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Chewy Inc CHWY

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T21:49:29.916Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:44:34.430745248Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T21:49:29.199237+00:00

Share price$20.87
1D-2.8%
AH$20.49$20.75$21.02$21.28$21.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHWY
Sold putSold callAH

Chewy Inc options

Live interpolated CHWY call and put midpoint premiums by absolute delta.Chewy Inc$0.03$1.40$2.77$4.14$5.51$18.35$19.64$20.92$22.21$23.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHWY spot · $20.87CHWY PRICE$0.45$0.21$0.27$0.33$0.40$0.47$0.56$0.68$0.80$0.94$1.09$1.37$4.93$0.18$0.21$0.26$0.31$0.37$0.44$0.52$0.59$0.67$0.75$0.99$3.05$5.12
PutsCheap0.94×
CallsExpensive1.19×
SkewBullish-19.46 pp
Implied moveBullish±$1.08
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.69156.0%25.3%19.5656.2%7.1%
25Δ21.9148.7%6.0%20.0346.6%5.0%
30Δ21.7149.4%5.3%20.2444.9%4.3%
35Δ21.5050.1%4.6%20.4443.3%3.5%
40Δ21.3150.0%4.0%20.6142.8%3.0%
45Δ21.1249.9%3.5%20.7742.8%2.6%
50Δ20.9350.4%3.0%20.9242.9%2.2%
55Δ20.7452.0%2.6%21.0742.3%1.9%
60Δ20.5553.7%2.3%21.2241.1%1.6%
65Δ20.3454.6%1.9%21.3739.9%1.2%
70Δ20.1255.1%1.6%21.6642.3%1.0%
75Δ19.7960.6%1.4%23.6788.4%1.2%
80Δ16.82230.2%4.2%25.69134.4%1.4%

20Δ

Calls
Pseudo strike
25.69
IV
156.0%
B/E move
25.3%
Puts
Pseudo strike
19.56
IV
56.2%
B/E move
7.1%

25Δ

Calls
Pseudo strike
21.91
IV
48.7%
B/E move
6.0%
Puts
Pseudo strike
20.03
IV
46.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
21.71
IV
49.4%
B/E move
5.3%
Puts
Pseudo strike
20.24
IV
44.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
21.50
IV
50.1%
B/E move
4.6%
Puts
Pseudo strike
20.44
IV
43.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
21.31
IV
50.0%
B/E move
4.0%
Puts
Pseudo strike
20.61
IV
42.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
21.12
IV
49.9%
B/E move
3.5%
Puts
Pseudo strike
20.77
IV
42.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
20.93
IV
50.4%
B/E move
3.0%
Puts
Pseudo strike
20.92
IV
42.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
20.74
IV
52.0%
B/E move
2.6%
Puts
Pseudo strike
21.07
IV
42.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
20.55
IV
53.7%
B/E move
2.3%
Puts
Pseudo strike
21.22
IV
41.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
20.34
IV
54.6%
B/E move
1.9%
Puts
Pseudo strike
21.37
IV
39.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
20.12
IV
55.1%
B/E move
1.6%
Puts
Pseudo strike
21.66
IV
42.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
19.79
IV
60.6%
B/E move
1.4%
Puts
Pseudo strike
23.67
IV
88.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
16.82
IV
230.2%
B/E move
4.2%
Puts
Pseudo strike
25.69
IV
134.4%
B/E move
1.4%