LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 12:40 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 ±15.5% (33.09–45.22) · ATM IV 39.1% · P/C open interest 0.54
| 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 | |
| 18.65 | 20.80 | 162 | 112.3% | 1.00 | 0.0016 | 0.000 | 20 | 0 | 0.0700 | 2,160 | 60.9% | -0.01 | 0.0018 | -0.001 | ||
| 14.85 | 18.65 | 84 | 73.6% | 0.99 | 0.0029 | 0.000 | 22.5 | 0.0300 | 0.0900 | 1 | 1,657 | 55.2% | -0.01 | 0.0032 | -0.002 | |
| 13.00 | 15.35 | 720 | 55.8% | 0.98 | 0.0056 | -0.000 | 25 | 0.0300 | 0.1200 | 572 | 47.4% | -0.02 | 0.0060 | -0.003 | ||
| 10.65 | 13.25 | 421 | 56.9% | 0.96 | 0.0107 | -0.002 | 27.5 | 0.0900 | 0.4100 | 1,745 | 49.0% | -0.05 | 0.0112 | -0.005 | ||
| 9.25 | 10.75 | 1,206 | 59.7% | 0.92 | 0.0193 | -0.006 | 30 | 0.2500 | 0.4000 | 12 | 3,512 | 41.8% | -0.09 | 0.0198 | -0.007 | |
| 7.10 | 8.70 | 1,399 | 54.5% | 0.85 | 0.0305 | -0.010 | 32.5 | 0.4700 | 0.9600 | 3 | 1,479 | 41.4% | -0.16 | 0.0309 | -0.011 | |
| 5.30 | 6.75 | 1 | 695 | 50.9% | 0.75 | 0.0420 | -0.013 | 35 | 0.8700 | 1.60 | 12 | 1,362 | 38.9% | -0.26 | 0.0423 | -0.014 |
| 3.75 | 4.55 | 7 | 1,525 | 44.6% | 0.62 | 0.0507 | -0.016 | 37.5 | 1.98 | 2.47 | 11 | 3,086 | 39.4% | -0.38 | 0.0510 | -0.016 |
| 2.50 | 2.68 | 2 | 1,710 | 39.4% | 0.49 | 0.0543 | -0.016 | 40 | 3.35 | 3.60 | 11 | 870 | 38.7% | -0.52 | 0.0546 | -0.016 |
| 1.61 | 1.73 | 8 | 1,273 | 38.9% | 0.37 | 0.0518 | -0.015 | 42.5 | 4.85 | 5.15 | 891 | 37.4% | -0.65 | 0.0526 | -0.015 | |
| 0.8000 | 1.28 | 10 | 1,562 | 38.6% | 0.26 | 0.0446 | -0.013 | 45 | 6.15 | 7.05 | 1,532 | 31.8% | -0.76 | 0.0468 | -0.013 | |
| 0.5800 | 0.6400 | 4 | 1,247 | 38.1% | 0.17 | 0.0354 | -0.010 | 47.5 | 8.00 | 9.15 | 503 | -0.85 | 0.0397 | -0.010 | ||
| 0.3300 | 0.4200 | 299 | 7,242 | 38.6% | 0.11 | 0.0265 | -0.008 | 50 | 10.00 | 11.45 | 1,007 | -0.92 | 0.0332 | -0.008 | ||
| 0.0300 | 0.3700 | 1 | 3,542 | 38.0% | 0.08 | 0.0193 | -0.006 | 52.5 | 12.40 | 13.95 | 9 | -0.97 | 0.0291 | -0.006 | ||
| 0.0900 | 0.2200 | 2 | 2,864 | 40.4% | 0.05 | 0.0142 | -0.005 | 55 | 14.30 | 17.55 | 35 | -0.99 | 0.0087 | -0.008 | ||
| 0.0300 | 0.1600 | 2 | 839 | 40.8% | 0.04 | 0.0106 | -0.004 | 57.5 | 16.65 | 19.85 | 2 | -1.00 | 0.0000 | -0.008 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs