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 ±16.6% (20.23–28.26) · ATM IV 58.4% · P/C open interest 1.63
| 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 | |
| 11.00 | 13.00 | 6 | 125.0% | 1.00 | 0.0014 | 0.000 | 12.5 | 0 | 0.0100 | 149 | 2,776 | 72.1% | -0.00 | 0.0014 | -0.001 | |
| 8.10 | 10.65 | 496 | 75.0% | 0.98 | 0.0072 | -0.001 | 15 | 0.0300 | 0.1200 | 222 | 78.1% | -0.02 | 0.0072 | -0.003 | ||
| 6.45 | 7.10 | 68 | 0.94 | 0.0218 | -0.007 | 17.5 | 0.1400 | 0.2500 | 7 | 7,324 | 69.6% | -0.06 | 0.0218 | -0.008 | ||
| 4.40 | 5.00 | 4 | 1,494 | 56.6% | 0.84 | 0.0449 | -0.014 | 20 | 0.4000 | 0.5600 | 8 | 1,167 | 62.9% | -0.16 | 0.0452 | -0.015 |
| 2.84 | 3.10 | 723 | 58.9% | 0.69 | 0.0692 | -0.020 | 22.5 | 0.9600 | 1.25 | 23 | 509 | 58.4% | -0.32 | 0.0697 | -0.021 | |
| 1.62 | 1.75 | 79 | 1,971 | 58.3% | 0.49 | 0.0802 | -0.022 | 25 | 2.17 | 2.49 | 2 | 739 | 58.4% | -0.51 | 0.0812 | -0.022 |
| 0.7300 | 0.9900 | 15 | 1,161 | 57.5% | 0.31 | 0.0721 | -0.019 | 27.5 | 3.95 | 4.20 | 82 | 60.0% | -0.70 | 0.0736 | -0.019 | |
| 0.3600 | 0.5800 | 298 | 923 | 60.1% | 0.18 | 0.0530 | -0.014 | 30 | 5.95 | 6.65 | 24 | 68.0% | -0.83 | 0.0550 | -0.014 | |
| 0.1600 | 0.2400 | 420 | 58.5% | 0.10 | 0.0348 | -0.010 | 32.5 | 8.15 | 9.45 | 82.8% | -0.91 | 0.0371 | -0.009 | |||
| 0.0700 | 0.1700 | 245 | 62.1% | 0.06 | 0.0224 | -0.007 | 35 | 10.60 | 11.90 | 93.2% | -0.96 | 0.0255 | -0.006 | |||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs