LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 06:36 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 ±18.9% (31.32–45.95) · ATM IV 39.4% · P/C open interest 0.52
| 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 | |
| 17.25 | 20.30 | 162 | 46.9% | 0.99 | 0.0030 | 0.000 | 20 | 0.0100 | 0.1400 | 2,161 | 54.6% | -0.02 | 0.0032 | -0.002 | ||
| 14.80 | 18.50 | 86 | 63.6% | 0.98 | 0.0050 | 0.000 | 22.5 | 0.0700 | 0.1800 | 3 | 1,657 | 50.1% | -0.03 | 0.0053 | -0.003 | |
| 13.55 | 14.40 | 730 | 44.1% | 0.96 | 0.0085 | 0.000 | 25 | 0.1000 | 0.3200 | 575 | 46.2% | -0.05 | 0.0089 | -0.004 | ||
| 11.30 | 12.15 | 422 | 44.1% | 0.92 | 0.0140 | -0.003 | 27.5 | 0.2000 | 0.4900 | 3 | 1,791 | 42.5% | -0.08 | 0.0144 | -0.006 | |
| 8.95 | 10.10 | 180 | 1,071 | 41.6% | 0.87 | 0.0209 | -0.006 | 30 | 0.5700 | 1.05 | 6 | 3,578 | 44.5% | -0.14 | 0.0213 | -0.008 |
| 7.10 | 8.10 | 1,404 | 41.4% | 0.80 | 0.0283 | -0.008 | 32.5 | 0.9900 | 1.35 | 11 | 1,505 | 40.6% | -0.21 | 0.0286 | -0.010 | |
| 5.70 | 6.25 | 9 | 697 | 41.9% | 0.71 | 0.0352 | -0.011 | 35 | 1.83 | 2.33 | 3 | 872 | 41.9% | -0.30 | 0.0356 | -0.012 |
| 3.55 | 5.00 | 1,412 | 38.4% | 0.61 | 0.0404 | -0.012 | 37.5 | 2.78 | 3.30 | 25 | 2,782 | 40.5% | -0.40 | 0.0409 | -0.013 | |
| 2.63 | 4.00 | 7 | 1,543 | 40.4% | 0.51 | 0.0428 | -0.013 | 40 | 3.55 | 5.15 | 1 | 589 | 40.1% | -0.50 | 0.0438 | -0.013 |
| 2.14 | 2.50 | 4 | 901 | 39.3% | 0.41 | 0.0422 | -0.013 | 42.5 | 5.70 | 6.75 | 10 | 823 | 43.2% | -0.61 | 0.0439 | -0.012 |
| 1.60 | 1.70 | 25 | 1,280 | 39.3% | 0.32 | 0.0389 | -0.012 | 45 | 7.35 | 8.70 | 1,458 | 43.3% | -0.70 | 0.0418 | -0.011 | |
| 1.08 | 1.33 | 69 | 2,534 | 40.1% | 0.24 | 0.0341 | -0.010 | 47.5 | 9.40 | 9.85 | 10 | 431 | 38.0% | -0.79 | 0.0383 | -0.009 |
| 0.7200 | 0.9300 | 118 | 4,267 | 39.9% | 0.18 | 0.0286 | -0.009 | 50 | 11.00 | 12.45 | 1,007 | 35.8% | -0.86 | 0.0340 | -0.007 | |
| 0.4200 | 0.6300 | 3,263 | 39.1% | 0.13 | 0.0232 | -0.007 | 52.5 | 13.45 | 14.60 | 9 | -0.92 | 0.0299 | -0.005 | |||
| 0.3200 | 0.4400 | 2 | 5,702 | 39.8% | 0.10 | 0.0184 | -0.006 | 55 | 14.55 | 18.55 | 42 | -0.96 | 0.0243 | -0.004 | ||
| 0.2200 | 0.3200 | 900 | 40.4% | 0.07 | 0.0145 | -0.005 | 57.5 | 17.00 | 20.45 | 99 | -0.99 | 0.0122 | -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 — 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