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 ±11.1% (35.05–43.83) · ATM IV 42.5% · P/C open interest 0.31
| 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 | |
| 9.05 | 10.95 | 69.1% | 0.96 | 0.0132 | -0.006 | 30 | 0 | 0.9500 | 72.3% | -0.04 | 0.0132 | -0.007 | ||||
| 8.25 | 9.95 | 67.0% | 0.95 | 0.0173 | -0.008 | 31 | 0 | 1.15 | 70.0% | -0.05 | 0.0174 | -0.009 | ||||
| 7.15 | 9.05 | 60.4% | 0.93 | 0.0227 | -0.010 | 32 | 0 | 0.9500 | 59.6% | -0.07 | 0.0228 | -0.011 | ||||
| 5.45 | 8.10 | 39.6% | 0.90 | 0.0294 | -0.013 | 33 | 0 | 0.4500 | 42.8% | -0.10 | 0.0296 | -0.013 | ||||
| 5.55 | 7.45 | 59.9% | 0.86 | 0.0369 | -0.016 | 34 | 0.3500 | 0.4800 | 1 | 45.1% | -0.14 | 0.0371 | -0.017 | |||
| 4.40 | 7.05 | 58.6% | 0.82 | 0.0449 | -0.019 | 35 | 0.4400 | 0.7500 | 1 | 44.6% | -0.18 | 0.0453 | -0.020 | |||
| 3.55 | 6.20 | 54.7% | 0.77 | 0.0529 | -0.022 | 36 | 0.7100 | 1.01 | 2 | 6 | 45.0% | -0.23 | 0.0534 | -0.023 | ||
| 3.50 | 3.85 | 42.3% | 0.71 | 0.0601 | -0.025 | 37 | 0.9800 | 1.32 | 1 | 44.5% | -0.29 | 0.0608 | -0.025 | |||
| 2.86 | 3.25 | 42.4% | 0.64 | 0.0661 | -0.027 | 38 | 1.32 | 1.68 | 1 | 1 | 43.9% | -0.36 | 0.0669 | -0.027 | ||
| 2.28 | 2.67 | 41.9% | 0.57 | 0.0704 | -0.028 | 39 | 1.71 | 2.12 | 2 | 43.2% | -0.43 | 0.0714 | -0.028 | |||
| 1.77 | 2.18 | 6 | 41.5% | 0.50 | 0.0725 | -0.028 | 40 | 2.23 | 2.59 | 5 | 42.7% | -0.50 | 0.0737 | -0.028 | ||
| 1.39 | 1.76 | 41.7% | 0.43 | 0.0722 | -0.027 | 41 | 2.81 | 3.20 | 1 | 42.8% | -0.58 | 0.0737 | -0.028 | |||
| 0.9800 | 1.41 | 1 | 40.9% | 0.36 | 0.0696 | -0.026 | 42 | 3.45 | 3.85 | 42.5% | -0.65 | 0.0714 | -0.026 | |||
| 0.7600 | 1.11 | 1 | 41.3% | 0.30 | 0.0648 | -0.024 | 43 | 4.10 | 4.55 | 41.5% | -0.71 | 0.0670 | -0.024 | |||
| 0.5500 | 0.9100 | 1 | 41.8% | 0.24 | 0.0585 | -0.021 | 44 | 3.95 | 5.55 | 31.1% | -0.77 | 0.0610 | -0.021 | |||
| 0.3500 | 0.6700 | 4 | 40.7% | 0.19 | 0.0514 | -0.018 | 45 | 3.95 | 7.70 | 1 | 38.0% | -0.82 | 0.0541 | -0.019 | ||
| 0.2600 | 0.4500 | 2 | 40.2% | 0.15 | 0.0440 | -0.016 | 46 | 5.45 | 7.70 | 29.2% | -0.87 | 0.0471 | -0.016 | |||
| 0.1500 | 0.5400 | 12 | 43.5% | 0.12 | 0.0371 | -0.013 | 47 | 6.60 | 8.35 | -0.90 | 0.0405 | -0.014 | ||||
| 0 | 0.9500 | 51.8% | 0.09 | 0.0309 | -0.011 | 48 | 6.75 | 9.60 | -0.93 | 0.0346 | -0.012 | |||||
| 0 | 0.9500 | 55.4% | 0.08 | 0.0256 | -0.010 | 49 | 7.70 | 11.30 | -0.95 | 0.0288 | -0.010 | |||||
| 0 | 1.26 | 64.2% | 0.06 | 0.0212 | -0.008 | 50 | 9.20 | 11.30 | -0.97 | 0.0249 | -0.009 | |||||
| 0 | 1.00 | 30 | 63.3% | 0.05 | 0.0176 | -0.007 | 51 | 10.00 | 12.90 | -0.98 | 0.0208 | -0.007 | ||||
| 0 | 1.00 | 66.6% | 0.04 | 0.0146 | -0.006 | 52 | 10.70 | 14.30 | -0.99 | 0.0148 | -0.006 | |||||
| 0 | 0.2800 | 57.2% | 0.02 | 0.0088 | -0.004 | 55 | 13.70 | 17.70 | 66.2% | -1.00 | 0.0023 | -0.004 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs