The stochastically perturbed Chen system is studied within the parameter region which permits both regular and chaotic oscillations. As noise intensity increases and passes some threshold value, noise-induced hopping between close portions of the stochastic cycle can be observed. Through these transitions, the stochastic cycle is deformed to be a stochastic attractor that looks like chaotic. In this paper for investigation of these transitions, a constructive method based on the stochastic sensitivity function technique with confidence ellipses is suggested and discussed in detail. Analyzing a mutual arrangement of these ellipses, we estimate the threshold noise intensity corresponding to chaotization of the stochastic attractor. Capabilities of this geometric method for detailed analysis of the noise-induced hopping which generates chaos are demonstrated on the stochastic Chen system.