Notes

A news scan found the following data line: a hypothetical scenario for the symbol CHWY260918C00037500, which is a type of option, had a fee of 0.2 US dollars. This scenario, called an empirical event, used 100,000 paths, which is a way to simulate different possible outcomes. The results showed a win percentage of 0.011%, an average win of 92.71, and an average loss of 5.20. The mean result was a loss of 5.19. The full premium loss percentage was 99.99%, which means almost all of the premium was lost. The quarter Kelly, a measure used to determine the optimal bet size, was 0. The standard error of the profit and loss, or pnl_MC_SE, was 0.0042. This data is from a hypothetical backtest, which is a simulation of how an investment strategy would have performed in the past, using 100,000 seed values starting from September 6, 2026. The formula used to calculate the option price is ST, which equals the exponential of negative 0.5 sigma squared T plus sigma times the square root of T times Z plus J minus the log of the mean exponential J, where sigma is a measure of volatility, T is time, Z is a random variable, and J is a constant. This calculation assumes no drift, a static regime, and training gap resampling, which are all technical terms used in finance. The exact fees are unknown, the quarter Kelly is 0, and the terminal tail diagnostic did not follow a base hit plan. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX

A diagnostic event for CHWY, which is a stock ticker symbol, found a difference between the cost and modeled value of near-money options, which are options with a strike price close to the current stock price. The options analyzed were a put option, which gives the owner the right to sell the stock, and a call option, which gives the owner the right to buy the stock, both with a strike price of 23.5. The put option had a bid price of 0.98 and an ask price of 1.35, while the call option had a bid price of 1.4 and an ask price of 1.59. The greeks, which are measures of the sensitivity of the option's price to different factors, were also calculated. The delta, which measures the sensitivity to the stock price, was -0.4496 for the put option and 0.551 for the call option. The total ask price for both options was 2.94, and the ratio of the ask price to the stock price was 0.1242. The event model sum, which is a measure of the expected value of the options, was 2.5915, and the base model sum was 1.5194. The diagnostic found that the ask price was 12.4208% above the breakeven point, which is the point at which the options would be profitable, and that the individual premiums of 1.35 and 1.59 exceeded the risk of 8.5099. This analysis is a two-leg sum only diagnostic, meaning it only considers the two options, and is not a permitted spread proposal, which would involve buying and selling multiple options to profit from the difference in their prices. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the data line for the CHWY260918P00017500 option, which is a put option, a type of financial contract that gives the buyer the right to sell a stock at a set price. The symbol for this option is CHWY260918P00017500, with a strike price of 17.5. As of the quote time of 2026-09-04T19:55:02.708578169Z, the bid price was 0.01 and the ask price was 0.06, with a mid price of 0.034999999999999996. The feed IV, or implied volatility, was 0.8758, and the calibrated IV was 0.8417998405495989. The greeks, which are measures of the option's sensitivity to different factors, were: delta, which measures the option's sensitivity to the stock price, was -0.0235; gamma, which measures the option's sensitivity to the stock price's volatility, was 0.0148; rho, which measures the option's sensitivity to interest rates, was -0.0002; theta, which measures the option's sensitivity to time, was -0.0086; and vega, which measures the option's sensitivity to volatility, was 0.0024. The sizes of the bid and ask were both 1. The base fair value was 3.075538251670791e-05 dollars per share, the event fair value was 0.0031205777431995894 dollars per share, and the stress fair value was 2.7698873950791576e-05 dollars per share. The event net value in US dollars was -5.887942225680041, and the stress net value in US dollars was -7.29723011260492. All fair values are in dollars per share. The BSM, or Black-Scholes model, baseline blend was 42.519997%, and the event mean BSM was calculated using the stock's overnight log returns, with a background volatility of 46.926218%, a risk-free rate of 4%, and a dividend yield of 0%. The stress test used 0.5 times the average volatility and 0.8 times the background volatility. The fees for the event were 0.20 per contract, and the fees for the stress test were 1.30 per contract. The exit spreads were separate. The system rejected negative values and data quality issues, with a size of 0. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the data line for the CHWY260918C00037500 option, which is a call option, a type of financial instrument that gives the buyer the right to buy a stock at a certain price. The symbol for this option is CHWY260918C00037500, with a strike price of 37.5. The bid price is 0.03 and the ask price is 0.05, with a mid price of 0.04, as of the quote time of 2026-09-04T19:59:56.075826325Z. The option has a calibrated IV, or implied volatility, of 1.1481337833220175, which is a measure of how much the market expects the stock price to move. The sizes of the option contracts are 10 and 111. The base fair value is 2.259118714983871e-09 dollars per share, the event fair value is 0.00012864822961397094 dollars per share, and the stress fair value is 8.647301243774566e-09 dollars per share. The event net value in US dollars is -5.187135177038604 and the stress net value in US dollars is -6.299999135269876. The BSM, or Black-Scholes model, baseline blend is 42.519997%, which is a mathematical model used to estimate the value of a call option. The event mean BSM is calculated using the log mean of the exponential of J, where J is 16 training earnings overnight logs, with a background rate of 46.926218% and a risk-free rate of 4%. The time to expiration is 9/252. The stress test uses 0.5J and 0.8bg. The fees for the event are 0.20 and for the stress test are 1.30 per contract. The exit spreads are separate. The system rejects negative values and checks data quality, with a size of 0. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline 'CHWY September 18 indicative quote and own midpoint IV CHWY260918P00055000'. The symbol is CHWY260918P00055000, which is a put option, a type of financial contract that gives the owner the right to sell something. The strike price, or K, is 55.0. The bid price is 30.83 and the ask price is 32.24. The midpoint price is 31.535. 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 2.5608515119369555. The sizes are 52 and 51. The Midpoint IV calibrated European BSM, a type of financial model, is S23.67, T9/252, r4%, q0. There is no feed IV, which refers to the implied volatility from a data feed. The instrument is American, meaning 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 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

A news scan found the headline about CHWY's September 18 indicative quote. The symbol is CHWY260918C00019000, which is a call option, or a type of investment known as a C, with a strike price of 19.0. The current bid is 4.62 and the ask is 5, with a midpoint of 4.81. This quote was last updated on September 4, 2026, at 19:59:57. The feed IV, or implied volatility, is 0.8777, while the calibrated IV is 0.8196. The greeks, which are measures of risk, are as follows: delta is 0.9286, gamma is 0.0362, rho is 0.0056, theta is -0.0231, and vega is 0.0058. The sizes are 66 and 20. This is a diagnostic quote, meaning it is for analysis only, and is not a candidate for investment unless individually priced and found to be affordable. The midpoint IV was calibrated using a European BSM, or Black-Scholes model, with a stock price of 23.67, time to expiration of 9/252, risk-free interest rate of 4%, and dividend yield of 0. The feed IV clock is not used, and the instrument is American, meaning it can be exercised at any time, with unverified deliverables. The fresh 120s notation means the quote is based on Friday's close only. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline is not available, but a data line shows an indicative quote for CHWY260918C00025500. The symbol is CHWY260918C00025500, with a strike price of 25.5, and it is a call option, which means the buyer has the right to buy the underlying asset. The bid price is 0.6 and the ask price is 1.21, with a midpoint of 0.905. The quote was last updated on September 4, 2026, at 19:59:53. The feed IV, or implied volatility, is 0.9328, and the calibrated IV is 0.8917. The greeks, which are measures of the option's sensitivity, are as follows: delta is 0.3627, gamma is 0.0937, rho is 0.0025, theta is -0.0633, and vega is 0.0161. The sizes are 657 and 1444. The MidpointIVcalibratedEuropeanBSM, a model used to calculate option prices, shows a value of 23.67, with a time to expiration of 9/252, a risk-free rate of 4%, and a dividend yield of 0. The feed IV clock is not used, and the instrument is an American option, which means it can be exercised at any time, with unverified deliverables. The term fresh120 means the quote is only valid for Friday's close, and this is a diagnostic quote, 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

A news scan found the headline about CHWY. The symbol CHWY260918P00047500 has a strike price of 47.5 and is a put option, which is a type of financial contract. The current bid price is 22.72 and the ask price is 25.26, with a midpoint of 23.99. This quote was last updated on September 4, 2026, at 19:59:49. The calibrated IV, or implied volatility, is 2.13%. The sizes of the trades are 52 and 51. This is a diagnostic quote, not a candidate for investment unless individually priced and found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline about CHWY. The symbol CHWY260918C00023500 has a strike price, or K, of 23.5, and it is a call option, which is a type of financial contract, or C. The current bid is 1.4 and the ask is 1.59, with a midpoint of 1.495, as of the quote time of 2026-09-04T19:59:59.544175095Z. The feed IV, or implied volatility, is 0.8214, and the calibrated IV is 0.783472240043234. The greeks, which are measures of risk, are as follows: delta is 0.551, gamma is 0.1123, rho is 0.0038, theta is -0.0593, and vega is 0.017. The sizes are 387 and 137. The Midpoint IV calibrated European BSM, which is 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. Fresh 120 means the data is from the Friday close only. This is a diagnostic quote and not a candidate for investment unless it is individually priced and found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline is not available, but a data line shows the symbol CHWY260918C00023000, which is a call option, or a type of financial contract, with a strike price of 23.0. The bid price is 1.55 and the ask price is 1.97, with a midpoint of 1.76, as of the quote time of 2026-09-04T19:59:50.832949737Z. The feed IV, or implied volatility, is 0.8245, and the calibrated IV is 0.7858517168274609. The greeks, which are measures of the option's price sensitivity, are: delta, which measures change in the option's price, is 0.6072, gamma, which measures change in the delta, is 0.1087, rho, which measures change in the option's price due to interest rates, is 0.0041, theta, which measures change in the option's price due to time, is -0.0579, and vega, which measures change in the option's price due to volatility, is 0.0165. The sizes are 672 and 485. 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. The 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

A news scan found the headline is not available, but a data line shows the indicative quote for CHWY260918C00018500 as of September 18. The symbol is CHWY260918C00018500, with a strike price of 18.5, and it 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 bid price is 4.9 and the ask price is 6.25, with a midpoint of 5.575. The quote was last updated on September 4, 2026, at 19:59:34. The feed IV, or implied volatility, is 1.3236, and the calibrated IV is 1.2565. The greeks, which are measures of the option's sensitivity to different factors, are as follows: delta is 0.8749, gamma is 0.0363, rho is 0.005, theta is -0.0502, and vega is 0.0088. The sizes are 104 and 47. 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. 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 affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline is not available, but a data line shows the symbol CHWY260918P00024000, which is a put option, a type of financial contract, with a strike price of 24.0. The bid price is 1.46 and the ask price is 1.66, with a midpoint of 1.56, as of the quote time 2026-09-04T19:59:59.952432403Z. The feed IV, or implied volatility, is 0.8127, and the calibrated IV is 0.7843701449965169. The greeks, which are measures of risk, are delta -0.506, gamma 0.1144, rho -0.0044, theta -0.0566, and vega 0.0171. The sizes are 35 and 27. The MidpointIVcalibratedEuropeanBSM, a calculation method, shows 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, with deliverables that are unverified. The 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 found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline is not available, but a data line for CHWY260918P00021000 shows the following information: the symbol is CHWY260918P00021000, the strike price, or K, is 21.0, and the type is a put option, which is a type of financial contract. The current bid price is 0.37 and the ask price is 0.65, with a midpoint of 0.51. This quote was last updated on September 4, 2026, at 19:59:50. The feed IV, or implied volatility, is 0.9197, and the calibrated IV is 0.8850526643104195. The greeks, which are measures of the option's sensitivity, are as follows: delta is -0.2102, gamma is 0.0731, rho is -0.0018, theta is -0.0469, and vega is 0.0124. The sizes are 129 and 1135. The MidpointIVcalibratedEuropeanBSM, a calculation method, shows 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 deemed affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline about CHWY. The symbol CHWY260918P00026000 has a strike price, or K, of 26.0 and is a put option, which is a type of financial contract. The current bid is 2.36 and the ask is 3.33, with a midpoint of 2.84. This quote was last updated on September 4, 2026, at 19:59:59. The feed IV, or implied volatility, is 0.7798, and the calibrated IV is 0.7560. The greeks, which are measures of risk, are as follows: delta is -0.7217, gamma is 0.1003, rho is -0.0065, theta is -0.0448, and vega is 0.0144. The sizes are 321 and 375. 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 deliverables are unverified. Fresh 120 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

A news scan found the headline about CHWY's September 18 indicative quote. The symbol is CHWY260918P00045000, which is a put option, with a strike price of 45.0. The bid price is 21.09 and the ask price is 22.32, with a midpoint of 21.705. This quote was last updated on September 4, 2026, at 19:59:49. The calibrated IV, or implied volatility, is 2.30827519441943, which is a measure of how volatile the price is. The sizes of the trades are 62 and 51. The midpoint IV was calculated using the 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%. Note that this is a diagnostic quote and not a candidate for trading unless individually priced and found to be affordable. The instrument is an American-style option, but the deliverables are unverified. The 'fresh120s' term means the data is based on the Friday close only. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline about CHWY. The symbol CHWY260918P00020500 has a strike price of 20.5 and is a put option, which is a type of financial contract. The current bid is 0.2 and the ask is 0.37, with a midpoint of 0.285. The quote was last updated on September 4, 2026, at 19:59:56. The feed IV, or implied volatility, is 0.8181, and the calibrated IV is 0.7872. The greeks, which are measures of risk, are as follows: delta is -0.1472, gamma is 0.0656, rho is -0.0012, theta is -0.0333, and vega is 0.0099. The sizes are 682 and 357. 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

A news scan found the headline about CHWY September 18 indicative quote. The symbol is CHWY260918P00024500, which is a put option, a type of financial contract, with a strike price of 24.5. The bid price is 1.71 and the ask price is 2.19, with a midpoint of 1.95. This quote was last updated on September 4, 2026, at 19:59:54. The feed IV, or implied volatility, is 0.8685, and the calibrated IV is 0.8383658300748396. The greeks, which are measures of risk, are as follows: delta is -0.5538, gamma is 0.1061, rho is -0.0049, theta is -0.0599, and vega is 0.017. The sizes are 357 and 865. 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 Friday's 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

A news scan found the headline about CHWY's September 18 indicative quote. The symbol is CHWY260918C00017000, which is a call option, with a strike price of 17.0. The bid price is 6.58 and the ask price is 7.75, with a midpoint of 7.165. This quote was given on September 4, 2026, at 19:59:53. The calibrated IV, or implied volatility, is 1.6686293488808837, which is a measure of how volatile the stock price is expected to be. The sizes of the trades are 56 and 47. This is a diagnostic quote, meaning it is for analysis only, and not a candidate for trading unless it is individually priced and affordable. The type of option is American, which means it can be exercised at any time, and the deliverables are unverified, meaning the underlying assets are not confirmed. The fresh 120s notation means the quote is based on the Friday close only. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline about CHWY's September 18 indicative quote. The symbol is CHWY260918C00015000, which is a call option, or a type of financial contract, with a strike price of 15.0. The current bid price is 8.35 and the ask price is 9.93, with a midpoint of 9.14. This quote was last updated on September 4, 2026, at 19:59:59. The calibrated IV, or implied volatility, which is a measure of how much the price of the option is expected to fluctuate, is 2.090631690673191. The sizes of the option contracts are 17 and 47. 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

A news scan found the headline is not available, but a data line shows the indicative quote for CHWY260918P00028000 on September 18. The symbol is CHWY260918P00028000, which is a put option, a type of financial contract that gives the owner the right to sell something. The strike price, or K, is 28.0. The bid price is 3.98 and the ask price is 4.79. The midpoint is 4.385. This quote was last updated on September 4, 2026, at 19:59:57. The feed IV, or implied volatility, a measure of how much the price of the underlying asset is expected to fluctuate, is 0.6057. The calibrated IV is 0.6050589797871903. The greeks, which are measures of how the price of the option will change, are as follows: delta is -0.9289, gamma is 0.0523, rho is -0.0087, theta is -0.0121, and vega is 0.0058. The sizes are 254 and 71. The Midpoint IV calibrated European BSM, a type of mathematical model, 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 investment unless it is individually priced and affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline about CHWY. The symbol CHWY260918C00027500 has a strike price, or K, of 27.5 and is a call option, which is a type of financial contract, or C. The current bid is 0.26 and the ask is 0.43, with a midpoint of 0.345. This quote was last updated on September 4, 2026, at 19:59:46. The feed IV, or implied volatility, is 0.8482, and the calibrated IV, which is a calculated value, is 0.8115. The greeks, which are measures of risk, are as follows: delta is 0.1859, gamma is 0.0736, rho is 0.0013, theta is -0.041, and vega is 0.0115. The sizes are 68 and 69. This is a diagnostic quote, not a candidate for trading unless individually priced and found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline about CHWY. The symbol CHWY260918P00019500 has a strike price of 19.5 and is a put option, which is a type of financial contract. The current bid is 0.03 and the ask is 0.27, with a midpoint of 0.15. The quote was last updated on September 4, 2026, at 19:59:53. The feed IV, or implied volatility, is 0.8314, while the calibrated IV is 0.7997. The greeks, which are measures of risk, are as follows: delta is -0.086, gamma is 0.044, rho is -0.0007, theta is -0.0231, and vega is 0.0067. The sizes are 773 and 136. 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 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 deemed affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline is not available, but a data line shows an indicative quote for CHWY260918P00025500. The symbol is CHWY260918P00025500, with a strike price of 25.5, and it is a put option, which is a type of financial contract. The bid price is 2.19 and the ask price is 2.86, with a midpoint of 2.525. This quote was last updated on September 4, 2026, at 19:59:55. The feed IV, or implied volatility, is 0.8134, and the calibrated IV is 0.7871. The greeks, which are measures of risk, are as follows: delta is -0.6649, gamma is 0.1044, rho is -0.006, theta is -0.0511, and vega is 0.0156. The sizes are 400 and 124. The MidpointIVcalibratedEuropeanBSM, a calculation method, 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. 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 found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline about CHWY. The symbol CHWY260918C00029500 has a strike price, or K, of 29.5 and is a call option, which is a type of financial contract, or C. The current bid is 0.08 and the ask is 0.24, with a midpoint of 0.16. This quote was last updated on September 4, 2026, at 19:59:49. The feed IV, or implied volatility, is 0.8762, while the calibrated IV is 0.8388. The greeks, which are measures of risk, are as follows: delta is 0.0965, gamma is 0.0455, rho is 0.0007, theta is -0.027, and vega is 0.0073. The sizes are 178 and 748. This is a diagnostic quote, not a candidate for trading unless individually priced and found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the headline is not available, but a data line shows the indicative quote for CHWY260918P00029000 on September 18. The symbol is CHWY260918P00029000, with a strike price of 29.0 and a type of Put option, which is a type of financial contract. The bid price is 4.88 and the ask price is 5.79, with a midpoint of 5.335. The quote was last updated on 2026-09-04 at 19:59:53. The feed IV, or implied volatility, is 0.5838, and the calibrated IV is 0.6042. The greeks, which are measures of the option's sensitivity, are: delta -0.9684, gamma 0.0283, rho -0.0093, theta -0.0046, and vega 0.003. The sizes are 439 and 93. The Midpoint IV calibrated European BSM, a type of option pricing 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, with unverified deliverables. 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 found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative