LUV option chain Southwest Airlines Co.

Expiration Cboe delayed options data · as of 21:51 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 ±9.4% (34.97–42.20) · ATM IV 37.0% · P/C open interest 1.56

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
9.80	12.30			74.0%	0.97	0.0100	-0.002	28	0	1.60			100.4%	-0.03	0.0101	-0.007
8.60	11.30			60.5%	0.96	0.0125	-0.003	29	0	2.16			103.1%	-0.04	0.0125	-0.007
8.00	9.95		18	56.2%	0.95	0.0157	-0.005	30	0	0.7500		2	66.7%	-0.05	0.0158	-0.008
7.05	8.95			51.7%	0.94	0.0201	-0.006	31	0	0.7500			60.2%	-0.06	0.0203	-0.009
6.10	7.95			47.0%	0.93	0.0261	-0.008	32	0	1.15		1	61.9%	-0.08	0.0263	-0.011
5.25	7.05			46.7%	0.90	0.0341	-0.010	33	0.1800	0.4400		1	44.8%	-0.10	0.0344	-0.013
4.35	6.00			41.2%	0.86	0.0442	-0.013	34	0.2900	0.4700		1	41.4%	-0.14	0.0446	-0.015
3.75	5.15			43.4%	0.81	0.0556	-0.016	35	0.4300	0.6600	22	1	40.3%	-0.19	0.0563	-0.018
3.35	3.70			38.1%	0.75	0.0671	-0.019	36	0.6400	0.9000	3	5	39.4%	-0.25	0.0680	-0.021
2.67	2.92			36.8%	0.68	0.0772	-0.022	37	0.9200	1.22		19	38.6%	-0.33	0.0784	-0.023
2.04	2.33	17	1	36.4%	0.60	0.0845	-0.024	38	1.30	1.62	1	8	38.1%	-0.41	0.0860	-0.025
1.52	1.84		9	36.4%	0.51	0.0879	-0.025	39	1.78	2.10	4	5	37.7%	-0.50	0.0898	-0.025
1.10	1.42	28	9	36.3%	0.42	0.0869	-0.024	40	2.36	2.73		1	38.1%	-0.59	0.0892	-0.024
0.8000	0.9800		10	35.5%	0.34	0.0818	-0.022	41	3.00	3.40			37.8%	-0.67	0.0846	-0.022
0.5400	0.7900	2	26	36.3%	0.27	0.0736	-0.020	42	3.80	4.15		20	38.7%	-0.75	0.0768	-0.020
0.3700	0.6100			36.9%	0.21	0.0636	-0.018	43	3.90	5.40		2	34.8%	-0.81	0.0672	-0.017
0.2600	0.4400			37.2%	0.16	0.0532	-0.015	44	4.45	6.65		50	35.7%	-0.86	0.0569	-0.014
0.1800	0.7200		1	45.0%	0.12	0.0436	-0.013	45	5.55	7.25			30.0%	-0.90	0.0468	-0.011
0.0200	1.13			53.4%	0.10	0.0355	-0.011	46	6.40	8.25				-0.93	0.0376	-0.009
0	0.9800			54.8%	0.08	0.0292	-0.010	47	7.20	9.40				-0.95	0.0361	-0.007
0	1.15		7	61.7%	0.06	0.0243	-0.009	48	7.95	10.75		1		-0.96	0.0339	-0.005
0	0.7500		7	58.0%	0.06	0.0207	-0.008	49	8.65	12.50		20	56.3%	-0.97	0.0278	-0.006
0	1.15			69.3%	0.05	0.0179	-0.008	50	9.80	13.50			63.4%	-0.98	0.0227	-0.007
0	0.3600			54.7%	0.04	0.0156	-0.007	51	10.80	14.50			66.9%	-0.99	0.0190	-0.007
0	0.1800			58.2%	0.03	0.0102	-0.006	55	14.80	18.50			79.7%	-0.99	0.0084	-0.011

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 — Oct 09, 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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LUV option chain Southwest Airlines Co.

Volatility smile — Oct 09, 2026

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