Share price$21.31
1D+2.8%
Sold putSold callAH
Chewy Inc CHWY
CONSUMER CYCLICAL · INTERNET RETAILi
Market dataready · fetched 2026-10-15T23:41:26.173Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002617947Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T23:41:21.434518+00:00
Chewy Inc options
PutsCheap0.94×
CallsCheap0.93×
SkewBullish-1.59 pp
Implied moveBearish±$2.75
TiltBearish8.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.76 | 49.6% | 17.8% | 18.77 | 50.1% | 13.9% |
| 25Δ | 24.19 | 49.3% | 15.8% | 19.37 | 49.5% | 11.7% |
| 30Δ | 23.63 | 49.1% | 13.7% | 19.96 | 48.8% | 9.5% |
| 35Δ | 23.06 | 48.8% | 11.6% | 20.39 | 48.4% | 8.4% |
| 40Δ | 22.50 | 48.6% | 9.6% | 20.80 | 48.0% | 7.4% |
| 45Δ | 22.07 | 48.9% | 8.6% | 21.21 | 47.6% | 6.4% |
| 50Δ | 21.64 | 49.3% | 7.6% | 21.62 | 47.2% | 5.5% |
| 55Δ | 21.22 | 49.6% | 6.6% | 22.03 | 46.8% | 4.5% |
| 60Δ | 20.79 | 50.0% | 5.6% | 22.44 | 46.4% | 3.5% |
| 65Δ | 20.36 | 50.3% | 4.6% | 23.02 | 47.4% | 2.9% |
| 70Δ | 19.90 | 50.9% | 3.7% | 23.63 | 48.7% | 2.3% |
| 75Δ | 19.27 | 52.4% | 3.1% | 24.25 | 49.9% | 1.8% |
| 80Δ | 18.63 | 54.0% | 2.5% | 24.86 | 51.2% | 1.2% |
20Δ
- Pseudo strike
- 24.76
- IV
- 49.6%
- B/E move
- 17.8%
- Pseudo strike
- 18.77
- IV
- 50.1%
- B/E move
- 13.9%
25Δ
- Pseudo strike
- 24.19
- IV
- 49.3%
- B/E move
- 15.8%
- Pseudo strike
- 19.37
- IV
- 49.5%
- B/E move
- 11.7%
30Δ
- Pseudo strike
- 23.63
- IV
- 49.1%
- B/E move
- 13.7%
- Pseudo strike
- 19.96
- IV
- 48.8%
- B/E move
- 9.5%
35Δ
- Pseudo strike
- 23.06
- IV
- 48.8%
- B/E move
- 11.6%
- Pseudo strike
- 20.39
- IV
- 48.4%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 22.50
- IV
- 48.6%
- B/E move
- 9.6%
- Pseudo strike
- 20.80
- IV
- 48.0%
- B/E move
- 7.4%
45Δ
- Pseudo strike
- 22.07
- IV
- 48.9%
- B/E move
- 8.6%
- Pseudo strike
- 21.21
- IV
- 47.6%
- B/E move
- 6.4%
50Δ
- Pseudo strike
- 21.64
- IV
- 49.3%
- B/E move
- 7.6%
- Pseudo strike
- 21.62
- IV
- 47.2%
- B/E move
- 5.5%
55Δ
- Pseudo strike
- 21.22
- IV
- 49.6%
- B/E move
- 6.6%
- Pseudo strike
- 22.03
- IV
- 46.8%
- B/E move
- 4.5%
60Δ
- Pseudo strike
- 20.79
- IV
- 50.0%
- B/E move
- 5.6%
- Pseudo strike
- 22.44
- IV
- 46.4%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 20.36
- IV
- 50.3%
- B/E move
- 4.6%
- Pseudo strike
- 23.02
- IV
- 47.4%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 19.90
- IV
- 50.9%
- B/E move
- 3.7%
- Pseudo strike
- 23.63
- IV
- 48.7%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 19.27
- IV
- 52.4%
- B/E move
- 3.1%
- Pseudo strike
- 24.25
- IV
- 49.9%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 18.63
- IV
- 54.0%
- B/E move
- 2.5%
- Pseudo strike
- 24.86
- IV
- 51.2%
- B/E move
- 1.2%