LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 06:39 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 ±5.8% (36.87–41.44) · ATM IV 69.9% · P/C open interest 0.45
| 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 | |
| 10.70 | 12.10 | 1 | 2 | 270.0% | 1.00 | 0.0000 | 0.000 | 28 | 0 | 0.2200 | 13 | 2 | 118.0% | 0.00 | 0.0000 | 0.000 |
| 9.70 | 11.10 | 1 | 2 | 248.0% | 1.00 | 0.0001 | 0.000 | 29 | 0 | 0.0600 | 13 | 2 | 132.8% | -0.00 | 0.0001 | 0.000 |
| 8.75 | 10.15 | 232.7% | 1.00 | 0.0004 | 0.000 | 30 | 0 | 0.0800 | 11 | 124.6% | -0.00 | 0.0004 | -0.000 | |||
| 7.65 | 9.70 | 236.0% | 1.00 | 0.0015 | 0.000 | 31 | 0 | 0.1300 | 1 | 120.6% | -0.00 | 0.0015 | -0.001 | |||
| 6.75 | 8.10 | 1 | 187.4% | 1.00 | 0.0048 | -0.003 | 32 | 0 | 0.0300 | 57 | 79.6% | -0.00 | 0.0048 | -0.003 | ||
| 5.75 | 7.50 | 1 | 186.3% | 0.98 | 0.0131 | -0.010 | 33 | 0 | 0.0200 | 7 | 23 | 68.3% | -0.02 | 0.0131 | -0.011 | |
| 4.80 | 6.15 | 1 | 150.7% | 0.96 | 0.0289 | -0.027 | 34 | 0.0200 | 0.0500 | 26 | 56 | 69.4% | -0.04 | 0.0289 | -0.028 | |
| 4.30 | 5.70 | 1 | 142.4% | 0.94 | 0.0396 | -0.040 | 34.5 | 0.0500 | 0.1900 | 9 | 13 | 81.8% | -0.06 | 0.0397 | -0.041 | |
| 3.85 | 5.20 | 12 | 133.9% | 0.91 | 0.0520 | -0.056 | 35 | 0.1000 | 0.1400 | 73 | 51 | 74.1% | -0.09 | 0.0521 | -0.057 | |
| 2.90 | 5.45 | 135.1% | 0.88 | 0.0653 | -0.074 | 35.5 | 0.1200 | 0.2200 | 129 | 12 | 73.2% | -0.12 | 0.0654 | -0.074 | ||
| 2.15 | 4.70 | 15 | 104.1% | 0.84 | 0.0790 | -0.092 | 36 | 0.1800 | 0.2800 | 102 | 230 | 71.7% | -0.16 | 0.0792 | -0.093 | |
| 2.30 | 4.05 | 112.1% | 0.79 | 0.0925 | -0.110 | 36.5 | 0.0900 | 0.4000 | 148 | 32 | 64.2% | -0.21 | 0.0928 | -0.111 | ||
| 1.99 | 3.70 | 14 | 112.1% | 0.74 | 0.1052 | -0.127 | 37 | 0.3400 | 0.5500 | 44 | 494 | 71.5% | -0.26 | 0.1056 | -0.128 | |
| 1.89 | 2.25 | 69 | 81.0% | 0.69 | 0.1162 | -0.141 | 37.5 | 0.4800 | 0.8400 | 27 | 64 | 75.9% | -0.32 | 0.1167 | -0.142 | |
| 1.44 | 2.34 | 30 | 27 | 89.1% | 0.62 | 0.1249 | -0.152 | 38 | 0.8100 | 1.04 | 343 | 177 | 80.8% | -0.38 | 0.1255 | -0.153 |
| 0.9600 | 1.65 | 2 | 1 | 69.7% | 0.56 | 0.1305 | -0.158 | 38.5 | 0.9000 | 1.10 | 70 | 203 | 71.6% | -0.44 | 0.1312 | -0.159 |
| 1.06 | 1.21 | 70 | 55 | 74.6% | 0.49 | 0.1325 | -0.159 | 39 | 0.9500 | 1.35 | 21 | 118 | 65.3% | -0.51 | 0.1332 | -0.160 |
| 0.8200 | 1.55 | 115 | 105 | 91.1% | 0.43 | 0.1307 | -0.156 | 39.5 | 1.33 | 2.34 | 17 | 79 | 90.1% | -0.57 | 0.1314 | -0.157 |
| 0.6600 | 0.7600 | 161 | 372 | 74.2% | 0.37 | 0.1255 | -0.148 | 40 | 1.58 | 2.48 | 42 | 428 | 82.9% | -0.64 | 0.1262 | -0.149 |
| 0.1500 | 1.21 | 11 | 426 | 81.4% | 0.31 | 0.1174 | -0.136 | 40.5 | 1.93 | 2.30 | 4 | 229 | 65.1% | -0.70 | 0.1180 | -0.137 |
| 0.2100 | 0.6400 | 61 | 218 | 72.5% | 0.25 | 0.1070 | -0.122 | 41 | 2.28 | 2.80 | 6 | 733 | 68.3% | -0.75 | 0.1077 | -0.123 |
| 0.1500 | 0.4800 | 217 | 270 | 71.8% | 0.21 | 0.0953 | -0.106 | 41.5 | 2.37 | 3.10 | 79 | 43.1% | -0.80 | 0.0959 | -0.107 | |
| 0.1800 | 0.2700 | 109 | 723 | 70.8% | 0.16 | 0.0829 | -0.090 | 42 | 3.05 | 3.50 | 4 | 268 | 55.9% | -0.84 | 0.0833 | -0.090 |
| 0.0500 | 0.3500 | 23 | 173 | 75.0% | 0.13 | 0.0704 | -0.074 | 42.5 | 3.30 | 4.00 | 1 | 1 | -0.88 | 0.0708 | -0.074 | |
| 0.1100 | 0.1500 | 58 | 810 | 72.5% | 0.10 | 0.0585 | -0.060 | 43 | 3.05 | 5.35 | 2 | 92 | 47.3% | -0.90 | 0.0588 | -0.060 |
| 0.0500 | 0.1100 | 21 | 86 | 70.1% | 0.08 | 0.0477 | -0.047 | 43.5 | 3.50 | 5.90 | 51.8% | -0.93 | 0.0480 | -0.047 | ||
| 0.0200 | 0.0800 | 38 | 338 | 68.7% | 0.06 | 0.0382 | -0.036 | 44 | 4.80 | 5.35 | 7 | 13 | -0.95 | 0.0386 | -0.036 | |
| 0.0400 | 0.0600 | 10 | 110 | 73.6% | 0.04 | 0.0301 | -0.028 | 44.5 | 5.15 | 5.80 | 1 | -0.96 | 0.0307 | -0.027 | ||
| 0 | 0.0500 | 29 | 1,767 | 69.8% | 0.03 | 0.0235 | -0.021 | 45 | 4.95 | 6.30 | 3 | -0.97 | 0.0243 | -0.020 | ||
| 0 | 0.0400 | 29 | 971 | 71.8% | 0.02 | 0.0181 | -0.016 | 45.5 | 5.35 | 6.80 | 2 | -0.98 | 0.0189 | -0.015 | ||
| 0 | 0.2800 | 9 | 412 | 84.5% | 0.02 | 0.0139 | -0.012 | 46 | 5.85 | 7.30 | -0.99 | 0.0141 | -0.011 | |||
| 0 | 0.2900 | 9 | 113.8% | 0.01 | 0.0106 | -0.009 | 46.5 | 6.35 | 7.80 | -0.99 | 0.0103 | -0.009 | ||||
| 0 | 0.0800 | 10 | 106 | 93.2% | 0.01 | 0.0081 | -0.007 | 47 | 6.85 | 8.30 | -1.00 | 0.0069 | -0.007 | |||
| 0 | 0.4200 | 20 | 134.7% | 0.01 | 0.0061 | -0.005 | 47.5 | 7.35 | 9.00 | -1.00 | 0.0045 | -0.006 | ||||
| 0 | 0.2200 | 108 | 121.6% | 0.01 | 0.0047 | -0.004 | 48 | 7.85 | 10.10 | -1.00 | 0.0026 | -0.006 | ||||
| 0 | 0.2200 | 95 | 130.7% | 0.00 | 0.0027 | -0.002 | 49 | 8.80 | 10.50 | -1.00 | 0.0008 | -0.005 | ||||
| 0 | 0.0100 | 224 | 90.8% | 0.00 | 0.0016 | -0.001 | 50 | 9.80 | 11.75 | -1.00 | 0.0002 | -0.005 | ||||
| 0 | 0.0100 | 18 | 97.1% | 0.00 | 0.0009 | -0.001 | 51 | 10.85 | 12.30 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0200 | 116 | 111.0% | 0.00 | 0.0005 | -0.000 | 52 | 11.85 | 13.30 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0200 | 62 | 120.5% | 0.00 | 0.0001 | -0.000 | 55 | 14.80 | 16.50 | -1.00 | 0.0000 | -0.005 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs