CHWY option chain Chewy, Inc.
Cboe delayed options data · as of 03:33 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 ±33.1% (16.17–32.17) · ATM IV 52.6% · P/C open interest 0.29
| 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 | |
| 10.55 | 13.55 | 54.9% | 0.95 | 0.0088 | -0.001 | 12.5 | 0.0400 | 0.5900 | 4 | 62.6% | -0.05 | 0.0089 | -0.003 | |||
| 9.10 | 10.50 | 50.2% | 0.90 | 0.0151 | -0.002 | 15 | 0.5500 | 0.6800 | 16 | 58.9% | -0.10 | 0.0153 | -0.004 | |||
| 7.30 | 8.55 | 1 | 52.1% | 0.84 | 0.0225 | -0.004 | 17.5 | 0.9300 | 1.16 | 6 | 12 | 54.8% | -0.16 | 0.0229 | -0.006 | |
| 6.25 | 6.75 | 106 | 56.0% | 0.76 | 0.0294 | -0.006 | 20 | 1.81 | 2.12 | 10 | 56.4% | -0.24 | 0.0301 | -0.007 | ||
| 4.90 | 5.40 | 1 | 55.7% | 0.67 | 0.0346 | -0.007 | 22.5 | 2.70 | 3.20 | 23 | 54.4% | -0.34 | 0.0358 | -0.008 | ||
| 3.35 | 4.05 | 7 | 238 | 50.9% | 0.57 | 0.0378 | -0.008 | 25 | 4.10 | 4.50 | 24 | 54.3% | -0.43 | 0.0395 | -0.009 | |
| 2.78 | 3.25 | 19 | 53.5% | 0.48 | 0.0388 | -0.009 | 27.5 | 5.65 | 5.95 | 2 | 64 | 53.1% | -0.53 | 0.0411 | -0.009 | |
| 2.15 | 2.51 | 33 | 53.6% | 0.40 | 0.0378 | -0.008 | 30 | 7.35 | 7.80 | 1 | 52.9% | -0.62 | 0.0409 | -0.008 | ||
| 1.52 | 2.00 | 1 | 53.2% | 0.33 | 0.0356 | -0.008 | 32.5 | 9.30 | 9.70 | 52.4% | -0.69 | 0.0395 | -0.007 | |||
| 1.27 | 1.45 | 1 | 138 | 53.5% | 0.27 | 0.0324 | -0.007 | 35 | 11.45 | 11.85 | 53.4% | -0.76 | 0.0372 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs