CHWY September18 indicative quote and own midpoint IV CHWY260918C00028000 = 0.3
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918C00028000 has a strike price of 28.0 and is a call option, which is a type of financial contract, known as a C. The current bid is 0.09 and the ask is 0.3, with a midpoint of 0.195. This quote was last updated on September 4, 2026, at 19:59:59. The feed IV, or implied volatility, is 0.7621, and the calibrated IV is 0.7291. The greeks, which are measures of risk, are as follows: delta is 0.1269, gamma is 0.0636, rho is 0.0009, theta is -0.0286, and vega is 0.0089. The sizes are 1269 and 18. The Midpoint IV calibrated European BSM, a method of calculating option prices, is S23.67, T9/252, r4%, q0. This does not use feed IV clock. The instrument is American, meaning it can be exercised at any time, and the deliverables are unverified. Fresh 120 means the data is from the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00028500 = 0.31
Options mispricing2026-09-06 08:13
A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918C00028500, which is a call option, or a type of contract that gives the buyer the right to buy a stock, with a strike price of 28.5. The bid price is 0.02 and the ask price is 0.31, with a midpoint of 0.165. This quote was last updated on September 4, 2026, at 19:59:50. The feed IV, or implied volatility, is 0.781, and the calibrated IV is 0.747404879878491. The greeks, which are measures of the option's sensitivity, are as follows: delta is 0.1084, gamma is 0.0555, rho is 0.0008, theta is -0.0262, and vega is 0.008. The sizes are 1353 and 641. The MidpointIVcalibratedEuropeanBSM is S23.67, T9/252, r4%, q0. Note that this is not a feed IV clock, and the instrument is American, meaning it can be exercised at any time, with unverified deliverables. The term fresh120s means the quote is based on the Friday close only. This is a diagnostic quote and is not a candidate for purchase unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00027000 = 0.72
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918C00027000 has a strike price of 27.0 and is a call option, which is a type of financial contract, known as a C. The current bid is 0.2 and the ask is 0.72, with a midpoint of 0.46. The quote was last updated on September 4, 2026, at 19:59:50. The feed IV, or implied volatility, is 0.8749, while the calibrated IV is 0.8368. The greeks, which are measures of the option's sensitivity, are as follows: delta is 0.228, gamma is 0.0805, rho is 0.0016, theta is -0.0477, and vega is 0.013. The available sizes are 1200 and 1567. The MidpointIVcalibratedEuropeanBSM, a calculation method, shows values of S23.67, T9/252, r4%, and q0. The feed IV clock is not used. This instrument is an American option, which can be exercised at any time, and the deliverables are unverified. The term fresh120 means the data is from the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00022500 = 2.18
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918C00022500 has a strike price, or K, of 22.5 and is a call option, which is a type of option that gives the buyer the right to buy a stock, referred to here as type C. The current bid is 1.78 and the ask is 2.18, with a midpoint of 1.98, based on a quote from 2026-09-04T19:59:59.951779975Z. This quote is marked as fresh120s, meaning it is based on the Friday close only. The feedIV, or implied volatility from the feed, is 0.7808, while the calibratedIV, which is a calculated volatility, is 0.7429803181280836. The greeks, which are measures of the option's sensitivity, are as follows: delta is 0.668, gamma is 0.1084, rho is 0.0045, theta is -0.052, and vega is 0.0156. The sizes are 888 and 356. The MidpointIVcalibratedEuropeanBSM, a model for calculating option prices, gives a value of S23.67, with a time to expiration of 9/252, a risk-free rate of 4%, and a dividend yield of 0%. This is not based on the feedIV clock. The instrument is American, meaning it can be exercised at any time, and the deliverables are unverified. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00020500 = 4.23
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows information about the stock option CHWY260918C00020500. The symbol is CHWY260918C00020500, which is a call option, or a contract that gives the buyer the right to buy a stock, with a strike price of 20.5. The bid price is 3.29 and the ask price is 4.23, with a midpoint of 3.76. This quote was last updated on September 4, 2026, at 19:59:53. The feed IV, or implied volatility, which is a measure of how much the stock price is expected to fluctuate, is 1.0801, and the calibrated IV is 1.0271. The greeks, which are measures of how the option price will change, are as follows: delta is 0.7984, gamma is 0.0607, rho is 0.005, theta is -0.0558, and vega is 0.0121. The sizes of the trades are 322 and 556. The midpoint IV was calculated using the European BSM model, which is a type of financial model, with a stock price of 23.67, time to expiration of 9/252, risk-free rate of 4%, and dividend yield of 0. The feed IV clock is not available. This option is an American-style option, which means it can be exercised at any time, and the deliverables are unverified. The fresh 120s indicator means that the quote is only updated on Fridays after the market close. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00029000 = 0.31
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for CHWY260918C00029000 shows the following information: the symbol is CHWY260918C00029000, the strike price, or K, is 29.0, and it is a call option, which is a type of financial contract, or C. The current bid is 0.03 and the ask is 0.31, with a midpoint of 0.17. The quote was last updated on September 4, 2026, at 19:59:56. The feed IV, or implied volatility, is 0.8393, and the calibrated IV is 0.8033. The greeks, which are measures of risk, are as follows: delta is 0.1051, gamma is 0.0505, rho is 0.0008, theta is -0.0275, and vega is 0.0078. The sizes are 1179 and 883. The MidpointIVcalibratedEuropeanBSM, a method of calculating option prices, shows values of S23.67, T9/252, r4%, and q0. The feed IV clock is not available. The instrument is an American option, which can be exercised at any time, and the deliverables are unverified. The term fresh120 means the data is only from the Friday close. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00021500 = 0.74
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for CHWY260918P00021500 shows the following information: the symbol is CHWY260918P00021500, the strike price, or K, is 21.5, and it is a put option, which is a type of financial contract, or P. The current bid price is 0.44 and the ask price is 0.74, with a midpoint of 0.59. This quote was last updated on September 4, 2026, at 19:59:56. The feed IV, or implied volatility, is 0.8739, and the calibrated IV is 0.8412260262551947. The greeks, which are measures of risk, are as follows: delta is -0.2448, gamma is 0.0838, rho is -0.0021, theta is -0.0484, and vega is 0.0135. The sizes are 506 and 1240. The Midpoint IV calibrated European BSM, which is a method of calculating option prices, is S23.67, T9/252, r4%, q0. Note that the feed IV clock is not used, and the instrument is American, meaning it can be exercised at any time, with unverified deliverables. The term fresh120 means the data is based on the Friday close only. This is a diagnostic quote and not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00020000 = 4.17
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY September 18 indicative quote. The symbol is CHWY260918C00020000, which is a call option, or a type of contract where the buyer has the right to buy something, with a strike price of 20.0. The current bid price is 3.63 and the ask price is 4.17, with a midpoint of 3.9. This quote was last updated on September 4, 2026, at 19:59:57. The feed IV, or implied volatility, which is a measure of how much the price of something is expected to fluctuate, is 0.8332. However, the calibrated IV, which is a more accurate measure, is 0.7845. The greeks, which are measures of how much the price of the option will change, are as follows: delta is 0.8841, gamma is 0.0546, rho is 0.0056, theta is -0.0308, and vega is 0.0084. The sizes of the trades are 598 and 643. The Midpoint IV calibrated European BSM, which is a type of mathematical model, is S23.67, T9/252, r4%, q0. Note that the feed IV clock is not used, and the instrument is American, meaning it can be exercised at any time, and the deliverables are unverified. The term fresh 120 means the data is from the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00022000 = 0.83
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows the stock symbol CHWY260918P00022000, which is a put option, had a quote on September 4, 2026, at 19:59:53. The bid price was 0.48 and the ask price was 0.83. The midpoint price was 0.655. The feed IV, or implied volatility, was 0.808, and the calibrated IV was 0.7782086082919467. This data also included greeks, which are measures used to evaluate options, with a delta of -0.2816, gamma of 0.0974, rho of -0.0024, theta of -0.048, and vega of 0.0145. The sizes were 982 and 451. The Midpoint IV calibrated European BSM, a model used to calculate option prices, was S23.67, T9/252, r4%, q0. The feed IV clock is not used. This instrument is an American option, which can be exercised at any time, and the deliverables are unverified. The term fresh120 means the data is from the Friday close only. This is a diagnostic quote and not a candidate for trading unless it is individually priced and affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00019000 = 0.13
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for the stock symbol CHWY260918P00019000 shows the following information: the strike price, or K, is 19.0, the type is a put option, which is a type of financial contract, the bid price is 0.08, the ask price is 0.13, and the midpoint price is 0.105. The quote was last updated on September 4, 2026, at 19:59:51. The feed IV, or implied volatility, is 0.8378, and the calibrated IV is 0.8057. The greeks, which are measures of the sensitivity of the option's price, are as follows: delta is -0.0633, gamma is 0.0346, rho is -0.0005, theta is -0.0184, and vega is 0.0053. The sizes are 639 and 305. The Midpoint IV calibrated European BSM, which is a method of calculating option prices, is S23.67, T9/252, r4%, q0. The feed IV clock is not used. The instrument is an American option, which means it can be exercised at any time, and the deliverables are unverified. The term fresh120 means the data is from the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00014000 = 10.89
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for CHWY260918C00014000 shows the following information: the symbol is CHWY260918C00014000, the strike price, or K, is 14.0, and it is a call option, which is a type of financial contract, or C. The bid price is 9.35 and the ask price is 10.89, with a midpoint of 10.12. The quote was last updated on September 4, 2026, at 19:59:53. The calibrated IV, or implied volatility, which is a measure of how volatile the price of the option is, is 2.3056. The sizes of the trades are 56 and 31. The Midpoint IV calibrated European BSM, which is a model used to calculate the price of options, is S23.67, T9/252, r4%, q0. This means the stock price is 23.67, the time to expiration is 9 out of 252 trading days, the risk-free interest rate is 4%, and the dividend yield is 0%. The feed IV clock is not available, and the instrument is an American option, which can be exercised at any time, with unverified deliverables. The fresh 120s means the data is from the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00024000 = 1.27
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows the symbol CHWY260918C00024000, which is a call option, or the right to buy, with a strike price of 24.0. The bid price is 1.19 and the ask price is 1.27, with a midpoint of 1.23, as of the quote time of September 4, 2026, at 19:59:59. The feed IV, or implied volatility, is 0.8018, and the calibrated IV is 0.7652. The greeks, which are measures of risk, are delta 0.4931, gamma 0.116, rho 0.0034, theta -0.0582, and vega 0.0171. The sizes are 376 and 13. This is a diagnostic quote, not a candidate for trading unless individually priced and found to be affordable, using a European BSM model with a stock price of 23.67, time to expiration of 9/252, risk-free rate of 4%, and dividend yield of 0%. The instrument is American, meaning it can be exercised at any time, and the deliverables are unverified. The fresh120s flag means the data is from the Friday close only.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00025000 = 0.94
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918C00025000 has a strike price, or K, of 25.0 and is a call option, which is a type of financial contract, or C. The current bid is 0.8 and the ask is 0.94, with a midpoint of 0.87, as of the quote time on September 4, 2026, at 19:59:51. The feed IV, or implied volatility, is 0.8143, and the calibrated IV is 0.7779. The greeks, which are measures of risk, are: delta, or the rate of change of the option's price, is 0.3855, gamma, or the rate of change of the delta, is 0.1095, rho, or the rate of change of the option's price with respect to the interest rate, is 0.0027, theta, or the rate of change of the option's price with respect to time, is -0.0565, and vega, or the rate of change of the option's price with respect to volatility, is 0.0164. The sizes are 33 and 100. The Midpoint IV calibrated European BSM, which is a model used to calculate option prices, is S23.67, T9/252, r4%, q0. The feed IV clock is not used. The instrument is American, meaning it can be exercised at any time, and the deliverables are unverified. Fresh 120 means the data is from the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00042500 = 19.49
Options mispricing2026-09-06 08:13
A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918P00042500, which is a put option, a type of financial contract that gives the owner the right to sell something at a set price. The strike price, or K, is 42.5. The bid price is 18.41 and the ask price is 19.49. The midpoint, or mid, is 18.95. This quote was last updated on September 4, 2026, at 19:59:49. The calibrated IV, or implied volatility, which is a measure of how much the price of the option is expected to fluctuate, is 1.7874663985156434. The sizes of the trades are 52 and 10. The midpoint IV was calculated using a European BSM model, which is a type of mathematical model used to price options, with a stock price of 23.67, time to expiration of 9/252, risk-free interest rate of 4%, and dividend yield of 0%. This quote is not based on a feed IV clock, which is a system that provides real-time volatility data. The instrument is an American option, which can be exercised at any time, and the deliverables are unverified. The fresh 120s designation means that the quote is based on the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and deemed affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00026500 = 0.72
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for CHWY260918C00026500 shows the following information: the symbol is CHWY260918C00026500, the strike price, or K, is 26.5, and it is a call option, which is a type of financial contract, or C. The bid price is 0.43 and the ask price is 0.72, with a midpoint of 0.575. The quote was last updated on September 4, 2026, at 19:59:56. The feed IV, or implied volatility, is 0.8859, and the calibrated IV is 0.8473. The greeks, which are measures of risk, are as follows: delta is 0.2683, gamma is 0.0867, rho is 0.0019, theta is -0.0528, and vega is 0.0141. The sizes are 2 and 1195. The MidpointIVcalibratedEuropeanBSM, a method of calculating option prices, is S23.67, T9/252, r4%, q0. The feed IV clock is not used. The instrument is an American option, which can be exercised at any time, and the deliverables are unverified. The term fresh120 means the data is from the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00017500 = 6.98
Options mispricing2026-09-06 08:13
A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918C00017500, which is a call option, or a type of financial contract, with a strike price of 17.5. The current bid price is 6.11 and the ask price is 6.98, with a midpoint of 6.545. This quote was last updated on September 4, 2026, at 19:59:52. The calibrated IV, or implied volatility, which is a measure of how much the price of the option is expected to fluctuate, is 1.419740999718978. The sizes of the trades are 490 and 578. The midpoint IV was calculated using the European BSM model, which is a type of financial calculation, with a stock price of 23.67, a time to expiration of 9/252, a risk-free interest rate of 4%, and a dividend yield of 0%. The feed IV, or the implied volatility from the market data feed, is not available. The instrument is an American option, which means it can be exercised at any time, and the deliverables, or the underlying assets, are unverified. The fresh 120s indicator means that the data is only updated on Fridays after the market close. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and deemed affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00028500 = 5.46
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows an indicative quote for CHWY260918P00028500 on September 18. The symbol is CHWY260918P00028500, which is a put option, a type of financial contract, with a strike price of 28.5. The bid price is 4.31 and the ask price is 5.46, with a midpoint of 4.885. This quote was last updated on September 4, 2026, at 19:59:58. The feed IV, or implied volatility, is 0.655, and the calibrated IV is 0.6537500239228133. The greeks, which are measures of risk, are as follows: delta is -0.9329, gamma is 0.0463, rho is -0.0089, theta is -0.0125, and vega is 0.0056. The sizes are 371 and 110. The Midpoint IV calibrated European BSM, a method of calculating option prices, is S23.67, T9/252, r4%, q0. The feed IV clock is not used. This instrument is an American option, which can be exercised at any time, with unverified deliverables. The term fresh120 means the quote is only based on the Friday close. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00018500 = 0.22
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918P00018500 has a strike price, or K, of 18.5 and is a put option, which is a type of financial contract. The current bid is 0.05 and the ask is 0.22, with a midpoint of 0.135. This quote was last updated on September 4, 2026, at 19:59:51. The feed IV, or implied volatility, is 0.9738, and the calibrated IV is 0.9362. The greeks, which are measures of risk, are as follows: delta is -0.0683, gamma is 0.0315, rho is -0.0006, theta is -0.0228, and vega is 0.0057. The sizes are 959 and 728. The Midpoint IV calibrated European BSM, a method of calculating option prices, is S23.67, T9/252, r4%, q0. Note that this is not the feed IV clock. The instrument is American, meaning it can be exercised at any time, and the deliverables are unverified. The term fresh120 means the quote is based on the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00016000 = 9.12
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY's September 18 indicative quote. The symbol CHWY260918C00016000 has a strike price of 16.0 and is a call option, which is a type of financial instrument that gives the buyer the right to buy a stock at a certain price. The current bid price is 7.42 and the ask price is 9.12, with a midpoint of 8.27, as of the quote time on September 4, 2026, at 19:59:53. The calibrated IV, or implied volatility, which is a measure of how much the price of the stock is expected to fluctuate, is 2.019438676621366. The sizes of the trades are 56 and 32. This is a diagnostic quote, meaning it is for analysis purposes only, and is not a candidate for trading unless it is individually priced and deemed affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00027500 = 4.28
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918P00027500 has a strike price, or K, of 27.5, and is a put option, which is a type of financial contract. The current bid is 3.53 and the ask is 4.28, with a midpoint of 3.905. This quote was last updated on September 4, 2026, at 19:59:52. The feed IV, or implied volatility, is 0.5854, and the calibrated IV is 0.5818. The greeks, which are measures of risk, are as follows: delta is -0.9119, gamma is 0.0636, rho is -0.0084, theta is -0.0142, and vega is 0.0069. The sizes are 718 and 116. The Midpoint IV calibrated European BSM, which is a method of calculating option prices, is S23.67, with a time to expiration of 9/252, a risk-free interest rate of 4%, and a dividend yield of 0%. The feed IV clock is not used. This instrument is an American option, which means it can be exercised at any time, and the deliverables are unverified. The term fresh120 means the quote is based on the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00017500 = 0.06
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918P00017500 has a strike price, or K, of 17.5 and is a put option, which is a type of financial contract. The current bid is 0.01 and the ask is 0.06, with a midpoint of 0.035. This quote was last updated on September 4, 2026, at 19:55:02. The feed IV, or implied volatility, is 0.8758, and the calibrated IV is 0.8418. The greeks, which are measures of risk, are as follows: delta is -0.0235, gamma is 0.0148, rho is -0.0002, theta is -0.0086, and vega is 0.0024. The sizes are 1 and 1. The Midpoint IV calibrated European BSM, a method of calculating option prices, is S23.67, T9/252, r4%, q0. This does not use the feed IV clock. The instrument is American, meaning it can be exercised at any time, and the deliverables are unverified. The term fresh120 means the quote is only updated on Fridays after the close. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00029500 = 6.33
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY September 18 indicative quote. The symbol is CHWY260918P00029500, which is a put option, meaning it gives the owner the right to sell, with a strike price of 29.5. The current bid price is 5.33 and the ask price is 6.33, with a midpoint of 5.83. This quote was last updated on September 4, 2026, at 19:59:59. The feed IV, or implied volatility, is 0.6079, while the calibrated IV is 0.6336. The greeks, which are measures of the option's sensitivity, are as follows: delta is -0.9735, gamma is 0.0235, rho is -0.0095, theta is -0.0038, and vega is 0.0026. The available sizes are 47 and 34. The Midpoint IV calibrated European BSM, a method of calculating option prices, is S23.67, T9/252, r4%, q0. Note that this is not the feed IV clock and the instrument is American, meaning it can be exercised at any time, with unverified deliverables. The term fresh120 means the quote is based on the Friday close only. This is a diagnostic quote and is not a candidate for purchase unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00012500 = 13.23
Options mispricing2026-09-06 08:13
A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918C00012500, which is a call option, or the right to buy, with a strike price of 12.5. The current bid, or price to buy, is 10.24, and the ask, or price to sell, is 13.23. The midpoint is 11.735. This quote was last updated on September 4, 2026, at 19:59:49. The calibrated IV, or implied volatility, which is a measure of how much the price of the option is expected to fluctuate, is 2.8945098454766933. The sizes of the bids are 142 and 4. This is a diagnostic quote, which means it is for analysis only and not a candidate for trading unless it is individually priced and found to be affordable. The option is an American-style option, which means it can be exercised at any time, and the deliverables, or what is being traded, are unverified. The fresh120s notation means the quote is based on the Friday close only.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00030000 = 0.18
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY September 18 indicative quote. The symbol is CHWY260918C00030000, which is a call option, a type of financial contract, with a strike price of 30.0. The current bid price is 0.12 and the ask price is 0.18, with a midpoint of 0.15. This quote was last updated on September 4, 2026, at 19:59:49. The feed IV, or implied volatility, is 0.9102, while the calibrated IV is 0.8715. The greeks, which are measures of risk, are as follows: delta is 0.0887, gamma is 0.0411, rho is 0.0006, theta is -0.0263, and vega is 0.0069. The available sizes are 25 and 74. The Midpoint IV calibrated European BSM, a method of calculating option prices, is S23.67, T9/252, r4%, q0. Note that the feed IV clock is not used, and the instrument is American, meaning it can be exercised at any time, with unverified deliverables. The term fresh120 means the quote is based on Friday's close only. This is a diagnostic quote and not a candidate for trading unless it is individually priced and found to be affordable.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00031000 = 0.22
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows information about the stock option CHWY260918C00031000. The symbol is CHWY260918C00031000, which is a call option, or a type of contract where the buyer has the right to buy a stock at a certain price. The strike price, or the price at which the buyer can buy the stock, is 31.0. The bid price, or the price at which someone is willing to buy the option, is 0.01, and the ask price, or the price at which someone is willing to sell the option, is 0.22. The midpoint, or the average of the bid and ask prices, is 0.115. This quote was last updated on September 4, 2026, at 19:59:56. The feed IV, or implied volatility, which is a measure of how much the stock price is expected to fluctuate, is 0.9444. The calibrated IV, which is a more accurate measure of implied volatility, is 0.9043316232009287. The greeks, which are measures of how the option price will change, are as follows: delta is 0.0687, gamma is 0.0327, rho is 0.0005, theta is -0.0225, and vega is 0.0057. The sizes of the bids and asks are 599 and 901. The midpoint IV was calibrated using the European BSM model, with a stock price of 23.67, a time to expiration of 9/252, a risk-free interest rate of 4%, and a dividend yield of 0. The fresh 120s indicator means that the quote is based on the Friday close only. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable. The instrument is an American-style option, which means it can be exercised at any time, and the deliverables are unverified.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative