CHWY Volatilität 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.48.2%
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.42.5%
HV6047.1%
IV − HV20-Spread
+5.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
67
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:35 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 54.5% | +1.1pt | ±4.8% |
| Oct 30, 2026 | 11 | 49.2% | +3.3pt | ±7.0% |
| Nov 06, 2026 | 18 | 48.5% | +3.0pt | ±8.7% |
| Nov 13, 2026 | 25 | 48.2% | +2.7pt | ±10.2% |
| Nov 20, 2026 | 32 | 48.2% | +1.4pt | ±11.5% |
| Nov 27, 2026 | 39 | 47.2% | -6.6pt | ±12.4% |
| Dec 18, 2026 | 60 | 56.1% | +1.0pt | ±18.2% |
| Jan 15, 2027 | 88 | 52.5% | +3.3pt | ±20.6% |
| Mar 19, 2027 | 151 | 51.1% | +4.4pt | ±25.9% |
| Apr 16, 2027 | 179 | 52.7% | +3.3pt | ±29.1% |
| Jan 21, 2028 | 459 | 53.2% | +4.0pt | ±46.0% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20