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 ±31.1% (16.70–31.80) · ATM IV 52.9% · 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 | |
| 11.05 | 12.40 | 534 | 0.95 | 0.0082 | -0.000 | 12.5 | 0.1500 | 0.2800 | 154 | 61.1% | -0.04 | 0.0082 | -0.003 | |||
| 8.90 | 10.25 | 153 | 38.4% | 0.91 | 0.0148 | -0.002 | 15 | 0.4500 | 0.5400 | 2 | 281 | 58.8% | -0.08 | 0.0149 | -0.004 | |
| 6.95 | 8.40 | 847 | 48.1% | 0.85 | 0.0230 | -0.004 | 17.5 | 0.7900 | 1.07 | 1,452 | 55.9% | -0.15 | 0.0233 | -0.006 | ||
| 6.10 | 6.60 | 2 | 780 | 56.4% | 0.76 | 0.0312 | -0.006 | 20 | 1.53 | 1.82 | 276 | 55.0% | -0.23 | 0.0318 | -0.007 | |
| 4.55 | 5.00 | 1,369 | 53.2% | 0.67 | 0.0376 | -0.008 | 22.5 | 2.48 | 2.84 | 143 | 53.7% | -0.33 | 0.0387 | -0.009 | ||
| 3.30 | 3.85 | 269 | 52.3% | 0.56 | 0.0414 | -0.009 | 25 | 3.80 | 4.15 | 207 | 53.5% | -0.44 | 0.0430 | -0.009 | ||
| 2.38 | 2.93 | 408 | 51.8% | 0.47 | 0.0421 | -0.009 | 27.5 | 5.35 | 5.70 | 352 | 53.0% | -0.54 | 0.0444 | -0.009 | ||
| 1.68 | 2.30 | 2 | 540 | 52.1% | 0.38 | 0.0403 | -0.009 | 30 | 7.10 | 7.45 | 11 | 52.3% | -0.63 | 0.0433 | -0.008 | |
| 1.18 | 1.62 | 64 | 50.9% | 0.31 | 0.0370 | -0.008 | 32.5 | 9.10 | 9.40 | 4 | 52.3% | -0.72 | 0.0407 | -0.007 | ||
| 0.8300 | 1.28 | 244 | 51.6% | 0.24 | 0.0330 | -0.007 | 35 | 11.15 | 12.40 | 59.9% | -0.78 | 0.0374 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs