LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 09:36 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 ±23.9% (29.41–47.87) · ATM IV 41.4% · P/C open interest 2.09
| 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 | |
| 18.30 | 19.75 | 17 | 57.9% | 0.98 | 0.0040 | 0.000 | 20 | 0.1200 | 0.2000 | 87 | 51.6% | -0.03 | 0.0042 | -0.002 | ||
| 15.30 | 18.20 | 1 | 55.0% | 0.96 | 0.0066 | -0.000 | 22.5 | 0.1500 | 0.3600 | 3 | 128 | 47.9% | -0.05 | 0.0069 | -0.003 | |
| 13.70 | 15.35 | 1 | 51.8% | 0.93 | 0.0103 | -0.002 | 25 | 0.2700 | 0.5900 | 87 | 45.5% | -0.08 | 0.0106 | -0.005 | ||
| 11.65 | 12.80 | 37 | 45.9% | 0.89 | 0.0147 | -0.004 | 27.5 | 0.6000 | 0.9200 | 160 | 44.6% | -0.12 | 0.0151 | -0.006 | ||
| 9.70 | 10.75 | 40 | 44.4% | 0.84 | 0.0197 | -0.006 | 30 | 1.28 | 1.38 | 217 | 45.0% | -0.17 | 0.0200 | -0.008 | ||
| 8.00 | 9.70 | 8 | 48.4% | 0.77 | 0.0247 | -0.008 | 32.5 | 1.92 | 2.20 | 338 | 44.7% | -0.23 | 0.0251 | -0.009 | ||
| 6.30 | 7.05 | 50 | 45 | 41.1% | 0.70 | 0.0292 | -0.009 | 35 | 2.75 | 2.90 | 6 | 447 | 42.8% | -0.31 | 0.0297 | -0.010 |
| 5.10 | 5.75 | 1 | 50 | 41.8% | 0.62 | 0.0327 | -0.010 | 37.5 | 3.10 | 4.50 | 8 | 1,392 | 41.1% | -0.39 | 0.0332 | -0.011 |
| 3.25 | 4.90 | 11 | 963 | 39.6% | 0.54 | 0.0346 | -0.011 | 40 | 4.30 | 5.50 | 8 | 333 | 38.8% | -0.48 | 0.0355 | -0.011 |
| 2.84 | 3.65 | 8 | 211 | 40.4% | 0.45 | 0.0349 | -0.011 | 42.5 | 5.65 | 7.50 | 1 | 466 | 39.9% | -0.56 | 0.0362 | -0.011 |
| 1.90 | 2.94 | 310 | 39.5% | 0.38 | 0.0338 | -0.010 | 45 | 8.00 | 9.30 | 9 | 429 | 43.0% | -0.64 | 0.0358 | -0.010 | |
| 1.81 | 2.29 | 506 | 41.6% | 0.31 | 0.0314 | -0.010 | 47.5 | 9.05 | 11.30 | 1 | 10.1K | 39.2% | -0.72 | 0.0346 | -0.009 | |
| 1.36 | 1.48 | 9 | 849 | 39.9% | 0.25 | 0.0283 | -0.009 | 50 | 11.90 | 12.70 | 77 | 39.9% | -0.79 | 0.0329 | -0.008 | |
| 0.9900 | 1.20 | 2 | 1,520 | 40.2% | 0.20 | 0.0249 | -0.007 | 52.5 | 13.95 | 15.00 | 33 | 39.9% | -0.85 | 0.0309 | -0.007 | |
| 0.6500 | 0.9500 | 979 | 39.9% | 0.16 | 0.0214 | -0.006 | 55 | 15.00 | 18.10 | 6 | -0.90 | 0.0281 | -0.006 | |||
| 0.0900 | 1.23 | 529 | 41.0% | 0.12 | 0.0182 | -0.005 | 57.5 | 17.40 | 20.50 | 3 | -0.94 | 0.0227 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs