LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 21:36 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 ±5.9% (36.33–40.84) · ATM IV 36.0% · P/C open interest 0.57
| 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 | |
| 18.30 | 18.75 | 0.99 | 0.0016 | 0.000 | 20 | 0 | 0.0700 | 322 | 145.4% | -0.01 | 0.0016 | -0.006 | ||||
| 15.55 | 16.65 | 0.99 | 0.0024 | 0.000 | 22.5 | 0 | 0.0700 | 115 | 121.6% | -0.01 | 0.0024 | -0.006 | ||||
| 13.05 | 14.00 | 1 | 0.99 | 0.0037 | 0.000 | 25 | 0 | 0.0700 | 3,863 | 100.2% | -0.01 | 0.0037 | -0.007 | |||
| 10.65 | 11.65 | 0.99 | 0.0061 | -0.002 | 27.5 | 0 | 0.0700 | 1,450 | 80.6% | -0.02 | 0.0061 | -0.007 | ||||
| 8.15 | 9.50 | 81.5% | 0.98 | 0.0107 | -0.004 | 30 | 0 | 0.0500 | 1,344 | 59.3% | -0.02 | 0.0108 | -0.009 | |||
| 7.20 | 8.65 | 82.4% | 0.97 | 0.0140 | -0.006 | 31 | 0 | 0.3300 | 74.5% | -0.03 | 0.0141 | -0.009 | ||||
| 6.20 | 7.55 | 68.8% | 0.97 | 0.0187 | -0.007 | 32 | 0 | 0.0900 | 2 | 50.6% | -0.04 | 0.0188 | -0.010 | |||
| 5.70 | 7.05 | 40 | 64.4% | 0.96 | 0.0219 | -0.008 | 32.5 | 0 | 0.1800 | 5 | 833 | 53.8% | -0.04 | 0.0220 | -0.011 | |
| 5.25 | 6.25 | 47.3% | 0.95 | 0.0259 | -0.009 | 33 | 0 | 0.9100 | 30 | 77.4% | -0.05 | 0.0261 | -0.012 | |||
| 4.25 | 5.45 | 49.3% | 0.94 | 0.0375 | -0.011 | 34 | 0.0400 | 0.3300 | 62 | 50.6% | -0.07 | 0.0377 | -0.014 | |||
| 3.35 | 4.30 | 566 | 38.9% | 0.90 | 0.0565 | -0.016 | 35 | 0.1100 | 0.2000 | 45 | 3,367 | 39.9% | -0.10 | 0.0570 | -0.018 | |
| 2.48 | 3.50 | 39.6% | 0.83 | 0.0834 | -0.024 | 36 | 0.2300 | 0.3800 | 8 | 52 | 39.6% | -0.17 | 0.0842 | -0.025 | ||
| 2.07 | 2.26 | 977 | 36.8% | 0.73 | 0.1111 | -0.032 | 37 | 0.4100 | 0.6000 | 23 | 138 | 37.7% | -0.27 | 0.1123 | -0.033 | |
| 1.70 | 1.92 | 303 | 36.2% | 0.67 | 0.1234 | -0.034 | 37.5 | 0.6000 | 0.7800 | 5 | 3,272 | 38.5% | -0.33 | 0.1248 | -0.035 | |
| 1.38 | 1.62 | 2 | 84 | 36.1% | 0.61 | 0.1332 | -0.036 | 38 | 0.7300 | 0.9700 | 12 | 538 | 37.3% | -0.39 | 0.1348 | -0.037 |
| 1.09 | 1.30 | 105 | 537 | 35.1% | 0.54 | 0.1392 | -0.037 | 38.5 | 0.9400 | 1.19 | 48 | 19 | 36.8% | -0.46 | 0.1411 | -0.038 |
| 0.9000 | 1.10 | 7 | 101 | 36.5% | 0.47 | 0.1404 | -0.037 | 39 | 1.21 | 1.45 | 1 | 25 | 36.9% | -0.53 | 0.1425 | -0.038 |
| 0.6800 | 0.8500 | 105 | 35.5% | 0.40 | 0.1365 | -0.037 | 39.5 | 1.51 | 1.75 | 1 | 8 | 37.0% | -0.60 | 0.1388 | -0.037 | |
| 0.6000 | 0.6500 | 21 | 3,074 | 36.6% | 0.34 | 0.1285 | -0.035 | 40 | 1.85 | 2.07 | 36 | 5,004 | 37.0% | -0.67 | 0.1310 | -0.035 |
| 0.4000 | 0.5800 | 158 | 36.8% | 0.28 | 0.1176 | -0.032 | 40.5 | 2.23 | 2.43 | 50 | 37.3% | -0.73 | 0.1202 | -0.032 | ||
| 0.3100 | 0.4200 | 1 | 1,116 | 36.5% | 0.23 | 0.1052 | -0.029 | 41 | 2.42 | 2.82 | 87 | 33.0% | -0.78 | 0.1078 | -0.029 | |
| 0.2100 | 0.3700 | 8 | 139 | 37.3% | 0.19 | 0.0923 | -0.026 | 41.5 | 2.85 | 3.75 | 2 | 271 | 45.2% | -0.82 | 0.0945 | -0.025 |
| 0.1600 | 0.2700 | 3 | 43 | 37.3% | 0.15 | 0.0794 | -0.023 | 42 | 3.20 | 4.10 | 1 | 117 | 42.4% | -0.86 | 0.0812 | -0.021 |
| 0.1500 | 0.1800 | 29 | 3,882 | 37.8% | 0.12 | 0.0670 | -0.019 | 42.5 | 3.80 | 4.55 | 24 | 3,757 | 47.5% | -0.89 | 0.0682 | -0.018 |
| 0.0700 | 0.1500 | 1 | 41 | 37.0% | 0.09 | 0.0557 | -0.016 | 43 | 3.85 | 5.00 | 2 | 32.3% | -0.92 | 0.0599 | -0.014 | |
| 0.0100 | 0.1400 | 32 | 36.7% | 0.07 | 0.0457 | -0.013 | 43.5 | 4.35 | 5.50 | 3 | 35.0% | -0.94 | 0.0546 | -0.011 | ||
| 0 | 0.1300 | 54 | 38.3% | 0.06 | 0.0373 | -0.011 | 44 | 4.80 | 5.95 | -0.96 | 0.0504 | -0.010 | ||||
| 0 | 0.1100 | 6 | 39.6% | 0.05 | 0.0306 | -0.009 | 44.5 | 5.25 | 6.40 | 1 | -0.98 | 0.0388 | -0.012 | |||
| 0.0400 | 0.0500 | 2 | 6,759 | 40.7% | 0.04 | 0.0255 | -0.008 | 45 | 6.30 | 6.75 | 3,035 | 2,301 | 54.4% | -0.99 | 0.0300 | -0.013 |
| 0 | 0.0800 | 83 | 42.2% | 0.03 | 0.0216 | -0.007 | 45.5 | 6.25 | 7.45 | -0.99 | 0.0201 | -0.015 | ||||
| 0 | 0.0700 | 626 | 43.6% | 0.03 | 0.0186 | -0.007 | 46 | 6.75 | 7.95 | -0.99 | 0.0138 | -0.017 | ||||
| 0 | 0.0900 | 12 | 50.0% | 0.02 | 0.0146 | -0.006 | 47 | 7.75 | 8.95 | -1.00 | 0.0071 | -0.018 | ||||
| 0.0200 | 0.0300 | 4,079 | 47.7% | 0.02 | 0.0132 | -0.006 | 47.5 | 8.60 | 9.10 | 9,948 | 3,036 | -1.00 | 0.0057 | -0.019 | ||
| 0 | 0.0900 | 17 | 54.4% | 0.02 | 0.0119 | -0.006 | 48 | 8.75 | 10.05 | 10 | -1.00 | 0.0046 | -0.019 | |||
| 0 | 0.0800 | 10 | 57.6% | 0.02 | 0.0100 | -0.005 | 49 | 9.75 | 10.95 | -1.00 | 0.0031 | -0.020 | ||||
| 0.0100 | 0.0200 | 15.0K | 53.9% | 0.01 | 0.0085 | -0.005 | 50 | 11.05 | 12.00 | 7,572 | 2,188 | 80.9% | -1.00 | 0.0020 | -0.021 | |
| 0 | 0.0800 | 65.5% | 0.01 | 0.0073 | -0.005 | 51 | 11.55 | 12.95 | -1.00 | 0.0012 | -0.022 | |||||
| 0 | 0.0700 | 68.0% | 0.01 | 0.0064 | -0.005 | 52 | 12.55 | 14.15 | -1.00 | 0.0006 | -0.022 | |||||
| 0.0100 | 0.0700 | 5,261 | 71.2% | 0.01 | 0.0059 | -0.004 | 52.5 | 13.30 | 14.35 | 4,983 | 1,668 | -1.00 | 0.0004 | -0.022 | ||
| 0 | 0.0700 | 4 | 12.1K | 78.7% | 0.01 | 0.0044 | -0.004 | 55 | 15.55 | 17.05 | 802 | 440 | -1.00 | 0.0000 | -0.023 | |
| 0.0100 | 0.0300 | 1,176 | 81.1% | 0.01 | 0.0033 | -0.004 | 57.5 | 18.05 | 19.55 | 324 | 216 | -1.00 | 0.0000 | -0.024 | ||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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