CHWY cadena de opciones Chewy, Inc.
Cboe delayed options data · a fecha de 09:33 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±13.3% (20.95–27.39) · ATM IV 80.1% · P/C interés abierto 0.49
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 10.50 | 11.95 | 4 | 0.99 | 0.0032 | -0.003 | 12.5 | 0 | 0.0600 | 52 | 147.2% | -0.01 | 0.0032 | -0.005 | |||
| 9.00 | 11.25 | 0.99 | 0.0049 | -0.004 | 14 | 0 | 0.2800 | 162.4% | -0.01 | 0.0049 | -0.005 | |||||
| 8.00 | 10.65 | 25 | 145.9% | 0.98 | 0.0066 | -0.005 | 15 | 0 | 0.0400 | 851 | 115.1% | -0.01 | 0.0066 | -0.006 | ||
| 7.00 | 8.50 | 0.98 | 0.0089 | -0.006 | 16 | 0 | 0.2900 | 129.4% | -0.02 | 0.0089 | -0.007 | |||||
| 6.05 | 7.65 | 0.98 | 0.0125 | -0.007 | 17 | 0 | 0.1200 | 596 | 94.8% | -0.02 | 0.0125 | -0.008 | ||||
| 5.75 | 6.95 | 1,243 | 0.97 | 0.0152 | -0.008 | 17.5 | 0.0200 | 0.0600 | 9 | 1,795 | 82.1% | -0.03 | 0.0152 | -0.008 | ||
| 4.85 | 7.25 | 3 | 0.96 | 0.0189 | -0.009 | 18 | 0 | 0.1600 | 25 | 86.4% | -0.04 | 0.0189 | -0.010 | |||
| 4.60 | 6.90 | 75.8% | 0.95 | 0.0238 | -0.011 | 18.5 | 0.0400 | 0.3900 | 10 | 100.9% | -0.05 | 0.0238 | -0.012 | |||
| 4.45 | 6.35 | 2 | 3 | 92.7% | 0.94 | 0.0302 | -0.014 | 19 | 0.0800 | 0.3400 | 10 | 92 | 92.6% | -0.06 | 0.0302 | -0.015 |
| 3.85 | 5.90 | 1 | 82.0% | 0.92 | 0.0378 | -0.017 | 19.5 | 0 | 0.3900 | 2 | 5 | 83.2% | -0.08 | 0.0378 | -0.018 | |
| 4.05 | 4.45 | 20 | 9,885 | 56.6% | 0.89 | 0.0463 | -0.021 | 20 | 0.2000 | 0.3100 | 42 | 8,501 | 82.2% | -0.11 | 0.0464 | -0.022 |
| 2.93 | 4.20 | 0.86 | 0.0554 | -0.026 | 20.5 | 0.0600 | 0.5600 | 3 | 162 | 79.5% | -0.14 | 0.0555 | -0.026 | |||
| 3.25 | 3.75 | 6 | 71.3% | 0.83 | 0.0645 | -0.030 | 21 | 0.1600 | 0.4500 | 2 | 249 | 71.1% | -0.17 | 0.0647 | -0.031 | |
| 2.97 | 3.40 | 1 | 4 | 76.7% | 0.79 | 0.0735 | -0.034 | 21.5 | 0.4400 | 0.6200 | 21 | 102 | 79.4% | -0.21 | 0.0737 | -0.035 |
| 2.65 | 3.05 | 15 | 78.2% | 0.75 | 0.0820 | -0.038 | 22 | 0.5700 | 0.7800 | 153 | 79.4% | -0.25 | 0.0822 | -0.039 | ||
| 2.20 | 2.50 | 60 | 10.4K | 68.6% | 0.70 | 0.0898 | -0.041 | 22.5 | 0.6700 | 0.9500 | 51 | 6,706 | 77.5% | -0.30 | 0.0900 | -0.042 |
| 1.98 | 2.32 | 3 | 41 | 75.0% | 0.66 | 0.0964 | -0.044 | 23 | 0.9000 | 1.09 | 8 | 146 | 77.2% | -0.34 | 0.0967 | -0.044 |
| 1.65 | 2.00 | 3 | 114 | 72.9% | 0.60 | 0.1015 | -0.046 | 23.5 | 1.14 | 1.32 | 24 | 73 | 78.1% | -0.40 | 0.1018 | -0.046 |
| 1.33 | 2.22 | 72 | 91 | 83.3% | 0.55 | 0.1047 | -0.047 | 24 | 1.37 | 1.53 | 82 | 348 | 76.9% | -0.45 | 0.1050 | -0.047 |
| 1.00 | 1.44 | 39 | 114 | 67.2% | 0.50 | 0.1058 | -0.047 | 24.5 | 1.60 | 1.76 | 18 | 22 | 75.0% | -0.50 | 0.1062 | -0.047 |
| 1.02 | 1.18 | 94 | 6,930 | 71.4% | 0.45 | 0.1048 | -0.047 | 25 | 1.84 | 2.18 | 10 | 2,070 | 76.8% | -0.55 | 0.1052 | -0.047 |
| 0.4700 | 1.00 | 4 | 88 | 61.8% | 0.40 | 0.1021 | -0.046 | 25.5 | 2.07 | 2.48 | 1 | 74.1% | -0.60 | 0.1025 | -0.046 | |
| 0.7100 | 0.9300 | 28 | 1,849 | 74.4% | 0.35 | 0.0979 | -0.044 | 26 | 1.77 | 3.65 | 79.1% | -0.65 | 0.0984 | -0.044 | ||
| 0.4200 | 0.9000 | 159 | 73.1% | 0.31 | 0.0926 | -0.042 | 26.5 | 2.80 | 3.25 | 1 | 76.6% | -0.69 | 0.0932 | -0.042 | ||
| 0.4800 | 0.5900 | 1 | 149 | 72.6% | 0.27 | 0.0867 | -0.039 | 27 | 2.67 | 3.60 | 59.5% | -0.73 | 0.0872 | -0.039 | ||
| 0.3600 | 0.5000 | 5 | 5,242 | 72.1% | 0.23 | 0.0801 | -0.036 | 27.5 | 3.60 | 4.10 | 1,425 | 79.7% | -0.77 | 0.0807 | -0.036 | |
| 0.1400 | 0.4500 | 66 | 68.1% | 0.20 | 0.0733 | -0.033 | 28 | 4.00 | 5.25 | 102.6% | -0.80 | 0.0738 | -0.033 | |||
| 0.0400 | 0.3500 | 3 | 136 | 64.6% | 0.17 | 0.0662 | -0.029 | 28.5 | 4.40 | 5.65 | 102.7% | -0.83 | 0.0668 | -0.029 | ||
| 0.0100 | 0.4300 | 2 | 54 | 71.7% | 0.14 | 0.0591 | -0.026 | 29 | 4.80 | 6.20 | 107.0% | -0.86 | 0.0597 | -0.026 | ||
| 0 | 0.2600 | 36 | 66.6% | 0.12 | 0.0524 | -0.023 | 29.5 | 5.30 | 6.55 | 107.6% | -0.88 | 0.0530 | -0.023 | |||
| 0.1200 | 0.2000 | 8 | 2,210 | 74.4% | 0.10 | 0.0462 | -0.021 | 30 | 5.75 | 6.60 | 4 | 1,333 | 94.4% | -0.90 | 0.0468 | -0.020 |
| 0 | 0.3400 | 65 | 83.7% | 0.08 | 0.0360 | -0.017 | 31 | 6.60 | 8.10 | 117.5% | -0.93 | 0.0368 | -0.016 | |||
| 0 | 0.2200 | 1 | 887 | 86.6% | 0.05 | 0.0255 | -0.013 | 32.5 | 8.05 | 9.70 | 52 | 133.1% | -0.95 | 0.0266 | -0.013 | |
| 0.0100 | 0.0600 | 1,130 | 84.9% | 0.03 | 0.0159 | -0.010 | 35 | 10.60 | 11.90 | 143.1% | -0.97 | 0.0172 | -0.010 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
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