CHWY option chain Chewy, Inc.
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 ±8.4% (18.80–22.26) · ATM IV 47.5% · P/C open interest 0.21
| 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 | 191.2% | 0.99 | 0.0081 | -0.003 | 13 | 0 | 2.13 | 253.6% | -0.01 | 0.0081 | -0.004 | ||||
| 5.85 | 9.10 | 179.0% | 0.98 | 0.0098 | -0.004 | 13.5 | 0 | 0.9500 | 176.6% | -0.02 | 0.0098 | -0.004 | ||||
| 5.15 | 8.60 | 155.3% | 0.98 | 0.0119 | -0.004 | 14 | 0 | 0.7500 | 24 | 153.0% | -0.02 | 0.0119 | -0.005 | |||
| 4.85 | 8.10 | 155.7% | 0.98 | 0.0145 | -0.004 | 14.5 | 0 | 1.00 | 1 | 156.6% | -0.02 | 0.0145 | -0.005 | |||
| 4.35 | 7.60 | 1 | 144.5% | 0.97 | 0.0178 | -0.005 | 15 | 0 | 1.00 | 209 | 145.5% | -0.03 | 0.0179 | -0.006 | ||
| 3.85 | 7.15 | 136.1% | 0.97 | 0.0222 | -0.005 | 15.5 | 0 | 0.9500 | 3 | 6 | 132.2% | -0.03 | 0.0223 | -0.006 | ||
| 3.35 | 6.65 | 125.3% | 0.96 | 0.0281 | -0.006 | 16 | 0 | 0.1000 | 2 | 25 | 66.1% | -0.04 | 0.0282 | -0.007 | ||
| 2.92 | 6.15 | 117.8% | 0.95 | 0.0364 | -0.007 | 16.5 | 0 | 0.9500 | 24 | 111.3% | -0.05 | 0.0365 | -0.008 | |||
| 2.52 | 5.70 | 113.2% | 0.94 | 0.0479 | -0.008 | 17 | 0 | 0.1200 | 5 | 23 | 54.6% | -0.06 | 0.0481 | -0.009 | ||
| 2.21 | 5.20 | 12 | 109.6% | 0.91 | 0.0638 | -0.010 | 17.5 | 0 | 0.9500 | 73 | 91.0% | -0.09 | 0.0640 | -0.011 | ||
| 2.55 | 3.20 | 3 | 28 | 73.8% | 0.88 | 0.0843 | -0.013 | 18 | 0.1000 | 0.4000 | 2 | 49 | 62.4% | -0.12 | 0.0847 | -0.013 |
| 2.00 | 2.43 | 1 | 24 | 51.2% | 0.83 | 0.1085 | -0.016 | 18.5 | 0.0100 | 0.3900 | 198 | 11 | 49.2% | -0.17 | 0.1090 | -0.016 |
| 1.73 | 2.16 | 291 | 58.9% | 0.77 | 0.1336 | -0.019 | 19 | 0.2300 | 0.5200 | 154 | 34 | 53.7% | -0.23 | 0.1344 | -0.019 | |
| 1.43 | 1.62 | 1 | 71 | 53.3% | 0.69 | 0.1559 | -0.022 | 19.5 | 0.3500 | 0.6900 | 128 | 45 | 52.7% | -0.31 | 0.1570 | -0.022 |
| 0.7000 | 1.68 | 76 | 251 | 51.3% | 0.61 | 0.1719 | -0.024 | 20 | 0.3900 | 0.8800 | 253 | 55 | 47.9% | -0.39 | 0.1733 | -0.024 |
| 0.6500 | 1.02 | 60 | 72 | 46.0% | 0.52 | 0.1791 | -0.025 | 20.5 | 0.7200 | 1.07 | 1 | 28 | 49.0% | -0.48 | 0.1808 | -0.025 |
| 0.6100 | 0.9900 | 16 | 154 | 56.1% | 0.43 | 0.1770 | -0.024 | 21 | 0.8100 | 1.34 | 20 | 14 | 43.2% | -0.57 | 0.1789 | -0.025 |
| 0.3000 | 0.8000 | 2 | 154 | 52.1% | 0.35 | 0.1667 | -0.023 | 21.5 | 1.32 | 1.69 | 1 | 49.0% | -0.65 | 0.1689 | -0.023 | |
| 0.1400 | 0.4600 | 16 | 912 | 45.0% | 0.28 | 0.1504 | -0.021 | 22 | 1.49 | 2.02 | 41.1% | -0.73 | 0.1528 | -0.021 | ||
| 0.0600 | 0.3400 | 16 | 53 | 44.7% | 0.21 | 0.1303 | -0.018 | 22.5 | 2.06 | 2.63 | 13 | 54.9% | -0.80 | 0.1330 | -0.018 | |
| 0.0100 | 0.2600 | 11 | 844 | 45.1% | 0.16 | 0.1085 | -0.015 | 23 | 1.80 | 3.75 | 1 | 56.5% | -0.85 | 0.1116 | -0.015 | |
| 0 | 0.1800 | 2 | 24 | 45.5% | 0.12 | 0.0874 | -0.012 | 23.5 | 2.25 | 4.05 | 50.6% | -0.89 | 0.0908 | -0.012 | ||
| 0 | 0.2400 | 97 | 54.3% | 0.08 | 0.0688 | -0.009 | 24 | 2.50 | 4.10 | 2 | -0.93 | 0.0725 | -0.009 | |||
| 0 | 0.9500 | 5 | 91.4% | 0.06 | 0.0536 | -0.007 | 24.5 | 3.25 | 5.25 | 72.1% | -0.95 | 0.0570 | -0.007 | |||
| 0 | 0.2700 | 2 | 3 | 66.1% | 0.05 | 0.0417 | -0.006 | 25 | 3.70 | 5.45 | 52.9% | -0.97 | 0.0461 | -0.006 | ||
| 0 | 1.15 | 110.7% | 0.04 | 0.0326 | -0.005 | 25.5 | 4.20 | 6.75 | 102.7% | -0.98 | 0.0372 | -0.005 | ||||
| 0 | 0.7500 | 6 | 100.3% | 0.03 | 0.0257 | -0.004 | 26 | 4.70 | 6.75 | 84.8% | -0.99 | 0.0285 | -0.004 | |||
| 0 | 0.7500 | 105.4% | 0.02 | 0.0204 | -0.003 | 26.5 | 5.05 | 6.55 | -0.99 | 0.0194 | -0.003 | |||||
| 0 | 0.7500 | 2 | 110.3% | 0.02 | 0.0164 | -0.003 | 27 | 5.15 | 8.25 | 91.0% | -1.00 | 0.0116 | -0.003 | |||
| 0 | 0.7500 | 4 | 119.6% | 0.01 | 0.0110 | -0.002 | 28 | 6.15 | 9.15 | 92.3% | -1.00 | 0.0029 | -0.003 | |||
| 0 | 0.7500 | 128.4% | 0.01 | 0.0076 | -0.002 | 29 | 7.15 | 10.15 | 100.0% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.2000 | 33 | 100.7% | 0.01 | 0.0054 | -0.001 | 30 | 8.55 | 11.05 | 128.2% | -1.00 | 0.0000 | -0.003 | |||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.