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Chewy CHWY 23.4 1.35 6.12%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $23.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$0.51 $22.89 – $23.91 $22.78 – $24.02 $22.30 – $24.50
2 sessions ±3.0% ±$0.71 $22.69 – $24.11 $22.54 – $24.26 $21.86 – $24.94
3 sessions ±3.8% ±$0.90 $22.50 – $24.30 $22.33 – $24.47 $21.49 – $25.31
1 week ±4.9% ±$1.14 $22.26 – $24.54 $22.01 – $24.79 $20.97 – $25.83
2 weeks ±6.8% ±$1.60 $21.80 – $25.00 $21.42 – $25.38 $19.99 – $26.81
3 weeks ±8.5% ±$1.98 $21.42 – $25.38 $20.94 – $25.86 $19.21 – $27.59
1 month ±10.1% ±$2.36 $21.04 – $25.76 $20.45 – $26.35 $18.39 – $28.41
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CHWY reports in 24 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.72%
Average actual move
7.00%
Beyond the implied move
3 / 6
Median IV change
-36.19%
Reaction session Implied Actual Used ATM IV before → after
September 09, 2026 ±10.53% -10.83% 1.03× —
June 10, 2026 ±12.45% -2.06% 0.17× 88.3% → 53.7%
September 10, 2025 ±9.63% -16.60% 1.72× —
June 11, 2025 ±9.59% -10.98% 1.15× 65.0% → 43.4%
March 26, 2025 ±10.03% -1.07% 0.11× —
December 04, 2024 ±12.08% -0.45% 0.04× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →