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 ±24.7% (18.26–30.23) · ATM IV 56.5% · P/C open interest 1.45
| 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 | |
| 10.65 | 12.30 | 32 | 0.98 | 0.0058 | 0.000 | 12.5 | 0.0200 | 0.0700 | 133 | 61.5% | -0.02 | 0.0058 | -0.002 | |||
| 9.10 | 9.80 | 40 | 48.7% | 0.95 | 0.0130 | -0.001 | 15 | 0.1500 | 0.2100 | 2,615 | 60.5% | -0.05 | 0.0131 | -0.004 | ||
| 6.30 | 7.60 | 36 | 30.6% | 0.88 | 0.0246 | -0.004 | 17.5 | 0.5000 | 0.5900 | 71 | 6,831 | 61.2% | -0.12 | 0.0248 | -0.007 | |
| 5.40 | 5.70 | 100 | 760 | 58.8% | 0.79 | 0.0375 | -0.009 | 20 | 0.9600 | 1.18 | 3 | 1,554 | 58.0% | -0.21 | 0.0379 | -0.010 |
| 3.75 | 4.10 | 2 | 960 | 56.4% | 0.67 | 0.0478 | -0.011 | 22.5 | 1.87 | 2.20 | 879 | 58.2% | -0.34 | 0.0486 | -0.012 | |
| 2.53 | 2.89 | 1 | 982 | 55.9% | 0.54 | 0.0530 | -0.013 | 25 | 3.15 | 3.40 | 1,114 | 57.1% | -0.47 | 0.0542 | -0.013 | |
| 1.63 | 1.95 | 822 | 55.0% | 0.41 | 0.0523 | -0.013 | 27.5 | 4.70 | 5.05 | 429 | 56.8% | -0.59 | 0.0540 | -0.012 | ||
| 1.03 | 1.41 | 12 | 3,995 | 55.9% | 0.31 | 0.0471 | -0.012 | 30 | 6.55 | 6.90 | 4 | 415 | 56.3% | -0.70 | 0.0494 | -0.010 |
| 0.6500 | 0.8500 | 332 | 54.7% | 0.22 | 0.0399 | -0.010 | 32.5 | 8.55 | 9.85 | 16 | 66.3% | -0.79 | 0.0428 | -0.008 | ||
| 0.4100 | 0.6500 | 763 | 56.5% | 0.16 | 0.0323 | -0.008 | 35 | 10.90 | 12.20 | 182 | 71.8% | -0.86 | 0.0358 | -0.005 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs