CHWY cadeia de opções Chewy, Inc.
Cboe delayed options data · em 21:49 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±12.7% (20.78–26.84) · IV ATM 78.1% · P/C open interest 0.48
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 11.15 | 13.40 | 4 | 307.7% | 0.99 | 0.0026 | 0.000 | 12.5 | 0 | 0.3200 | 52 | 200.9% | -0.01 | 0.0026 | -0.003 | ||
| 9.65 | 11.95 | 267.8% | 0.99 | 0.0042 | 0.000 | 14 | 0 | 2.13 | 294.6% | -0.01 | 0.0042 | -0.004 | ||||
| 8.85 | 10.90 | 25 | 249.3% | 0.99 | 0.0060 | -0.001 | 15 | 0 | 0.3500 | 851 | 155.2% | -0.01 | 0.0060 | -0.005 | ||
| 7.70 | 10.00 | 221.6% | 0.98 | 0.0086 | -0.002 | 16 | 0 | 0.1900 | 120.4% | -0.02 | 0.0086 | -0.006 | ||||
| 6.80 | 9.00 | 202.3% | 0.98 | 0.0126 | -0.004 | 17 | 0 | 0.2300 | 6 | 596 | 109.4% | -0.02 | 0.0126 | -0.007 | ||
| 6.40 | 7.10 | 1 | 1,243 | 125.0% | 0.97 | 0.0156 | -0.005 | 17.5 | 0.0200 | 0.2400 | 7 | 1,791 | 104.7% | -0.03 | 0.0157 | -0.009 |
| 5.90 | 7.60 | 1 | 3 | 166.6% | 0.96 | 0.0197 | -0.007 | 18 | 0 | 0.1300 | 25 | 83.8% | -0.04 | 0.0198 | -0.010 | |
| 5.35 | 6.90 | 145.2% | 0.95 | 0.0251 | -0.009 | 18.5 | 0.0400 | 0.2800 | 155 | 10 | 94.3% | -0.05 | 0.0251 | -0.012 | ||
| 4.85 | 6.35 | 3 | 132.9% | 0.94 | 0.0319 | -0.013 | 19 | 0 | 0.1700 | 2 | 92 | 74.6% | -0.06 | 0.0320 | -0.015 | |
| 4.50 | 5.65 | 1 | 121.0% | 0.92 | 0.0401 | -0.017 | 19.5 | 0.0600 | 0.2400 | 6 | 7 | 77.9% | -0.08 | 0.0402 | -0.019 | |
| 4.05 | 4.40 | 8 | 9,871 | 80.1% | 0.89 | 0.0493 | -0.021 | 20 | 0.1900 | 0.2400 | 241 | 8,463 | 78.2% | -0.11 | 0.0495 | -0.023 |
| 3.55 | 4.85 | 110.8% | 0.86 | 0.0591 | -0.026 | 20.5 | 0.2100 | 0.3800 | 8 | 162 | 78.1% | -0.14 | 0.0593 | -0.028 | ||
| 3.25 | 3.85 | 2 | 6 | 90.2% | 0.82 | 0.0689 | -0.031 | 21 | 0.3100 | 0.4400 | 151 | 249 | 76.5% | -0.18 | 0.0691 | -0.033 |
| 2.85 | 3.25 | 2 | 4 | 80.7% | 0.78 | 0.0782 | -0.036 | 21.5 | 0.4300 | 0.7300 | 153 | 103 | 82.3% | -0.22 | 0.0784 | -0.037 |
| 2.39 | 2.79 | 2 | 15 | 73.6% | 0.74 | 0.0866 | -0.040 | 22 | 0.5500 | 0.7100 | 2 | 153 | 75.9% | -0.26 | 0.0869 | -0.041 |
| 2.12 | 2.69 | 65 | 10.4K | 82.2% | 0.69 | 0.0938 | -0.044 | 22.5 | 0.6500 | 0.9700 | 94 | 6,710 | 76.4% | -0.31 | 0.0941 | -0.045 |
| 1.75 | 2.15 | 11 | 41 | 73.5% | 0.64 | 0.0996 | -0.047 | 23 | 0.9000 | 1.20 | 9 | 147 | 78.8% | -0.36 | 0.1000 | -0.047 |
| 1.64 | 1.89 | 12 | 112 | 78.4% | 0.58 | 0.1037 | -0.049 | 23.5 | 1.11 | 1.30 | 7 | 71 | 75.0% | -0.42 | 0.1040 | -0.049 |
| 1.38 | 1.61 | 57 | 163 | 77.2% | 0.53 | 0.1059 | -0.050 | 24 | 1.37 | 1.70 | 81 | 400 | 79.0% | -0.47 | 0.1063 | -0.050 |
| 1.20 | 1.52 | 22 | 142 | 81.6% | 0.48 | 0.1061 | -0.050 | 24.5 | 1.63 | 1.91 | 4 | 39 | 76.8% | -0.52 | 0.1066 | -0.050 |
| 1.01 | 1.22 | 242 | 6,973 | 79.1% | 0.43 | 0.1046 | -0.049 | 25 | 1.93 | 2.38 | 60 | 2,068 | 81.0% | -0.57 | 0.1051 | -0.049 |
| 0.4800 | 1.00 | 8 | 89 | 68.0% | 0.38 | 0.1013 | -0.048 | 25.5 | 2.20 | 2.66 | 1 | 78.2% | -0.62 | 0.1018 | -0.047 | |
| 0.6800 | 0.9000 | 4 | 1,874 | 79.0% | 0.33 | 0.0967 | -0.045 | 26 | 2.63 | 3.05 | 81.6% | -0.67 | 0.0972 | -0.045 | ||
| 0.2300 | 0.7500 | 1 | 159 | 68.6% | 0.29 | 0.0910 | -0.043 | 26.5 | 3.00 | 3.40 | 1 | 81.2% | -0.71 | 0.0916 | -0.042 | |
| 0.2800 | 0.6100 | 22 | 149 | 72.3% | 0.25 | 0.0845 | -0.040 | 27 | 3.05 | 3.75 | 68.9% | -0.75 | 0.0852 | -0.039 | ||
| 0.2500 | 0.5200 | 25 | 5,244 | 74.3% | 0.22 | 0.0776 | -0.037 | 27.5 | 3.70 | 4.50 | 3 | 1,425 | 88.7% | -0.78 | 0.0783 | -0.035 |
| 0.3000 | 0.4700 | 2 | 66 | 80.1% | 0.19 | 0.0706 | -0.034 | 28 | 3.20 | 5.75 | 86.3% | -0.82 | 0.0713 | -0.032 | ||
| 0.0400 | 0.3600 | 3 | 139 | 69.7% | 0.16 | 0.0636 | -0.031 | 28.5 | 3.00 | 6.20 | 56.3% | -0.84 | 0.0643 | -0.029 | ||
| 0.0100 | 0.3600 | 6 | 56 | 73.0% | 0.14 | 0.0569 | -0.028 | 29 | 3.95 | 6.65 | 83.4% | -0.87 | 0.0576 | -0.026 | ||
| 0 | 0.3900 | 36 | 78.7% | 0.12 | 0.0507 | -0.025 | 29.5 | 4.30 | 7.10 | 78.3% | -0.89 | 0.0513 | -0.023 | |||
| 0.1200 | 0.1800 | 50 | 2,216 | 77.9% | 0.10 | 0.0450 | -0.023 | 30 | 5.65 | 6.80 | 1,329 | 85.6% | -0.90 | 0.0456 | -0.020 | |
| 0 | 0.1900 | 65 | 78.0% | 0.08 | 0.0354 | -0.018 | 31 | 5.85 | 8.35 | 76.6% | -0.93 | 0.0358 | -0.015 | |||
| 0 | 0.0800 | 10 | 886 | 76.2% | 0.05 | 0.0249 | -0.014 | 32.5 | 8.30 | 9.05 | 52 | 100.1% | -0.95 | 0.0254 | -0.010 | |
| 0.0100 | 0.0500 | 6 | 1,130 | 87.4% | 0.03 | 0.0147 | -0.009 | 35 | 9.80 | 12.30 | 86.8% | -0.98 | 0.0175 | -0.004 | ||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs