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CHWY Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete CHWY options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around CHWY.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
32
Exp: 2026-02-06
Gamma Flip
29.66
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.113
Shows put vs call positioning
IV Skew
0.36
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 85%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 71%

Current DPI is -0.387(strong-bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-03-20 options expiry. 100% confidence

The support levels for CHWY are at 27.79, 27.44, and 25.83, while the resistance levels are at 28.25, 28.60, and 30.21. The pivot point, a key reference price for traders, is at 32.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 2.91% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 27.51 29.88 , corresponding to +6.63% / -1.81% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 31.11 (11.02% above spot).

Bearish positioning points to downside pressure toward 27.48 (1.93% below spot).


Options flow strength: 0.55 (0–1 scale). ATM Strike: 28.00, Call: 0.06, Put: 0.76, Straddle Cost: 0.82.


Price moves may extend once a direction forms. The short-term gamma flip is near 29.31 , with intermediate positioning around 29.66 . The mid-term gamma flip remains near 29.63.