CHWY option chain Chewy, Inc.
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 ±29.5% (14.72–27.02) · ATM IV 52.7% · P/C open interest 0.42
| 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 | |
| 8.60 | 9.65 | 14 | 59.4% | 0.93 | 0.0147 | -0.003 | 12.5 | 0.2600 | 0.5100 | 1 | 370 | 63.3% | -0.07 | 0.0149 | -0.003 | |
| 6.70 | 7.55 | 6 | 58.3% | 0.87 | 0.0259 | -0.005 | 15 | 0.6200 | 0.7800 | 5 | 216 | 56.6% | -0.14 | 0.0264 | -0.005 | |
| 4.75 | 5.35 | 59 | 49.3% | 0.77 | 0.0378 | -0.007 | 17.5 | 1.29 | 1.45 | 5 | 124 | 54.6% | -0.24 | 0.0388 | -0.007 | |
| 3.55 | 3.95 | 1,343 | 51.8% | 0.65 | 0.0475 | -0.008 | 20 | 2.31 | 2.49 | 89 | 493 | 53.7% | -0.36 | 0.0492 | -0.008 | |
| 2.44 | 2.84 | 50 | 480 | 51.3% | 0.53 | 0.0523 | -0.008 | 22.5 | 3.60 | 3.95 | 3 | 180 | 53.3% | -0.49 | 0.0552 | -0.009 |
| 1.62 | 2.02 | 309 | 50.9% | 0.41 | 0.0518 | -0.008 | 25 | 5.30 | 5.65 | 175 | 53.5% | -0.62 | 0.0559 | -0.008 | ||
| 0.9400 | 1.39 | 378 | 49.3% | 0.31 | 0.0471 | -0.007 | 27.5 | 7.20 | 8.05 | 76 | 58.0% | -0.73 | 0.0528 | -0.008 | ||
| 0.7000 | 0.9100 | 26 | 1,327 | 49.9% | 0.22 | 0.0404 | -0.006 | 30 | 9.05 | 9.80 | 213 | 51.6% | -0.82 | 0.0478 | -0.007 | |
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