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Chewy Inc CHWY

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:20:09.668Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002617947Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:20:09.102454+00:00

Share price$21.31
1D+2.8%
AH$20.66$20.94$21.23$21.51$21.795:30 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$0.57$1.10$1.64$2.18$20.26$20.92$21.59$22.26$22.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHWY spot · $21.31CHWY PRICE$0.35$0.31$0.26$0.22$0.19$0.25$0.32$0.38$0.44$0.50$0.64$0.78$0.92$0.09$0.10$0.12$0.15$0.18$0.21$0.24$0.28$0.31$0.51$0.95$1.49$2.03
PutsExpensive1.06×
CallsExpensive1.48×
SkewBullish-55.82 pp
Implied moveBullish±$0.56
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.19403.8%24.5%20.6477.0%3.6%
25Δ25.00316.2%18.7%20.8266.3%2.8%
30Δ23.80228.6%12.9%21.0055.6%2.0%
35Δ22.61141.0%7.1%21.0854.5%1.8%
40Δ21.4960.3%1.7%21.1553.5%1.6%
45Δ21.4063.2%1.6%21.2352.5%1.4%
50Δ21.3066.0%1.4%21.3051.5%1.2%
55Δ21.2068.9%1.3%21.3850.5%1.0%
60Δ21.1071.8%1.1%21.4649.5%0.8%
65Δ21.0174.6%1.0%21.6567.9%0.8%
70Δ20.8479.5%0.8%22.03113.3%1.1%
75Δ20.6884.6%0.7%22.59147.9%1.0%
80Δ20.5189.6%0.5%23.15182.5%0.9%

20Δ

Calls
Pseudo strike
26.19
IV
403.8%
B/E move
24.5%
Puts
Pseudo strike
20.64
IV
77.0%
B/E move
3.6%

25Δ

Calls
Pseudo strike
25.00
IV
316.2%
B/E move
18.7%
Puts
Pseudo strike
20.82
IV
66.3%
B/E move
2.8%

30Δ

Calls
Pseudo strike
23.80
IV
228.6%
B/E move
12.9%
Puts
Pseudo strike
21.00
IV
55.6%
B/E move
2.0%

35Δ

Calls
Pseudo strike
22.61
IV
141.0%
B/E move
7.1%
Puts
Pseudo strike
21.08
IV
54.5%
B/E move
1.8%

40Δ

Calls
Pseudo strike
21.49
IV
60.3%
B/E move
1.7%
Puts
Pseudo strike
21.15
IV
53.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
21.40
IV
63.2%
B/E move
1.6%
Puts
Pseudo strike
21.23
IV
52.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
21.30
IV
66.0%
B/E move
1.4%
Puts
Pseudo strike
21.30
IV
51.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
21.20
IV
68.9%
B/E move
1.3%
Puts
Pseudo strike
21.38
IV
50.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
21.10
IV
71.8%
B/E move
1.1%
Puts
Pseudo strike
21.46
IV
49.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
21.01
IV
74.6%
B/E move
1.0%
Puts
Pseudo strike
21.65
IV
67.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
20.84
IV
79.5%
B/E move
0.8%
Puts
Pseudo strike
22.03
IV
113.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
20.68
IV
84.6%
B/E move
0.7%
Puts
Pseudo strike
22.59
IV
147.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.51
IV
89.6%
B/E move
0.5%
Puts
Pseudo strike
23.15
IV
182.5%
B/E move
0.9%