CHWY option chain Chewy, Inc.
Cboe delayed options data · as of 15:35 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 ±7.0% (19.30–22.20) · ATM IV 49.2% · 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 | |
| 6.35 | 9.60 | 186.2% | 1.00 | 0.0036 | -0.001 | 13 | 0 | 0.9500 | 244.0% | -0.00 | 0.0036 | -0.002 | ||||
| 5.40 | 8.65 | 1 | 172.2% | 0.99 | 0.0057 | -0.002 | 14 | 0 | 1.00 | 218.1% | -0.01 | 0.0057 | -0.003 | |||
| 4.35 | 7.65 | 143.2% | 0.99 | 0.0093 | -0.003 | 15 | 0 | 0.9500 | 26 | 186.5% | -0.01 | 0.0093 | -0.003 | |||
| 4.05 | 5.65 | 86.7% | 0.98 | 0.0159 | -0.004 | 16 | 0 | 0.9500 | 331 | 159.8% | -0.02 | 0.0159 | -0.004 | |||
| 2.88 | 5.75 | 61.3% | 0.98 | 0.0214 | -0.005 | 16.5 | 0 | 0.9500 | 34 | 146.8% | -0.02 | 0.0214 | -0.005 | |||
| 2.65 | 5.70 | 11 | 122.1% | 0.97 | 0.0297 | -0.006 | 17 | 0 | 0.0400 | 107 | 59.8% | -0.03 | 0.0298 | -0.006 | ||
| 2.25 | 4.15 | 27 | 0.96 | 0.0425 | -0.008 | 17.5 | 0.0100 | 0.0500 | 101 | 56.4% | -0.04 | 0.0427 | -0.008 | |||
| 2.10 | 3.50 | 50 | 0.93 | 0.0618 | -0.011 | 18 | 0.0400 | 0.0700 | 3 | 417 | 55.3% | -0.07 | 0.0621 | -0.011 | ||
| 2.25 | 2.49 | 2 | 48 | 48.4% | 0.90 | 0.0887 | -0.015 | 18.5 | 0.0700 | 0.2400 | 781 | 62.5% | -0.10 | 0.0892 | -0.015 | |
| 1.86 | 2.00 | 1 | 113 | 48.4% | 0.85 | 0.1222 | -0.020 | 19 | 0.1400 | 0.1800 | 61 | 53.0% | -0.15 | 0.1229 | -0.020 | |
| 1.50 | 1.60 | 430 | 50.6% | 0.78 | 0.1584 | -0.025 | 19.5 | 0.2300 | 0.2800 | 1 | 95 | 51.8% | -0.22 | 0.1594 | -0.025 | |
| 1.14 | 1.23 | 9 | 1,284 | 49.6% | 0.69 | 0.1908 | -0.029 | 20 | 0.3600 | 0.4200 | 67 | 83 | 50.7% | -0.31 | 0.1921 | -0.030 |
| 0.8200 | 0.9200 | 2 | 520 | 48.8% | 0.59 | 0.2126 | -0.032 | 20.5 | 0.5500 | 0.6100 | 2 | 31 | 50.0% | -0.42 | 0.2141 | -0.033 |
| 0.5600 | 0.6500 | 7 | 383 | 47.6% | 0.48 | 0.2192 | -0.033 | 21 | 0.7900 | 0.9000 | 30 | 55 | 50.8% | -0.53 | 0.2207 | -0.033 |
| 0.3800 | 0.5000 | 5 | 218 | 49.6% | 0.37 | 0.2094 | -0.031 | 21.5 | 1.08 | 1.21 | 43 | 50.4% | -0.63 | 0.2110 | -0.031 | |
| 0.2500 | 0.3000 | 41 | 298 | 48.0% | 0.27 | 0.1861 | -0.027 | 22 | 1.44 | 1.54 | 7 | 49.6% | -0.73 | 0.1879 | -0.027 | |
| 0.1600 | 0.2000 | 7 | 309 | 48.6% | 0.19 | 0.1540 | -0.022 | 22.5 | 1.34 | 2.47 | 1 | 51.4% | -0.81 | 0.1561 | -0.022 | |
| 0.0900 | 0.1200 | 4 | 99 | 47.9% | 0.13 | 0.1191 | -0.016 | 23 | 1.21 | 3.70 | 3 | 64.8% | -0.88 | 0.1217 | -0.016 | |
| 0.0600 | 0.0800 | 1 | 133 | 48.6% | 0.09 | 0.0875 | -0.012 | 23.5 | 1.85 | 4.00 | 1 | 69.8% | -0.92 | 0.0905 | -0.012 | |
| 0.0100 | 0.0500 | 2 | 115 | 46.7% | 0.06 | 0.0628 | -0.009 | 24 | 2.30 | 4.55 | 77.4% | -0.95 | 0.0663 | -0.009 | ||
| 0 | 0.1000 | 29 | 57.5% | 0.04 | 0.0450 | -0.006 | 24.5 | 2.83 | 4.80 | 69.5% | -0.97 | 0.0484 | -0.007 | |||
| 0.0100 | 0.0200 | 4 | 105 | 51.1% | 0.03 | 0.0323 | -0.005 | 25 | 3.15 | 6.25 | 2 | 120.1% | -0.98 | 0.0339 | -0.005 | |
| 0 | 0.0500 | 37 | 60.3% | 0.02 | 0.0232 | -0.004 | 25.5 | 3.95 | 6.70 | 139.1% | -0.99 | 0.0218 | -0.004 | |||
| 0 | 0.1000 | 68 | 73.3% | 0.01 | 0.0168 | -0.003 | 26 | 4.10 | 7.25 | 132.3% | -1.00 | 0.0124 | -0.003 | |||
| 0 | 0.6100 | 68 | 119.9% | 0.01 | 0.0122 | -0.002 | 26.5 | 4.65 | 7.70 | 139.1% | -1.00 | 0.0060 | -0.003 | |||
| 0 | 0.9500 | 58 | 144.9% | 0.01 | 0.0090 | -0.002 | 27 | 5.15 | 8.15 | 143.1% | -1.00 | 0.0026 | -0.003 | |||
| 0 | 0.9500 | 48 | 157.3% | 0.00 | 0.0051 | -0.001 | 28 | 6.15 | 9.15 | 155.5% | -1.00 | 0.0003 | -0.002 | |||
| 0 | 0.2000 | 97 | 114.5% | 0.00 | 0.0031 | -0.001 | 29 | 7.15 | 10.20 | 169.9% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 0.2000 | 13 | 123.4% | 0.00 | 0.0019 | -0.000 | 30 | 8.15 | 11.20 | 181.0% | -1.00 | 0.0000 | -0.002 | |||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs