CHWY volatilidad 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.50.6%
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%
Diferencial IV − HV20
+8.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 días registrados
Cboe delayed options data · a fecha de 12:34 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 46.2% | +3.3pt | ±5.2% |
| Oct 30, 2026 | 11 | 50.0% | +11.8pt | ±7.9% |
| Nov 06, 2026 | 18 | 47.9% | +6.5pt | ±9.2% |
| Nov 13, 2026 | 25 | 50.2% | +9.1pt | ±11.2% |
| Nov 20, 2026 | 32 | 50.7% | +4.3pt | ±13.0% |
| Nov 27, 2026 | 39 | 49.5% | +2.8pt | ±13.5% |
| Dec 18, 2026 | 60 | 54.1% | +5.8pt | ±18.1% |
| Jan 15, 2027 | 88 | 51.1% | +0.4pt | ±20.5% |
| Mar 19, 2027 | 151 | 50.6% | +5.4pt | ±26.1% |
| Apr 16, 2027 | 179 | 52.7% | +4.8pt | ±29.5% |
| Jan 21, 2028 | 459 | 53.1% | +5.1pt | ±46.5% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20