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 ±10.2% (18.64–22.88) · ATM IV 48.2% · P/C open interest 0.73
| 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 | |
| 5.85 | 9.20 | 117.2% | 0.98 | 0.0109 | -0.004 | 13.5 | 0 | 0.7500 | 24 | 142.4% | -0.02 | 0.0110 | -0.005 | |||
| 5.40 | 8.70 | 112.6% | 0.98 | 0.0130 | -0.004 | 14 | 0 | 0.7500 | 133.2% | -0.03 | 0.0131 | -0.005 | ||||
| 5.50 | 7.00 | 0.97 | 0.0156 | -0.004 | 14.5 | 0 | 0.4200 | 10 | 105.2% | -0.03 | 0.0157 | -0.005 | ||||
| 5.10 | 7.70 | 131.8% | 0.97 | 0.0190 | -0.005 | 15 | 0 | 0.7500 | 71 | 115.5% | -0.03 | 0.0190 | -0.006 | |||
| 4.80 | 6.00 | 64.9% | 0.96 | 0.0232 | -0.005 | 15.5 | 0 | 0.5000 | 71 | 94.4% | -0.04 | 0.0233 | -0.006 | |||
| 4.30 | 5.50 | 1 | 58.6% | 0.95 | 0.0288 | -0.006 | 16 | 0 | 0.7500 | 13 | 98.7% | -0.05 | 0.0289 | -0.007 | ||
| 3.85 | 5.05 | 61.4% | 0.94 | 0.0362 | -0.007 | 16.5 | 0 | 0.6700 | 118 | 87.1% | -0.06 | 0.0364 | -0.008 | |||
| 3.35 | 4.55 | 3 | 54.9% | 0.92 | 0.0459 | -0.008 | 17 | 0 | 0.7500 | 89 | 82.4% | -0.08 | 0.0461 | -0.009 | ||
| 2.85 | 4.00 | 8 | 45.1% | 0.90 | 0.0581 | -0.010 | 17.5 | 0 | 0.7500 | 28 | 74.4% | -0.10 | 0.0584 | -0.011 | ||
| 2.35 | 3.55 | 16 | 42.3% | 0.87 | 0.0728 | -0.012 | 18 | 0.1600 | 0.2900 | 7 | 17 | 55.1% | -0.13 | 0.0732 | -0.012 | |
| 2.00 | 3.20 | 4 | 49.2% | 0.83 | 0.0894 | -0.014 | 18.5 | 0 | 0.3400 | 69 | 43.6% | -0.17 | 0.0900 | -0.014 | ||
| 1.80 | 2.55 | 8 | 46.8% | 0.78 | 0.1067 | -0.016 | 19 | 0.3100 | 0.4900 | 39 | 24 | 52.1% | -0.22 | 0.1074 | -0.016 | |
| 1.76 | 1.92 | 33 | 42 | 48.1% | 0.72 | 0.1229 | -0.018 | 19.5 | 0.4800 | 0.5800 | 46 | 48 | 50.9% | -0.28 | 0.1238 | -0.018 |
| 1.45 | 1.57 | 52 | 50 | 47.7% | 0.65 | 0.1363 | -0.020 | 20 | 0.6500 | 0.7700 | 1 | 29 | 50.8% | -0.35 | 0.1374 | -0.020 |
| 1.12 | 1.28 | 52 | 98 | 46.5% | 0.58 | 0.1453 | -0.021 | 20.5 | 0.8700 | 0.9700 | 2 | 50.3% | -0.42 | 0.1467 | -0.021 | |
| 0.8700 | 1.05 | 86 | 46.8% | 0.51 | 0.1490 | -0.021 | 21 | 1.08 | 1.24 | 4 | 49.6% | -0.50 | 0.1507 | -0.021 | ||
| 0.6600 | 0.8500 | 24 | 46.9% | 0.43 | 0.1474 | -0.021 | 21.5 | 1.38 | 1.53 | 49.8% | -0.57 | 0.1493 | -0.021 | |||
| 0.5500 | 0.6600 | 2 | 228 | 48.0% | 0.36 | 0.1408 | -0.020 | 22 | 1.68 | 1.85 | 4 | 49.0% | -0.64 | 0.1431 | -0.020 | |
| 0.3700 | 0.5400 | 34 | 47.6% | 0.30 | 0.1305 | -0.018 | 22.5 | 2.08 | 2.21 | 1 | 50.2% | -0.71 | 0.1331 | -0.018 | ||
| 0.2700 | 0.4600 | 1 | 153 | 48.9% | 0.25 | 0.1176 | -0.017 | 23 | 1.40 | 3.80 | 54.3% | -0.76 | 0.1204 | -0.017 | ||
| 0.2300 | 0.3000 | 48.4% | 0.20 | 0.1032 | -0.015 | 23.5 | 2.40 | 3.60 | 54.3% | -0.81 | 0.1064 | -0.015 | ||||
| 0.1700 | 0.2200 | 14 | 28 | 48.4% | 0.16 | 0.0886 | -0.013 | 24 | 2.27 | 4.60 | 55.3% | -0.85 | 0.0920 | -0.013 | ||
| 0.0800 | 0.2000 | 5 | 13 | 52.5% | 0.10 | 0.0626 | -0.009 | 25 | 3.75 | 4.95 | 58.1% | -0.92 | 0.0664 | -0.009 | ||
| 0 | 0.1500 | 1 | 52.4% | 0.06 | 0.0435 | -0.007 | 26 | 4.70 | 7.25 | 108.9% | -0.95 | 0.0472 | -0.007 | |||
| 0 | 0.7500 | 88.8% | 0.04 | 0.0309 | -0.005 | 27 | 5.15 | 8.35 | 105.1% | -0.97 | 0.0351 | -0.005 | ||||
| 0 | 0.7500 | 50 | 111.4% | 0.02 | 0.0134 | -0.003 | 30 | 8.15 | 11.35 | 129.7% | -1.00 | 0.0094 | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs