Chola Nicholas Shay was born in 1878, son of Coe B Shay and Mary Bevans Shay. Chola was born only about 6 months before his father died.

On January 6, 1907, Chola married Sadie M Henry, daughter of John Henry and Susan Melvina Spangenburg Henry. Chola and Sadie had six children born in Frankford, Sussex, New Jersey; Hazel B (1908-1956, m. Charles C Marshall), Harold E (1910-1952), Ernest William (1913-2011), Ethel Mae (1915-2011, m. Louis Paul Helmacy), Asher Donald (1917-1994), and Wanda Ruth (1919-2006, m. Francis Ralph Seely).

Chola worked as a merchant and owned his own grocery store in Sussex, New Jersey.

From 1900-1904, Chola served with the US Navy as a Bugler. He served in Lancaster, Vermont, Mayflower, Dixie, and Monongahela.

Chola Nichols Shay died in 1929 and is buried with his wife and daughter Ethel at Branchville Cemetery in Branchville, Sussex County, New Jersey.