LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 21:58 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 ±13.8% (33.56–44.26) · ATM IV 41.5% · P/C open interest 0.70
| 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 | |
| 17.70 | 21.10 | 3 | 117.9% | 1.00 | 0.0012 | 0.000 | 20 | 0 | 0.0600 | 315 | 72.2% | -0.00 | 0.0012 | -0.001 | ||
| 16.20 | 18.60 | 42 | 122.2% | 0.99 | 0.0023 | 0.000 | 22.5 | 0.0100 | 0.0300 | 550 | 57.5% | -0.01 | 0.0023 | -0.002 | ||
| 12.75 | 15.35 | 4 | 58.6% | 0.99 | 0.0044 | -0.001 | 25 | 0.0200 | 0.2700 | 2 | 181 | 64.6% | -0.01 | 0.0044 | -0.002 | |
| 11.35 | 13.40 | 51 | 85.0% | 0.97 | 0.0087 | -0.003 | 27.5 | 0.0500 | 0.2000 | 717 | 51.2% | -0.03 | 0.0088 | -0.004 | ||
| 9.15 | 10.25 | 249 | 63.7% | 0.94 | 0.0173 | -0.006 | 30 | 0.1100 | 0.4300 | 1 | 527 | 48.2% | -0.06 | 0.0175 | -0.007 | |
| 6.95 | 7.70 | 20 | 404 | 52.5% | 0.87 | 0.0308 | -0.011 | 32.5 | 0.3800 | 0.6200 | 26 | 1,861 | 44.1% | -0.13 | 0.0311 | -0.012 |
| 4.95 | 5.45 | 1 | 405 | 45.7% | 0.77 | 0.0460 | -0.016 | 35 | 0.9100 | 1.04 | 9 | 667 | 41.8% | -0.24 | 0.0466 | -0.017 |
| 3.35 | 3.55 | 1 | 519 | 42.2% | 0.63 | 0.0581 | -0.020 | 37.5 | 1.54 | 2.03 | 80 | 414 | 40.2% | -0.38 | 0.0592 | -0.021 |
| 2.09 | 2.41 | 92 | 1,326 | 42.3% | 0.48 | 0.0628 | -0.021 | 40 | 3.00 | 3.20 | 43 | 2,521 | 40.7% | -0.53 | 0.0645 | -0.021 |
| 1.21 | 1.34 | 46 | 1,233 | 40.3% | 0.33 | 0.0581 | -0.019 | 42.5 | 4.15 | 4.75 | 397 | 35.0% | -0.68 | 0.0606 | -0.019 | |
| 0.6300 | 0.8100 | 104 | 2,290 | 40.1% | 0.21 | 0.0467 | -0.015 | 45 | 5.80 | 6.75 | 2 | 479 | 26.8% | -0.81 | 0.0503 | -0.015 |
| 0.2800 | 0.5000 | 13 | 1,302 | 40.2% | 0.13 | 0.0337 | -0.011 | 47.5 | 7.65 | 9.00 | 784 | -0.90 | 0.0382 | -0.011 | ||
| 0.1400 | 0.4600 | 4 | 2,374 | 45.2% | 0.08 | 0.0230 | -0.008 | 50 | 9.95 | 11.35 | 481 | -0.96 | 0.0275 | -0.008 | ||
| 0.0900 | 0.2000 | 1 | 768 | 43.0% | 0.05 | 0.0156 | -0.005 | 52.5 | 12.35 | 13.85 | 1 | 176 | -0.99 | 0.0167 | -0.005 | |
| 0.0100 | 0.1300 | 42 | 770 | 42.6% | 0.03 | 0.0109 | -0.004 | 55 | 14.10 | 18.00 | 3 | -1.00 | 0.0000 | -0.005 | ||
| 0 | 0.1000 | 228 | 44.8% | 0.03 | 0.0080 | -0.003 | 57.5 | 16.75 | 20.20 | -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 — 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