CHWY option chain Chewy, Inc.

Expiration Cboe delayed options data · as of 12:34 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 ±13.5% (18.06–23.68) · ATM IV 49.5% · P/C open interest 0.59

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
5.95	10.00				0.98	0.0089	-0.003	13	0	2.13			171.8%	-0.02	0.0090	-0.003
5.50	9.60				0.98	0.0106	-0.003	13.5	0	1.55			143.2%	-0.02	0.0107	-0.003
5.70	8.95			95.1%	0.97	0.0127	-0.003	14	0	0.1500		24	71.2%	-0.03	0.0128	-0.003
4.55	7.90				0.97	0.0155	-0.004	14.5	0	1.55			126.5%	-0.03	0.0156	-0.004
4.40	7.40				0.96	0.0190	-0.004	15	0	0.9500			99.0%	-0.04	0.0191	-0.004
4.25	6.90			36.5%	0.95	0.0236	-0.005	15.5	0	1.35			104.8%	-0.05	0.0238	-0.005
3.75	6.40			30.0%	0.94	0.0295	-0.005	16	0	0.1900		1	54.0%	-0.06	0.0297	-0.005
3.30	5.95			42.8%	0.93	0.0369	-0.006	16.5	0	2.23			113.2%	-0.07	0.0371	-0.006
2.88	5.50			46.1%	0.91	0.0456	-0.007	17	0	0.4800		3	56.9%	-0.10	0.0459	-0.007
2.82	5.05			58.7%	0.88	0.0556	-0.009	17.5	0	2.30		32	98.8%	-0.12	0.0560	-0.009
2.61	4.60			61.7%	0.85	0.0666	-0.010	18	0.0600	0.5500	150	28	49.8%	-0.16	0.0671	-0.010
2.25	4.20		3	60.7%	0.81	0.0779	-0.011	18.5	0.3200	0.5500	82	21	50.8%	-0.19	0.0785	-0.011
1.65	3.85		3	54.9%	0.76	0.0889	-0.013	19	0.3800	0.6500	229	27	48.2%	-0.24	0.0897	-0.013
1.89	2.40		19	43.4%	0.71	0.0990	-0.014	19.5	0.2300	1.16		4	49.1%	-0.29	0.1000	-0.014
1.69	2.18	4	23	47.7%	0.66	0.1076	-0.015	20	0.7900	1.14	6	15	52.2%	-0.34	0.1088	-0.015
1.30	1.73	8	21	42.7%	0.60	0.1139	-0.016	20.5	0.9800	1.35			51.4%	-0.40	0.1154	-0.016
1.07	1.64	55	85	46.1%	0.54	0.1178	-0.016	21	1.07	1.84	2	1	52.8%	-0.46	0.1195	-0.016
1.00	1.22	1	21	45.4%	0.49	0.1189	-0.016	21.5	1.44	1.70			47.1%	-0.52	0.1209	-0.016
0.8100	1.02	13	60	45.4%	0.43	0.1174	-0.016	22	1.77	2.46	250	251	55.8%	-0.58	0.1198	-0.016
0.6700	0.8500	3	346	45.9%	0.37	0.1136	-0.015	22.5	2.05	2.80			55.2%	-0.63	0.1163	-0.015
0.1100	0.8400		7	40.1%	0.32	0.1078	-0.014	23	2.27	2.83			46.6%	-0.69	0.1108	-0.015
0.4000	0.5900		22	46.0%	0.27	0.1005	-0.013	23.5	1.95	3.75			43.0%	-0.74	0.1040	-0.013
0.3200	0.6000		1	45.3%	0.23	0.0921	-0.012	24	2.06	4.55			45.3%	-0.78	0.0960	-0.012
0.1400	0.3700		6	46.6%	0.16	0.0734	-0.009	25	2.95	5.15			35.5%	-0.86	0.0783	-0.010
0.1100	0.2500	2	2	48.5%	0.11	0.0553	-0.007	26	3.90	6.45			52.7%	-0.92	0.0606	-0.008
0	0.2600	2		50.5%	0.07	0.0409	-0.005	27	4.20	7.95			50.2%	-0.95	0.0449	-0.006
0	0.0700	5	76	52.6%	0.03	0.0183	-0.003	30	7.15	11.10			71.4%	-0.99	0.0137	-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 — Nov 27, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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CHWY option chain Chewy, Inc.

Volatility smile — Nov 27, 2026

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