LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 15:40 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 ±10.2% (35.43–43.44) · ATM IV 56.8% · P/C open interest 0.36
| 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 | |
| 8.85 | 12.40 | 1 | 80.1% | 0.99 | 0.0060 | -0.004 | 29 | 0 | 1.01 | 1 | 116.8% | -0.01 | 0.0060 | -0.005 | ||
| 7.90 | 11.45 | 78.6% | 0.98 | 0.0088 | -0.005 | 30 | 0 | 1.00 | 106.8% | -0.02 | 0.0088 | -0.007 | ||||
| 7.60 | 10.45 | 97.1% | 0.97 | 0.0128 | -0.008 | 31 | 0 | 1.00 | 97.3% | -0.03 | 0.0129 | -0.009 | ||||
| 5.90 | 9.50 | 65.2% | 0.96 | 0.0185 | -0.012 | 32 | 0 | 1.00 | 1 | 88.0% | -0.04 | 0.0186 | -0.013 | |||
| 5.65 | 8.00 | 66.6% | 0.93 | 0.0260 | -0.016 | 33 | 0 | 1.00 | 1 | 78.7% | -0.07 | 0.0261 | -0.017 | |||
| 4.75 | 7.65 | 77.3% | 0.90 | 0.0356 | -0.021 | 34 | 0 | 0.9500 | 3 | 68.3% | -0.10 | 0.0358 | -0.022 | |||
| 4.50 | 6.10 | 71.6% | 0.86 | 0.0472 | -0.027 | 35 | 0.2600 | 0.6200 | 68 | 57.6% | -0.14 | 0.0474 | -0.028 | |||
| 2.94 | 5.45 | 38.1% | 0.84 | 0.0534 | -0.030 | 35.5 | 0 | 0.5200 | 44.3% | -0.16 | 0.0538 | -0.031 | ||||
| 3.55 | 5.05 | 61.5% | 0.81 | 0.0599 | -0.033 | 36 | 0.4500 | 0.5500 | 21 | 51.2% | -0.19 | 0.0603 | -0.034 | |||
| 2.67 | 4.65 | 51.1% | 0.78 | 0.0664 | -0.036 | 36.5 | 0.5300 | 1.09 | 58.1% | -0.23 | 0.0668 | -0.037 | ||||
| 3.00 | 3.35 | 46.7% | 0.74 | 0.0726 | -0.039 | 37 | 0.6900 | 0.7900 | 2 | 50.4% | -0.26 | 0.0731 | -0.040 | |||
| 2.74 | 3.10 | 49.8% | 0.70 | 0.0784 | -0.042 | 37.5 | 0.8000 | 1.11 | 52.2% | -0.30 | 0.0790 | -0.042 | ||||
| 2.36 | 2.67 | 47.1% | 0.66 | 0.0836 | -0.044 | 38 | 1.02 | 1.12 | 2 | 20 | 50.1% | -0.34 | 0.0842 | -0.044 | ||
| 2.09 | 4.25 | 75.3% | 0.62 | 0.0878 | -0.045 | 38.5 | 1.16 | 1.42 | 50.6% | -0.38 | 0.0886 | -0.046 | ||||
| 1.93 | 2.02 | 4 | 48.2% | 0.57 | 0.0910 | -0.046 | 39 | 1.43 | 1.53 | 15 | 35 | 49.6% | -0.43 | 0.0918 | -0.047 | |
| 1.46 | 3.05 | 63.4% | 0.53 | 0.0929 | -0.047 | 39.5 | 1.61 | 1.89 | 50.2% | -0.48 | 0.0938 | -0.047 | ||||
| 1.43 | 1.53 | 15 | 17 | 47.9% | 0.48 | 0.0935 | -0.047 | 40 | 1.85 | 3.25 | 126 | 65.2% | -0.52 | 0.0946 | -0.047 | |
| 1.15 | 1.41 | 48.1% | 0.43 | 0.0928 | -0.046 | 40.5 | 2.17 | 2.44 | 49.9% | -0.57 | 0.0939 | -0.046 | ||||
| 1.01 | 1.12 | 86 | 47.2% | 0.39 | 0.0907 | -0.044 | 41 | 2.49 | 2.75 | 17 | 49.9% | -0.62 | 0.0920 | -0.045 | ||
| 0.8100 | 0.9900 | 47.1% | 0.35 | 0.0875 | -0.043 | 41.5 | 2.62 | 3.30 | 50.1% | -0.66 | 0.0888 | -0.043 | ||||
| 0.7000 | 0.8400 | 1 | 517 | 47.5% | 0.31 | 0.0833 | -0.040 | 42 | 3.15 | 3.45 | 20 | 49.6% | -0.70 | 0.0847 | -0.041 | |
| 0.5300 | 0.7200 | 46.8% | 0.27 | 0.0783 | -0.038 | 42.5 | 2.70 | 4.10 | 39.6% | -0.74 | 0.0798 | -0.038 | ||||
| 0.4700 | 0.5900 | 28 | 47.2% | 0.23 | 0.0727 | -0.035 | 43 | 3.15 | 4.40 | 1 | 37.8% | -0.77 | 0.0742 | -0.035 | ||
| 0.0500 | 0.5600 | 41.5% | 0.20 | 0.0667 | -0.032 | 43.5 | 3.45 | 5.45 | 48.9% | -0.81 | 0.0684 | -0.033 | ||||
| 0.3100 | 0.4100 | 9 | 47.3% | 0.18 | 0.0607 | -0.030 | 44 | 3.90 | 5.30 | 2 | 32.6% | -0.83 | 0.0624 | -0.030 | ||
| 0.2100 | 0.8300 | 57.4% | 0.15 | 0.0548 | -0.027 | 44.5 | 4.30 | 5.70 | -0.86 | 0.0566 | -0.027 | |||||
| 0.0500 | 0.5200 | 119 | 49.8% | 0.13 | 0.0491 | -0.024 | 45 | 4.55 | 6.15 | -0.88 | 0.0510 | -0.025 | ||||
| 0 | 0.9000 | 60.8% | 0.11 | 0.0438 | -0.022 | 45.5 | 4.85 | 6.75 | -0.90 | 0.0458 | -0.022 | |||||
| 0.0300 | 0.4000 | 18 | 51.4% | 0.10 | 0.0389 | -0.020 | 46 | 5.50 | 7.20 | -0.92 | 0.0409 | -0.020 | ||||
| 0 | 0.9500 | 67.9% | 0.08 | 0.0344 | -0.018 | 46.5 | 5.25 | 8.80 | -0.93 | 0.0364 | -0.018 | |||||
| 0.0600 | 0.3000 | 4 | 15 | 54.2% | 0.07 | 0.0304 | -0.016 | 47 | 6.45 | 8.15 | -0.94 | 0.0324 | -0.016 | |||
| 0 | 0.9500 | 6 | 76.4% | 0.05 | 0.0236 | -0.013 | 48 | 6.75 | 9.60 | -0.96 | 0.0258 | -0.013 | ||||
| 0 | 1.00 | 2 | 83.0% | 0.04 | 0.0184 | -0.010 | 49 | 7.75 | 10.60 | -0.98 | 0.0205 | -0.010 | ||||
| 0 | 1.00 | 2 | 88.2% | 0.03 | 0.0143 | -0.008 | 50 | 9.35 | 11.75 | -0.99 | 0.0152 | -0.008 | ||||
| 0 | 1.00 | 93.2% | 0.02 | 0.0112 | -0.007 | 51 | 9.70 | 12.80 | -0.99 | 0.0101 | -0.007 | |||||
| 0 | 1.00 | 98.0% | 0.02 | 0.0088 | -0.006 | 52 | 10.90 | 13.30 | -1.00 | 0.0056 | -0.007 | |||||
| 0 | 0.1000 | 70 | 71.0% | 0.01 | 0.0044 | -0.003 | 55 | 13.90 | 17.45 | 89.2% | -1.00 | 0.0002 | -0.006 | |||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs