LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 03:36 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 ±18.0% (31.68–45.60) · ATM IV 42.0% · P/C open interest 0.53
| 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 | |
| 16.75 | 20.80 | 3 | 60.7% | 0.99 | 0.0028 | 0.000 | 20 | 0.0200 | 0.4900 | 288 | 76.5% | -0.01 | 0.0029 | -0.002 | ||
| 14.40 | 18.40 | 42 | 59.0% | 0.98 | 0.0046 | 0.000 | 22.5 | 0.0100 | 0.1500 | 549 | 52.1% | -0.02 | 0.0047 | -0.003 | ||
| 12.30 | 15.90 | 4 | 57.4% | 0.96 | 0.0078 | 0.000 | 25 | 0.1000 | 0.3600 | 190 | 52.9% | -0.04 | 0.0079 | -0.004 | ||
| 10.30 | 12.95 | 51 | 46.9% | 0.93 | 0.0133 | -0.002 | 27.5 | 0.1300 | 0.3900 | 705 | 44.6% | -0.07 | 0.0134 | -0.006 | ||
| 8.40 | 10.80 | 4 | 252 | 48.9% | 0.88 | 0.0209 | -0.005 | 30 | 0.3400 | 0.7000 | 514 | 43.1% | -0.12 | 0.0212 | -0.009 | |
| 6.75 | 7.90 | 5 | 417 | 41.8% | 0.81 | 0.0296 | -0.009 | 32.5 | 1.03 | 1.11 | 6 | 305 | 43.8% | -0.19 | 0.0302 | -0.011 |
| 5.10 | 6.75 | 45 | 376 | 46.4% | 0.72 | 0.0381 | -0.012 | 35 | 1.72 | 1.80 | 5 | 608 | 42.4% | -0.29 | 0.0390 | -0.014 |
| 3.95 | 4.40 | 14 | 488 | 41.9% | 0.61 | 0.0447 | -0.014 | 37.5 | 2.27 | 3.30 | 1 | 391 | 42.0% | -0.40 | 0.0461 | -0.015 |
| 2.51 | 3.15 | 45 | 866 | 39.5% | 0.50 | 0.0476 | -0.015 | 40 | 3.35 | 4.50 | 14 | 483 | 39.5% | -0.52 | 0.0497 | -0.015 |
| 1.80 | 2.25 | 6 | 857 | 40.4% | 0.38 | 0.0463 | -0.014 | 42.5 | 5.15 | 6.60 | 361 | 43.6% | -0.63 | 0.0491 | -0.014 | |
| 0.9000 | 1.63 | 21 | 1,723 | 38.8% | 0.29 | 0.0415 | -0.013 | 45 | 6.65 | 7.75 | 10 | 444 | 35.9% | -0.74 | 0.0451 | -0.011 |
| 0.6100 | 1.03 | 4 | 1,223 | 38.7% | 0.20 | 0.0348 | -0.010 | 47.5 | 9.20 | 10.35 | 1 | 786 | 44.1% | -0.83 | 0.0393 | -0.009 |
| 0.4100 | 0.6500 | 23 | 2,146 | 38.9% | 0.14 | 0.0277 | -0.008 | 50 | 11.25 | 12.25 | 487 | 39.1% | -0.90 | 0.0324 | -0.006 | |
| 0.0900 | 0.4500 | 1 | 766 | 37.1% | 0.10 | 0.0212 | -0.006 | 52.5 | 13.60 | 14.75 | 176 | 41.5% | -0.95 | 0.0281 | -0.003 | |
| 0.0100 | 0.3000 | 769 | 36.9% | 0.07 | 0.0160 | -0.005 | 55 | 14.50 | 18.75 | 5 | 43.7% | -0.99 | 0.0146 | -0.005 | ||
| 0 | 0.2100 | 197 | 37.9% | 0.05 | 0.0120 | -0.004 | 57.5 | 17.00 | 20.40 | 8 | -1.00 | 0.0018 | -0.009 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs