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 ±20.4% (30.98–46.84) · ATM IV 39.3% · P/C open interest 1.95
| 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 | |
| 17.65 | 21.10 | 22 | 64.5% | 0.99 | 0.0027 | 0.000 | 20 | 0 | 0.5900 | 99 | 67.3% | -0.02 | 0.0030 | -0.002 | ||
| 15.25 | 18.80 | 1 | 59.5% | 0.98 | 0.0050 | 0.000 | 22.5 | 0 | 0.3700 | 139 | 51.9% | -0.03 | 0.0053 | -0.003 | ||
| 14.20 | 15.70 | 1 | 61.4% | 0.96 | 0.0086 | -0.002 | 25 | 0 | 0.4800 | 118 | 45.9% | -0.05 | 0.0089 | -0.004 | ||
| 10.90 | 13.45 | 47 | 43.2% | 0.92 | 0.0135 | -0.004 | 27.5 | 0.0700 | 1.16 | 206 | 48.4% | -0.09 | 0.0140 | -0.006 | ||
| 8.75 | 11.30 | 40 | 41.7% | 0.88 | 0.0198 | -0.006 | 30 | 0.6500 | 0.9700 | 268 | 43.2% | -0.14 | 0.0202 | -0.008 | ||
| 7.15 | 9.70 | 8 | 45.9% | 0.81 | 0.0267 | -0.008 | 32.5 | 1.11 | 1.46 | 393 | 41.4% | -0.20 | 0.0272 | -0.010 | ||
| 5.45 | 6.65 | 124 | 36.6% | 0.73 | 0.0334 | -0.010 | 35 | 1.89 | 2.42 | 1 | 553 | 42.1% | -0.28 | 0.0340 | -0.011 | |
| 4.45 | 5.20 | 8 | 245 | 39.2% | 0.63 | 0.0386 | -0.012 | 37.5 | 2.68 | 3.20 | 1,399 | 39.1% | -0.38 | 0.0394 | -0.012 | |
| 3.55 | 3.85 | 13 | 962 | 39.7% | 0.53 | 0.0414 | -0.012 | 40 | 3.95 | 4.50 | 411 | 38.9% | -0.48 | 0.0426 | -0.013 | |
| 2.58 | 3.30 | 8 | 938 | 41.5% | 0.43 | 0.0415 | -0.012 | 42.5 | 5.35 | 6.00 | 5 | 1,989 | 37.8% | -0.59 | 0.0431 | -0.012 |
| 1.49 | 2.42 | 13 | 395 | 38.9% | 0.34 | 0.0391 | -0.011 | 45 | 6.75 | 7.70 | 469 | 35.1% | -0.68 | 0.0414 | -0.011 | |
| 1.28 | 1.37 | 3 | 608 | 37.9% | 0.26 | 0.0350 | -0.010 | 47.5 | 8.55 | 10.35 | 10.2K | 38.0% | -0.77 | 0.0386 | -0.010 | |
| 0.6200 | 1.29 | 1,071 | 38.4% | 0.20 | 0.0299 | -0.009 | 50 | 10.15 | 12.75 | 77 | 35.5% | -0.84 | 0.0358 | -0.009 | ||
| 0.1600 | 1.20 | 1,543 | 38.6% | 0.15 | 0.0247 | -0.007 | 52.5 | 12.60 | 14.45 | 33 | -0.91 | 0.0345 | -0.007 | |||
| 0.2000 | 0.8100 | 992 | 39.4% | 0.11 | 0.0200 | -0.006 | 55 | 14.70 | 17.75 | 6 | -0.97 | 0.0289 | -0.009 | |||
| 0.0900 | 0.4600 | 599 | 37.2% | 0.08 | 0.0159 | -0.005 | 57.5 | 16.60 | 20.20 | 3 | -0.99 | 0.0063 | -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 — 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