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 ±46.5% (11.17–30.57) · ATM IV 53.1% · P/C open interest 0.97
| 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 | |
| 9.90 | 10.80 | 1 | 148 | 57.2% | 0.90 | 0.0138 | -0.002 | 12.5 | 0.9200 | 1.27 | 476 | 59.5% | -0.11 | 0.0144 | -0.003 | |
| 8.30 | 9.15 | 5 | 524 | 56.4% | 0.84 | 0.0192 | -0.003 | 15 | 1.46 | 1.98 | 10 | 1,490 | 56.1% | -0.18 | 0.0203 | -0.004 |
| 6.85 | 7.35 | 1 | 1,316 | 52.8% | 0.77 | 0.0241 | -0.004 | 17.5 | 2.58 | 2.83 | 10 | 1,215 | 55.5% | -0.25 | 0.0259 | -0.004 |
| 5.70 | 6.05 | 2 | 1,074 | 52.3% | 0.70 | 0.0281 | -0.004 | 20 | 3.60 | 4.05 | 3 | 3,917 | 54.0% | -0.33 | 0.0307 | -0.005 |
| 4.70 | 5.00 | 9 | 1,051 | 51.9% | 0.62 | 0.0309 | -0.005 | 22.5 | 4.90 | 5.40 | 421 | 52.7% | -0.41 | 0.0346 | -0.005 | |
| 3.95 | 4.15 | 109 | 3,752 | 52.2% | 0.55 | 0.0324 | -0.005 | 25 | 6.50 | 7.00 | 366 | 52.4% | -0.49 | 0.0373 | -0.005 | |
| 3.05 | 3.50 | 1,103 | 51.1% | 0.48 | 0.0328 | -0.005 | 27.5 | 8.30 | 8.85 | 657 | 52.9% | -0.57 | 0.0391 | -0.005 | ||
| 2.56 | 2.74 | 1 | 1,455 | 50.4% | 0.42 | 0.0324 | -0.005 | 30 | 10.20 | 10.65 | 332 | 52.0% | -0.65 | 0.0402 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs