Runway

Notes

32996 observations, newest first
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
CHWY September18 indicative quote and own midpoint IV CHWY260918P00032500 = 9.22
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows the following information for the stock symbol CHWY260918P00032500: the strike price is 32.5, it is a put option, the bid price is 8.119, the ask price is 9.22, and the midpoint price is 8.6695. This data was last updated on September 4, 2026, at 19:59:54. The sizes of the trades are 80 and 23. The calibrated IV, or implied volatility, which is a measure of how much the stock price is expected to fluctuate, is 23.67. The European BSM, or Black-Scholes model, which is a way to calculate option prices, shows the following parameters: S is 23.67, T is 9/252, r is 4%, and q is 0. The feed IV clock is not available. 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 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 CHWY260918P00023500 = 1.35
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY September 18 indicative quote. The symbol is CHWY260918P00023500, which is a put option, a type of financial contract, with a strike price of 23.5. The current bid price is 0.98 and the ask price is 1.35, with a midpoint of 1.165, as of the quote time on September 4, 2026, at 19:59:59. The feed IV, or implied volatility, is 0.7378, and the calibrated IV is 0.7119943883641806. The greeks, which are measures of the option's sensitivity, are: delta -0.4496, gamma 0.125, rho -0.0039, theta -0.051, and vega 0.017. The sizes are 1029 and 32. The Midpoint IV calibrated European BSM, a model for pricing options, is S23.67, T9/252, r4%, q0. Note that 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 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
CHWY September18 indicative quote and own midpoint IV CHWY260918P00037500 = 14.88
Options mispricing2026-09-06 08:13
A news scan found the headline about an indicative quote for CHWY on September 18. The quote is for the option CHWY260918P00037500, which is a put option, a type of financial contract that gives the owner the right to sell something, with a strike price of 37.5. The bid price is 13.46 and the ask price is 14.88, with a midpoint of 14.17. The quote was given on September 4, 2026, at 19:59:57. The calibrated IV, or implied volatility, a measure of how much the price of the option is expected to fluctuate, is 1.7797664978527834, and the sizes of the trades are 44 and 26. The midpoint IV was calculated using the European BSM model, a mathematical formula used to estimate the value of options, 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, another measure of implied volatility, is not available. The option is an American-style option, which means it can be exercised at any time before expiration, and the deliverables, or the assets that will be exchanged when the option is exercised, are unverified. The fresh 120s indicator means that the quote is only valid for Friday's 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 CHWY260918C00024500 = 1.34
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918C00024500 has a strike price of 24.5 and is a call option, which is a type of financial contract, known as an option, that gives the buyer the right to buy something. The current bid price is 0.92 and the ask price is 1.34, with a midpoint of 1.13. This quote was last updated on September 4, 2026, at 19:59:58. The feed IV, or implied volatility, is 0.863, and the calibrated IV is 0.824. The greeks, which are measures of the option's sensitivity, are as follows: delta is 0.4455, gamma is 0.1067, rho is 0.0031, theta is -0.0619, and vega is 0.017. The sizes are 611 and 1097. The Midpoint IV calibrated European BSM, which is a model used to calculate 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 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 CHWY260918P00060000 = 38.01
Options mispricing2026-09-06 08:13
A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918P00060000, which is a put option, meaning it gives the owner the right to sell, with a strike price of 60.0. The current bid price is 36.21 and the ask price is 38.01, with a midpoint of 37.11, as of the quote time of 2026-09-04T19:59:49.292542944Z. The calibrated IV, or implied volatility, which is a measure of how much the price of the option is expected to fluctuate, is 3.4948133197157154. The sizes of the trades are 52 and 51. This quote is based on a European BSM model, which is a type of financial model, with parameters S23.67, T9/252, r4%, and q0. The feed IV, or implied volatility from the feed, is not available. The instrument is an American option, meaning it can be exercised at any time, and the deliverables are unverified. The term fresh120s 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
CHWY September18 indicative quote and own midpoint IV CHWY260918P00025000 = 2.45
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows the symbol CHWY260918P00025000, which is a put option, a type of financial contract, with a strike price of 25.0. The bid price is 2.05 and the ask price is 2.45, with a midpoint of 2.25. This quote was last updated on September 4, 2026, at 19:59:53. The feed IV, or implied volatility, is 0.8568, while the calibrated IV, a more refined measure of volatility, is 0.8278. The greeks, which are measures of risk, are as follows: delta is -0.6061, gamma is 0.1047, rho is -0.0055, theta is -0.0573, and vega is 0.0165. The sizes are 354 and 727. 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 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 CHWY260918C00026000 = 0.74
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY. The symbol CHWY260918C00026000 has a strike price, or K, of 26.0 and is a call option, which is a type of financial contract, or C. The current bid is 0.46 and the ask is 0.74, with a midpoint of 0.6, as of the quote on September 4, 2026, at 19:59:53. The feed IV, or implied volatility, is 0.8237, and the calibrated IV is 0.7874. The greeks, which are measures of risk, are as follows: delta is 0.2916, gamma is 0.0971, rho is 0.0021, theta is -0.0512, and vega is 0.0147. The sizes are 910 and 594. 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. 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 found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918P00020000 = 0.26
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for CHWY260918P00020000 shows the following information: the symbol is CHWY260918P00020000, the strike price, or K, is 20.0, and the type is a put option, which is a type of financial contract. The current bid is 0.08 and the ask is 0.26, with a midpoint of 0.17. This quote was last updated on September 4, 2026, at 19:59:50. The feed IV, or implied volatility, is 0.7756, and the calibrated IV is 0.7461653186535028. The greeks, which are measures of risk, are as follows: delta is -0.1014, gamma is 0.0533, rho is -0.0008, theta is -0.0243, and vega is 0.0076. The sizes are 1009 and 182. The MidpointIVcalibratedEuropeanBSM, a calculation method, shows a value of 23.67, with a time of 9/252, a risk-free rate of 4%, and a dividend yield of 0. 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 only from the Friday 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 CHWY260918P00026500 = 3.48
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for CHWY260918P00026500 shows the following information: the symbol is CHWY260918P00026500, the strike price, or K, is 26.5, and the type is a put option, which is a contract to sell a stock at a certain price. The current bid, or price to buy, is 2.88 and the ask, or price to sell, is 3.48. The midpoint, or average of the bid and ask, is 3.18. This quote was last updated on September 4, 2026, at 19:59:53. The feed IV, or implied volatility from the data feed, is 0.7349, and the calibrated IV, which is a calculated volatility, is 0.7147. The greeks, which are measures of how the option price will change, are as follows: delta is -0.7809, gamma is 0.0937, rho is -0.0071, theta is -0.0366, and vega is 0.0127. The sizes of the bid and ask are 283 and 62. The Midpoint IV calibrated European BSM, which is a model for 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, 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 CHWY260918C00018000 = 6.72
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY's September 18 indicative quote. The symbol is CHWY260918C00018000, which is a call option, with a strike price of 18.0. The bid price is 5.51 and the ask price is 6.72, with a midpoint of 6.115. This quote was last updated on September 4, 2026, at 19:59:53. The calibrated IV, or implied volatility, is 1.4010143478867352, which is a measure of how volatile the stock price is expected to be. The greeks, which are measures of the option's sensitivity to different factors, are not available. The sizes of the trades are 56 and 53. The Midpoint IV calibrated European BSM, a type of option pricing model, 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 available. This instrument is an American-style option, which means it can be exercised at any time, and the deliverables are unverified. The fresh 120s means that 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
CHWY September18 indicative quote and own midpoint IV CHWY260918C00019500 = 4.9
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY's September 18 indicative quote. The symbol is CHWY260918C00019500, which is a call option, or a type of contract that gives the buyer the right to buy something, with a strike price of 19.5. The bid price is 4.21 and the ask price is 4.9, with a midpoint of 4.555. 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 price of the underlying asset is expected to fluctuate, is 1.0992. The calibrated IV is 1.042219028545016. The greeks, which are measures of the sensitivity of the option's price to different factors, are as follows: delta is 0.859, gamma is 0.0474, rho is 0.0052, theta is -0.0455, and vega is 0.0096. The sizes are 56 and 43. This is a diagnostic quote, which means it is for testing purposes only, and it 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 CHWY260918P00031000 = 8.17
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line shows the symbol CHWY260918P00031000 has a strike price, or K, of 31.0, and is a put option, which is a type of financial contract, referred to here as type P. The current bid, or price to buy, is 6.88 and the ask, or price to sell, is 8.17, with a midpoint of 7.525. This quote was last updated 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 option is expected to fluctuate, is 1.0757881353271699. The sizes of the trades are 71 and 23. The Midpoint IV calibrated European BSM, which is a model used to calculate the value of options, 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 available, and the instrument is an American-style option, which 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 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 CHWY260918C00037500 = 0.05
Options mispricing2026-09-06 08:13
A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918C00037500, 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 37.5. The current bid, or price to buy, is 0.03, and the ask, or price to sell, is 0.05, with a midpoint of 0.04. This quote was last updated on September 4, 2026, at 19:59:56. The calibrated IV, or implied volatility, which is a measure of how much the price of the stock is expected to fluctuate, is 1.1481337833220175. The sizes of the contracts available are 10 and 111. This is a diagnostic quote, meaning it is for analysis only, and not a candidate for purchase 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 CHWY260918P00030000 = 6.95
Options mispricing2026-09-06 08:13
A news scan found the headline about CHWY September 18 indicative quote. The symbol is CHWY260918P00030000, which is a put option, with a strike price of 30.0. The bid price is 6.28 and the ask price is 6.95, with a midpoint of 6.615. This quote was last updated on September 4, 2026, at 19:59:52. The feed IV, or implied volatility, is 1.1045, and the calibrated IV is 1.0744. The greeks, which are measures of the option's sensitivity, are as follows: delta is -0.8598, gamma is 0.047, rho is -0.0089, theta is -0.0413, and vega is 0.0096. The sizes are 454 and 805. The Midpoint IV calibrated European BSM is S23.67, T9/252, r4%, q0. Note that this is not the feed IV clock, and the instrument is American 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 affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00021500 = 3.52
Options mispricing2026-09-06 08:13
A news scan found the headline is not available, but a data line for CHWY260918C00021500 shows the following information: the symbol is CHWY260918C00021500, the strike price, or K, is 21.5, and it is a call option, which is a type of financial contract, or C. The bid price is 2.5 and the ask price is 3.52, with a midpoint of 3.01. This quote was last updated on September 4, 2026, at 19:59:53. The feed IV, or implied volatility, is 1.0426, and the calibrated IV is 0.9931417834410144. The greeks, which are measures of the option's price sensitivity, are as follows: delta is 0.7282, gamma is 0.0742, rho is 0.0047, theta is -0.0633, and vega is 0.0142. The sizes are 379 and 538. The MidpointIVcalibratedEuropeanBSM, a calculation method, 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 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 CHWY260918P00023000 = 1.22
Options mispricing2026-09-06 08:12
A news scan found the headline about CHWY September 18 indicative quote. The symbol is CHWY260918P00023000, which is a put option, meaning it gives the owner the right to sell, with a strike price of 23.0. The current bid price is 0.94 and the ask price is 1.22, with a midpoint of 1.08, as of the quote time 2026-09-04T19:59:59.953690738Z. The feed IV, or implied volatility, is 0.8291, and the calibrated IV is 0.7991442079396922. The greeks, which are measures of the option's price sensitivity, are: delta -0.3931, gamma 0.1081, rho -0.0034, theta -0.0559, and vega 0.0165. The sizes are 380 and 527. 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
CHWY September18 indicative quote and own midpoint IV CHWY260918P00022500 = 0.94
Options mispricing2026-09-06 08:12
A news scan found the headline is not available, but a data line for CHWY260918P00022500 shows the following information: the symbol is CHWY260918P00022500, the strike price, or K, is 22.5, and it is a put option, which is a type of financial contract, or P. The current bid, or price to buy, is 0.74 and the ask, or price to sell, is 0.94, with a midpoint of 0.84. This quote was last updated on September 4, 2026, at 19:59:51. The feed IV, or implied volatility, which is a measure of how much the price of the option is expected to fluctuate, is 0.8108, and the calibrated IV is 0.781227769631544. The greeks, which are measures of the option's sensitivity to different factors, are as follows: delta is -0.3359, gamma is 0.1049, rho is -0.0029, theta is -0.052, and vega is 0.0156. The sizes of the bids and asks are 476 and 443. The Midpoint IV calibrated European BSM, which is a model used to calculate the value of options, 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 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 CHWY260918C00022000 = 2.67
Options mispricing2026-09-06 08:12
A news scan found the headline is not available, but a data line shows the symbol CHWY260918C00022000, which is a call option, or the right to buy, with a strike price of 22.0. The bid price is 2.13 and the ask price is 2.67, with a midpoint of 2.4, as of the quote time of 2026-09-04T19:59:50.833295476Z. The feed IV, or implied volatility, is 0.8483, and the calibrated IV is 0.8069946794927181. The greeks, which are measures of risk, are as follows: delta is 0.7115, gamma is 0.0938, rho is 0.0047, theta is -0.0532, and vega is 0.0147. The sizes are 453 and 602. This is a diagnostic quote, not a candidate for trading, unless individually priced and found to be affordable. The midpoint IV was calibrated using the European BSM, or Black-Scholes 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 used. 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. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
CHWY September18 indicative quote and own midpoint IV CHWY260918C00032500 = 0.1
Options mispricing2026-09-06 08:12
A news scan found the headline about an indicative quote for CHWY on September 18. The quote is for the option CHWY260918C00032500, which is a call option, a type of financial contract that gives the buyer the right to buy a stock, with a strike price of 32.5. The bid price is 0.01 and the ask price is 0.1, with a midpoint of 0.055. The quote was last updated on September 4, 2026, at 19:59:57. The feed IV, or implied volatility, is 0.9303, while the calibrated IV is 0.8910448639328165. The greeks, which are measures of the option's price sensitivity, are as follows: delta is 0.0367, gamma is 0.0201, rho is 0.0003, theta is -0.0134, and vega is 0.0034. The sizes are 457 and 742. The midpoint IV was calibrated 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 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 fresh 120s indicator 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 CHWY260918C00021000 = 3.26
Options mispricing2026-09-06 08:12
A news scan found the headline about CHWY. The symbol CHWY260918C00021000 has a strike price, or K, of 21.0 and is a call option, which is a type of financial contract, or C. The current bid is 2.89 and the ask is 3.26, with a midpoint of 3.075, based on a quote from 2026-09-04T19:59:59.995473831Z. The fresh120s indicator is true, meaning the data is from the Friday close only. The feed IV, or implied volatility, is 0.8196, while the calibrated IV is 0.776395092189803. The greeks, which are measures of risk, are as follows: delta is 0.8119, gamma is 0.0767, rho is 0.0053, theta is -0.0411, and vega is 0.0116. The sizes are 422 and 211. 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. This instrument is an American option, which can be exercised at any time, and the deliverables are unverified. 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 CHWY260918C00035000 = 0.12
Options mispricing2026-09-06 08:12
A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918C00035000, which is a call option, a type of financial contract that gives the buyer the right to buy something, with a strike price of 35.0. The current bid, or price to buy, is 0.01, and the ask, or price to sell, is 0.12. The midpoint, or average of the bid and ask, is 0.065. 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 1.0855. The sizes of the option contracts available are 1 and 823. This is a diagnostic quote, which means it is for analysis only and is not a candidate for purchase unless it is individually priced and affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative
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