LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 09:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±4.3% (36.91–40.26) · ATM IV 36.4% · P/C open interest 0.35
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 9.75 | 11.60 | 95.0% | 0.99 | 0.0059 | -0.006 | 28 | 0 | 2.13 | 233.2% | -0.01 | 0.0059 | -0.011 | ||||
| 8.40 | 10.65 | 0.98 | 0.0074 | -0.007 | 29 | 0 | 2.13 | 215.4% | -0.02 | 0.0074 | -0.011 | |||||
| 8.25 | 10.65 | 4 | 177.1% | 0.98 | 0.0094 | -0.008 | 30 | 0 | 1.60 | 5 | 177.8% | -0.02 | 0.0095 | -0.012 | ||
| 7.15 | 9.65 | 157.2% | 0.98 | 0.0123 | -0.009 | 31 | 0 | 1.20 | 5 | 146.1% | -0.02 | 0.0123 | -0.013 | |||
| 5.95 | 7.90 | 101.4% | 0.97 | 0.0164 | -0.011 | 32 | 0 | 1.15 | 129.3% | -0.03 | 0.0165 | -0.014 | ||||
| 5.10 | 6.90 | 95.7% | 0.96 | 0.0227 | -0.013 | 33 | 0 | 0.9600 | 107.5% | -0.04 | 0.0228 | -0.016 | ||||
| 4.15 | 6.70 | 112.3% | 0.95 | 0.0327 | -0.015 | 34 | 0 | 0.0800 | 5 | 48.9% | -0.05 | 0.0329 | -0.018 | |||
| 3.35 | 4.25 | 1 | 52.3% | 0.93 | 0.0500 | -0.019 | 35 | 0.0100 | 0.1000 | 13 | 31 | 42.3% | -0.07 | 0.0503 | -0.021 | |
| 2.77 | 5.20 | 1 | 92.2% | 0.92 | 0.0633 | -0.021 | 35.5 | 0.0100 | 0.1900 | 5 | 43.1% | -0.09 | 0.0639 | -0.023 | ||
| 2.44 | 3.35 | 1 | 48.6% | 0.89 | 0.0816 | -0.025 | 36 | 0.0500 | 0.2200 | 3 | 9 | 41.1% | -0.11 | 0.0824 | -0.026 | |
| 1.81 | 3.55 | 6 | 59.5% | 0.85 | 0.1056 | -0.030 | 36.5 | 0.1100 | 0.2400 | 2 | 47 | 38.4% | -0.15 | 0.1067 | -0.031 | |
| 1.52 | 3.60 | 13 | 1 | 71.0% | 0.80 | 0.1337 | -0.036 | 37 | 0.2000 | 0.3900 | 26 | 17 | 35.8% | -0.20 | 0.1352 | -0.037 |
| 1.18 | 1.84 | 22 | 35.1% | 0.73 | 0.1613 | -0.043 | 37.5 | 0.3100 | 0.3700 | 69 | 52 | 34.9% | -0.28 | 0.1634 | -0.044 | |
| 1.09 | 1.52 | 1 | 631 | 41.1% | 0.64 | 0.1834 | -0.048 | 38 | 0.4600 | 0.6500 | 54 | 54 | 37.2% | -0.37 | 0.1858 | -0.049 |
| 0.8000 | 1.04 | 7 | 194 | 36.4% | 0.54 | 0.1962 | -0.051 | 38.5 | 0.6700 | 0.8400 | 76 | 118 | 36.4% | -0.46 | 0.1989 | -0.052 |
| 0.5600 | 0.7900 | 51 | 20 | 36.1% | 0.45 | 0.1978 | -0.050 | 39 | 0.9200 | 1.35 | 3 | 41 | 41.4% | -0.56 | 0.2004 | -0.051 |
| 0.3800 | 0.5900 | 55 | 194 | 36.1% | 0.35 | 0.1873 | -0.046 | 39.5 | 1.16 | 1.50 | 1 | 4 | 36.2% | -0.66 | 0.1896 | -0.046 |
| 0.2500 | 0.3600 | 67 | 217 | 34.4% | 0.26 | 0.1662 | -0.040 | 40 | 1.52 | 2.07 | 1 | 74 | 41.9% | -0.75 | 0.1675 | -0.040 |
| 0.1600 | 0.2000 | 47 | 106 | 33.1% | 0.19 | 0.1380 | -0.033 | 40.5 | 1.55 | 3.65 | 3 | 64.0% | -0.82 | 0.1386 | -0.032 | |
| 0.1000 | 0.2300 | 12 | 94 | 37.4% | 0.13 | 0.1085 | -0.026 | 41 | 2.22 | 3.90 | 2 | 101 | 68.9% | -0.88 | 0.1131 | -0.025 |
| 0.0500 | 0.1700 | 31 | 37.7% | 0.10 | 0.0831 | -0.021 | 41.5 | 2.21 | 4.95 | 1 | 4 | 76.4% | -0.92 | 0.0958 | -0.020 | |
| 0.0300 | 0.0700 | 15 | 92 | 35.1% | 0.07 | 0.0640 | -0.017 | 42 | 2.60 | 4.00 | 39 | -0.95 | 0.0796 | -0.018 | ||
| 0 | 0.2700 | 26 | 49.1% | 0.06 | 0.0506 | -0.015 | 42.5 | 3.10 | 4.90 | 5 | 50.0% | -0.96 | 0.0645 | -0.017 | ||
| 0.0100 | 0.1100 | 2 | 79 | 44.3% | 0.05 | 0.0410 | -0.013 | 43 | 3.80 | 6.00 | 12 | 70 | 95.5% | -0.97 | 0.0510 | -0.017 |
| 0 | 0.9300 | 25 | 83.5% | 0.04 | 0.0339 | -0.012 | 43.5 | 4.05 | 5.40 | 8 | -0.98 | 0.0396 | -0.018 | |||
| 0 | 0.2700 | 42 | 61.7% | 0.03 | 0.0285 | -0.012 | 44 | 4.55 | 6.30 | 59 | 51.7% | -0.98 | 0.0312 | -0.019 | ||
| 0 | 1.20 | 20 | 102.2% | 0.03 | 0.0243 | -0.011 | 44.5 | 5.00 | 6.70 | 2 | -0.99 | 0.0252 | -0.019 | |||
| 0 | 0.1700 | 263 | 62.9% | 0.03 | 0.0210 | -0.010 | 45 | 5.40 | 7.10 | 19 | -0.99 | 0.0201 | -0.020 | |||
| 0 | 1.66 | 126.1% | 0.02 | 0.0183 | -0.010 | 45.5 | 5.90 | 9.05 | 113.8% | -0.99 | 0.0161 | -0.021 | ||||
| 0 | 0.2700 | 33 | 77.1% | 0.02 | 0.0161 | -0.009 | 46 | 6.40 | 8.05 | 6 | -0.99 | 0.0129 | -0.021 | |||
| 0 | 2.13 | 21 | 154.3% | 0.02 | 0.0127 | -0.009 | 47 | 7.50 | 9.25 | 27 | 18 | -1.00 | 0.0085 | -0.022 | ||
| 0 | 0.7500 | 71 | 116.5% | 0.02 | 0.0103 | -0.008 | 48 | 8.40 | 10.30 | 15 | -1.00 | 0.0056 | -0.023 | |||
| 0 | 2.13 | 12 | 172.7% | 0.01 | 0.0085 | -0.007 | 49 | 9.50 | 11.30 | 32 | 21 | -1.00 | 0.0039 | -0.024 | ||
| 0 | 0.7500 | 207 | 131.6% | 0.01 | 0.0071 | -0.007 | 50 | 11.00 | 13.10 | 4 | 157.9% | -1.00 | 0.0028 | -0.024 | ||
| 0 | 1.35 | 23 | 163.4% | 0.01 | 0.0060 | -0.006 | 51 | 11.25 | 13.50 | -1.00 | 0.0019 | -0.025 | ||||
| 0 | 2.13 | 197.6% | 0.01 | 0.0051 | -0.006 | 52 | 12.25 | 14.50 | 1 | -1.00 | 0.0013 | -0.025 | ||||
| 0 | 2.13 | 2 | 205.3% | 0.01 | 0.0044 | -0.005 | 53 | 13.25 | 15.50 | -1.00 | 0.0008 | -0.026 | ||||
| 0 | 1.40 | 4 | 187.0% | 0.01 | 0.0039 | -0.005 | 54 | 14.25 | 17.55 | 1 | 175.4% | -1.00 | 0.0005 | -0.026 | ||
| 0 | 0.4500 | 147.2% | 0.01 | 0.0034 | -0.005 | 55 | 15.30 | 17.70 | 135.4% | -1.00 | 0.0004 | -0.027 | ||||
| 0 | 2.13 | 227.0% | 0.01 | 0.0030 | -0.004 | 56 | 16.25 | 18.70 | 135.8% | -1.00 | 0.0003 | -0.027 | ||||
| 0 | 2.13 | 233.8% | 0.01 | 0.0026 | -0.004 | 57 | 17.25 | 20.50 | 192.5% | -1.00 | 0.0002 | -0.027 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs