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 ±49.5% (12.20–36.15) · ATM IV 53.7% · P/C open interest 0.52
| 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 | |
| 12.65 | 13.65 | 141 | 58.6% | 0.91 | 0.0092 | -0.001 | 12.5 | 0.6600 | 1.00 | 368 | 57.6% | -0.08 | 0.0095 | -0.003 | ||
| 10.50 | 11.85 | 466 | 53.3% | 0.87 | 0.0129 | -0.002 | 15 | 1.26 | 1.61 | 5 | 1,277 | 56.4% | -0.13 | 0.0135 | -0.003 | |
| 9.55 | 10.25 | 1 | 1,227 | 56.9% | 0.82 | 0.0166 | -0.003 | 17.5 | 2.09 | 2.46 | 389 | 55.9% | -0.19 | 0.0175 | -0.004 | |
| 7.75 | 8.85 | 7 | 915 | 53.4% | 0.76 | 0.0198 | -0.004 | 20 | 3.10 | 3.40 | 1 | 605 | 54.8% | -0.25 | 0.0212 | -0.005 |
| 7.00 | 7.60 | 990 | 55.0% | 0.70 | 0.0225 | -0.004 | 22.5 | 4.25 | 4.60 | 356 | 54.1% | -0.31 | 0.0244 | -0.005 | ||
| 5.90 | 6.60 | 632 | 54.4% | 0.64 | 0.0245 | -0.005 | 25 | 5.45 | 6.00 | 317 | 52.9% | -0.38 | 0.0270 | -0.005 | ||
| 4.90 | 5.45 | 2 | 1,364 | 52.3% | 0.58 | 0.0258 | -0.005 | 27.5 | 7.00 | 7.70 | 1,128 | 53.4% | -0.45 | 0.0290 | -0.006 | |
| 4.15 | 4.80 | 1 | 1,285 | 52.5% | 0.52 | 0.0265 | -0.005 | 30 | 8.70 | 9.35 | 289 | 53.1% | -0.51 | 0.0306 | -0.006 | |
| 3.50 | 4.05 | 95 | 51.8% | 0.47 | 0.0266 | -0.005 | 32.5 | 10.35 | 11.15 | 84 | 52.1% | -0.57 | 0.0316 | -0.006 | ||
| 2.95 | 3.45 | 950 | 51.4% | 0.42 | 0.0263 | -0.005 | 35 | 12.35 | 13.05 | 47 | 52.2% | -0.63 | 0.0323 | -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