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 ±20.7% (19.21–29.27) · ATM IV 55.0% · P/C open interest 0.55
| 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 | |
| 10.40 | 13.65 | 93.0% | 0.98 | 0.0051 | -0.001 | 12.5 | 0.0100 | 0.1100 | 534 | 74.6% | -0.02 | 0.0051 | -0.002 | |||
| 8.45 | 9.65 | 8 | 0.96 | 0.0109 | -0.003 | 15 | 0.0100 | 0.1700 | 600 | 60.7% | -0.04 | 0.0109 | -0.003 | |||
| 6.20 | 7.35 | 74 | 0.91 | 0.0237 | -0.006 | 17.5 | 0.2200 | 0.3800 | 856 | 58.8% | -0.09 | 0.0239 | -0.006 | |||
| 4.70 | 5.30 | 555 | 51.6% | 0.81 | 0.0418 | -0.010 | 20 | 0.6600 | 0.8200 | 7 | 928 | 56.6% | -0.19 | 0.0422 | -0.011 | |
| 3.25 | 3.60 | 2 | 486 | 54.2% | 0.67 | 0.0573 | -0.014 | 22.5 | 1.43 | 1.69 | 648 | 55.6% | -0.33 | 0.0580 | -0.014 | |
| 2.04 | 2.40 | 6 | 1,312 | 54.7% | 0.52 | 0.0644 | -0.015 | 25 | 2.69 | 2.93 | 145 | 55.3% | -0.49 | 0.0656 | -0.016 | |
| 1.21 | 1.41 | 614 | 53.3% | 0.37 | 0.0614 | -0.014 | 27.5 | 4.20 | 4.55 | 210 | 53.5% | -0.64 | 0.0633 | -0.015 | ||
| 0.6000 | 0.8400 | 5 | 845 | 52.0% | 0.25 | 0.0517 | -0.012 | 30 | 6.25 | 6.50 | 48 | 54.8% | -0.77 | 0.0542 | -0.012 | |
| 0.3300 | 0.6000 | 1 | 1,423 | 54.6% | 0.16 | 0.0394 | -0.009 | 32.5 | 8.40 | 9.65 | 52 | 70.8% | -0.86 | 0.0427 | -0.009 | |
| 0.1800 | 0.3000 | 216 | 53.5% | 0.10 | 0.0279 | -0.006 | 35 | 10.65 | 12.10 | 76.3% | -0.93 | 0.0317 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs