CHWY volatility Chewy, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.62.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.41.4%
HV6048.1%
IV − HV20 spread
+21.4pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
91
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 00:33 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 55.8% | +2.4pt | ±3.5% |
| Sep 11, 2026 | 9 | 90.2% | -0.2pt | ±11.4% |
| Sep 18, 2026 | 16 | 75.4% | +3.8pt | ±12.6% |
| Sep 25, 2026 | 23 | 67.7% | +4.3pt | ±13.5% |
| Oct 02, 2026 | 30 | 62.7% | +3.2pt | ±14.3% |
| Oct 09, 2026 | 37 | 61.1% | +4.6pt | ±15.5% |
| Oct 16, 2026 | 44 | 58.4% | +1.6pt | ±16.6% |
| Nov 20, 2026 | 79 | 55.0% | +4.0pt | ±20.7% |
| Dec 18, 2026 | 107 | 56.5% | +3.0pt | ±24.7% |
| Jan 15, 2027 | 135 | 55.1% | +4.6pt | ±27.0% |
| Mar 19, 2027 | 198 | 52.9% | +3.3pt | ±31.1% |
| Apr 16, 2027 | 226 | 54.9% | — | ±34.4% |
| Jan 21, 2028 | 506 | 53.4% | +4.0pt | ±49.3% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20