Implied move

CHWY implied move

CHWY

Last / underlying

$20.91

Expected move

±4.11%

Dollar range

$0.86

Straddle box

$20.05 – $21.77

Range uses the nearest listed expiry (Sep 11, 2026) ATM call + put mid. That is event-vol when earnings sit inside that expiry; it is not a guarantee the print stays inside the box.

Latest earnings window

Sep 9, 2026 Before Open

EPS est. $0.18 · Rev est. $3.39B

After the print, compare the cash session move to the expected-move percent above. Inside the box means realized vol printed quieter than the straddle; outside means the tape outran implied.

Prior reports

Sep 2, 2026After Close · Actual -0.87%
Jun 10, 2026After Close · Actual -6.06%
Mar 25, 2026After Close · Actual +1.66%
Dec 10, 2025After Close · Actual -3.39%
Sep 10, 2025After Close · Actual +2.59%
Jun 11, 2025After Close · Actual +1.10%
Mar 26, 2025After Close · Actual -1.68%
Dec 4, 2024After Close · Actual -7.17%

Avg |actual| ±3.07% · 8 prints

Actuals are close-to-close session moves from daily bars (After Close = report day → next session; Before Open = prior close → report day). Implied-versus-actual still needs a stored recap snapshot.

How to read this page

Expected move is the nearest-expiry ATM call mid plus put mid, divided by last. After the print, compare the cash-session percent change to that box: inside means realized variance printed quieter than the straddle; outside means the tape outran implied. That is a description, not a trade.

Full formula and vendor notes: how the implied move works · methodology · disclaimer.

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