What move does the options market price into Chewy's report?

Implied ±9.2%, either direction.

CHWYNYSERetail-Catalog & Mail-Order Houses

Chewy, Inc. (CHWY) earnings date, market-implied expected move, and options open interest by expiry

22.26

+0.97 · +4.54%

post 22.26 +0.01%

Closed18:22 ET

Open22.29Volume7.1MMkt cap$8.6BP/E33.22EPS0.67

Day22.15 – 22.5031%52-wk17.40 – 37.3424%

CHWY

Chewy, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.2%implied · report alone

8Q avg ±7.1%·×1.30·rich

20.2124.33

straddle ±13.3%

spot 22.27exp Dec 11ATM strike 22.5ATM straddle 3.50IV 60%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Dec 9

before open · in 37 days

est.Q3 FY26

Calendar

Next report

Last report

−10.83%

vs ±2.2% implied · ×4.85

shaded = implied · ▲▼ = realized

Sep 9 '26 · confirmed

Implied vs realized

Linked news

9hAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

+7.47%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

524 managers

Top fund weight

0.13%

CHWY weight · MDY

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Chewy (CHWY) is expected to report on Dec 9 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Dec 4 '24Dec 4 '24confirmed—▼−0.45%—

Mar 26 '25Mar 26 '25confirmed—▼−1.07%—

Jun 11 '25Jun 11 '25confirmed—▼−10.98%—

Sep 10 '25Sep 10 '25confirmed—▼−16.60%—

Q3 FY25Dec 10 '25confirmed—▲+1.52%—

Mar 25 '26Mar 25 '26confirmed—▲+13.30%—

Q1 FY26Jun 10 '26confirmed—▼−2.06%—

Q2 FY26Sep 9 '26confirmed±2.2%▼−10.83%×4.85

quarterimplied−20%0+20%realized×

Q2 FY26±2.2%▼−10.83%×4.85

Q1 FY26—▼−2.06%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 9 expiries · Oct 27 close

0.92OI · 9 expiries · Oct 27 closeP/C open interest · Dec 18 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3 nearer expiries

1,193+1%Nov 64d0.333,665+5%0.33

806+2%Nov 1311d0.681,193+13%0.68

11,324−1%Nov 2018d0.4226,660+1%0.42

129+105%Nov 2725d0.21612+20300%0.21

42+163%Dec 432d0.6961+61%0.69

report · Dec 9 · before open · est.

ExpiryPutsCallsP/C

3 nearer expiries

Nov 64d1,193+1%3,665+5%0.33

Nov 1311d806+2%1,193+13%0.68

Nov 2018d11,324−1%26,660

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±13.3%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

2.42%as filednet margin · revenue −0.80% QoQ · +7.28% YoY

Revenue

$3.3B−0.80% QoQ

Gross profit

$1.0B−0.02% QoQ

30.36% margin

Operating income

$92M−28.40% QoQ

2.76% margin

Pre-tax income

$112M−14.78% QoQ

Net income

$81M−15.08% QoQ

2.42% margin

Cost of revenue

$2.3B−1.14% QoQ

Operating expenses

$919M+4.11% QoQ

SG&A $704M

Marketing $215M

Tax

$31M−13.97% QoQ

Other income

$20M+610.71% QoQ

Revenue$3.3B−0.80%

Gross profit

$1.0B−0.02%

30.36% margin

Operating income

$92M−28.40%

2.76% margin

Pre-tax income

$112M−14.78%

Net income

$81M−15.08%

2.42% margin

Cost of revenue

$2.3B−1.14%

Operating expenses

$919M+4.11%

SG&A $704M

Marketing $215M

Other income$20M+610.71%

Tax$31M−13.97%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Aug 2 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

PPI ×1.38· ±3.3% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.3%5 of 10×1.38

Chewy, Inc. (CHWY) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Chewy, Inc. (CHWY) earnings date, market-implied expected move, and options open interest by expiry

Revenue flow

Implied vs realized

Positioning

Event sensitivity

Earnings history

Methodology

Intraday

Linked exposure

Quarter	Reported	EPS	Consensus
Q2 FY26	Sep 9 '26 · confirmed	0.20	—
Q1 FY26	Jun 10 '26 · confirmed	0.23	—
Q3 FY25	Dec 10 '25 · confirmed	0.14	—