CHWY · Expected Move
Chewy, Inc.
The expected move for CHWY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CHWY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CHWY Expected Move
30-Day Straddle
$2.30
7-Day Straddle
$0.89
30-Day ATM IV
47.8%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to CHWY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CHWY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.30 | $0.89 | 47.8% | 21% |
| 20261016 | $2.33 | $1.08 | 50.3% | 25% |
| 20261015 | $2.37 | $1.12 | 48.8% | 20% |
| 20261014 | $2.31 | $1.41 | 47.3% | 15% |
| 20261013 | $2.18 | $1.25 | 46.2% | 11% |
| 20261012 | $2.10 | $0.82 | 45.7% | 9% |
| 20261009 | $1.89 | $0.96 | 46.2% | 11% |
| 20261008 | $1.99 | $1.10 | 46.6% | 12% |
| 20261007 | $2.08 | $0.99 | 48.7% | 19% |
| 20261006 | $1.92 | $1.09 | 46.1% | 11% |
| 20261005 | $1.99 | $0.74 | 47.3% | 15% |
| 20261002 | $1.80 | $0.84 | 44.6% | 6% |
| 20261001 | $1.82 | $0.99 | 46.1% | 11% |
| 20260930 | $1.93 | $1.06 | 45.5% | 9% |
| 20260929 | $2.03 | $1.26 | 45.8% | 10% |
| 20260928 | $2.08 | $0.79 | 47.5% | 15% |
| 20260925 | $1.78 | $0.91 | 46.2% | 11% |
| 20260924 | $1.90 | $1.02 | 47.0% | 13% |
| 20260923 | $2.04 | $1.14 | 48.1% | 17% |
| 20260922 | $2.53 | $1.21 | 51.0% | 27% |
| 20260921 | $2.19 | $0.91 | 46.2% | 11% |
| 20260918 | $1.94 | $1.02 | 42.8% | 0% |
| 20260917 | $2.17 | $1.07 | 44.5% | 5% |
| 20260916 | $2.29 | $1.22 | 45.5% | 8% |
| 20260915 | $2.57 | $1.44 | 47.7% | 15% |
| 20260914 | $2.47 | $0.97 | 46.8% | 12% |
| 20260911 | $1.90 | $1.02 | 43.1% | 0% |
| 20260910 | $2.29 | $1.21 | 47.8% | 10% |
| 20260909 | $2.27 | $1.30 | 47.4% | 8% |
| 20260908 | $3.48 | $2.84 | 62.9% | 64% |
| 20260904 | $3.38 | $2.52 | 63.4% | 66% |
| 20260903 | $3.42 | $2.62 | 63.4% | 65% |
| 20260902 | $3.46 | $2.88 | 63.0% | 64% |
| 20260901 | $3.48 | $2.71 | 63.4% | 66% |
| 20260831 | $3.46 | $1.03 | 63.3% | 65% |
| 20260828 | $3.17 | $1.17 | 60.9% | 57% |
| 20260827 | $3.44 | $1.42 | 65.6% | 73% |
| 20260826 | $3.30 | $1.42 | 63.1% | 64% |
| 20260825 | $3.66 | $1.69 | 63.2% | 65% |
| 20260824 | $3.70 | $1.03 | 64.5% | 69% |
| 20260821 | $3.31 | $1.18 | 61.8% | 60% |
| 20260820 | $3.59 | $1.40 | 62.3% | 62% |
| 20260819 | $3.58 | $1.53 | 62.7% | 63% |
| 20260818 | $3.27 | $1.29 | 63.0% | 64% |
| 20260817 | $3.19 | $0.95 | 60.3% | 55% |
| 20260814 | $2.88 | $1.17 | 58.0% | 47% |
| 20260813 | $2.96 | $1.19 | 59.1% | 50% |
| 20260812 | $3.83 | $1.31 | 64.7% | 70% |
| 20260811 | $3.37 | $1.42 | 63.2% | 65% |
| 20260810 | $3.42 | $1.08 | 66.6% | 76% |
| 20260807 | — | — | 51.2% | 23% |
| 20260806 | $2.40 | $1.39 | 49.4% | 17% |
| 20260805 | $2.42 | $1.55 | 45.0% | 2% |
| 20260804 | $3.59 | $1.54 | 62.8% | 63% |
| 20260803 | $3.14 | $1.08 | 56.8% | 43% |
| 20260731 | $2.65 | $1.21 | 56.3% | 41% |
| 20260730 | $2.63 | $1.29 | 48.8% | 15% |
| 20260729 | $2.57 | $1.46 | 49.3% | 17% |
| 20260728 | $2.77 | $1.51 | 51.4% | 22% |
| 20260727 | $2.81 | $1.15 | 55.4% | 35% |
More on CHWY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.