | -0.018 | 21 | 0.5100 | 0.7600 | 4 | 5 | 64.2% | -0.20 | 0.0578 | -0.019 | ||
| 2.30 | 3.65 | 33.3% | 0.76 | 0.0632 | -0.020 | 21.5 | 0.6600 | 0.8600 | 6 | 1 | 63.4% | -0.24 | 0.0636 | -0.020 | ||
| 3.05 | 3.30 | 1 | 60.4% | 0.73 | 0.0686 | -0.021 | 22 | 0.7800 | 1.06 | 10 | 1 | 63.3% | -0.27 | 0.0690 | -0.022 | |
| 2.61 | 3.05 | 3 | 59.5% | 0.69 | 0.0735 | -0.022 | 22.5 | 0.9000 | 1.20 | 4 | 19 | 61.4% | -0.31 | 0.0739 | -0.023 | |
| 2.43 | 2.74 | 23 | 61.4% | 0.65 | 0.0776 | -0.024 | 23 | 1.07 | 1.37 | 20 | 9 | 60.3% | -0.35 | 0.0782 | -0.024 | |
| 2.14 | 2.46 | 5 | 61.1% | 0.61 | 0.0810 | -0.024 | 23.5 | 1.36 | 1.67 | 1 | 62.8% | -0.39 | 0.0816 | -0.025 | ||
| 1.96 | 2.10 | 1 | 60.6% | 0.57 | 0.0834 | -0.025 | 24 | 1.60 | 1.85 | 61.6% | -0.43 | 0.0841 | -0.025 | |||
| 1.63 | 1.93 | 1 | 60.1% | 0.53 | 0.0849 | -0.025 | 24.5 | 1.82 | 2.12 | 60.9% | -0.48 | 0.0856 | -0.025 | |||
| 1.39 | 1.66 | 8 | 8 | 58.7% | 0.48 | 0.0853 | -0.025 | 25 | 2.17 | 2.42 | 6 | 62.2% | -0.52 | 0.0861 | -0.025 | |
| 1.22 | 1.47 | 2 | 59.1% | 0.44 | 0.0848 | -0.025 | 25.5 | 2.47 | 2.70 | 61.7% | -0.56 | 0.0857 | -0.025 | |||
| 1.04 | 1.38 | 1 | 60.4% | 0.40 | 0.0833 | -0.024 | 26 | 2.72 | 3.05 | 60.8% | -0.60 | 0.0843 | -0.024 | |||
| 0.6300 | 1.15 | 4 | 4 | 54.7% | 0.36 | 0.0810 | -0.023 | 26.5 | 3.10 | 3.40 | 61.6% | -0.64 | 0.0822 | -0.023 | ||
| 0.7600 | 0.9600 | 58.4% | 0.33 | 0.0780 | -0.022 | 27 | 3.45 | 3.75 | 61.2% | -0.68 | 0.0793 | -0.022 | ||||
| 0.5500 | 0.9000 | 1 | 57.9% | 0.29 | 0.0744 | -0.021 | 27.5 | 3.85 | 4.15 | 62.1% | -0.71 | 0.0758 | -0.021 | |||
| 0.5500 | 0.7300 | 715 | 58.7% | 0.26 | 0.0704 | -0.020 | 28 | 4.20 | 4.50 | 60.6% | -0.74 | 0.0718 | -0.020 | |||
| 0.4000 | 0.5400 | 10 | 58.9% | 0.21 | 0.0615 | -0.018 | 29 | 4.95 | 5.85 | 70.5% | -0.80 | 0.0631 | -0.018 | |||
| 0.2900 | 0.4700 | 61.2% | 0.16 | 0.0525 | -0.015 | 30 | 5.85 | 7.60 | 90.9% | -0.84 | 0.0542 | -0.015 | ||||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs