LUV chaîne d'options Southwest Airlines Co.
Cboe delayed options data · au 06:36 UTC
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±6.0% (36.34–40.95) · ATM IV 35.7% · P/C open interest 0.55
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 17.50 | 18.85 | 160 | 103 | 1.00 | 0.0000 | -0.074 | 20 | 0 | 0.2700 | 322 | 172.5% | -0.01 | 0.0020 | -0.007 | ||
| 15.55 | 16.70 | 1 | 145.1% | 1.00 | 0.0000 | -0.066 | 22.5 | 0 | 0.2700 | 115 | 145.0% | -0.01 | 0.0030 | -0.008 | ||
| 12.90 | 14.20 | 170 | 112 | 1.00 | 0.0003 | -0.057 | 25 | 0 | 0.2800 | 3,863 | 121.0% | -0.01 | 0.0046 | -0.008 | ||
| 10.00 | 11.25 | 975 | 857 | 1.00 | 0.0042 | -0.046 | 27.5 | 0 | 0.0700 | 1,450 | 77.2% | -0.02 | 0.0073 | -0.009 | ||
| 8.00 | 10.10 | 630 | 303 | 109.9% | 0.99 | 0.0150 | -0.032 | 30 | 0 | 0.0800 | 1,344 | 60.8% | -0.03 | 0.0127 | -0.010 | |
| 7.05 | 8.45 | 78.5% | 0.98 | 0.0240 | -0.027 | 31 | 0 | 0.2900 | 69.0% | -0.04 | 0.0164 | -0.011 | ||||
| 6.40 | 6.95 | 4 | 63.1% | 0.97 | 0.0388 | -0.019 | 32 | 0 | 0.1000 | 2 | 49.0% | -0.04 | 0.0217 | -0.012 | ||
| 4.85 | 6.65 | 254 | 233 | 0.97 | 0.0444 | -0.017 | 32.5 | 0 | 0.3200 | 833 | 58.2% | -0.05 | 0.0253 | -0.013 | ||
| 4.00 | 7.10 | 0.96 | 0.0481 | -0.016 | 33 | 0 | 0.2500 | 1 | 30 | 51.0% | -0.06 | 0.0297 | -0.013 | |||
| 4.05 | 6.70 | 82.8% | 0.93 | 0.0544 | -0.015 | 34 | 0.0800 | 0.3900 | 62 | 51.2% | -0.08 | 0.0422 | -0.016 | |||
| 3.25 | 4.25 | 4 | 570 | 42.6% | 0.88 | 0.0616 | -0.019 | 35 | 0.0500 | 0.2200 | 72 | 3,302 | 36.0% | -0.12 | 0.0621 | -0.020 |
| 2.50 | 3.30 | 40.7% | 0.81 | 0.0874 | -0.026 | 36 | 0.0700 | 0.5800 | 3 | 49 | 37.9% | -0.19 | 0.0883 | -0.027 | ||
| 1.68 | 2.62 | 39.6% | 0.71 | 0.1122 | -0.033 | 37 | 0.1600 | 1.02 | 138 | 37.9% | -0.30 | 0.1135 | -0.034 | |||
| 1.51 | 2.25 | 3 | 306 | 41.3% | 0.65 | 0.1223 | -0.035 | 37.5 | 0.4700 | 1.18 | 7 | 3,270 | 39.8% | -0.36 | 0.1238 | -0.036 |
| 1.02 | 2.24 | 4 | 85 | 42.4% | 0.58 | 0.1297 | -0.037 | 38 | 0.5200 | 1.39 | 10 | 529 | 37.2% | -0.42 | 0.1314 | -0.037 |
| 0.8000 | 1.50 | 537 | 35.5% | 0.52 | 0.1336 | -0.037 | 38.5 | 0.6800 | 1.63 | 3 | 16 | 35.9% | -0.49 | 0.1355 | -0.038 | |
| 0.6500 | 1.20 | 6 | 101 | 35.5% | 0.45 | 0.1333 | -0.037 | 39 | 0.7500 | 1.93 | 15 | 11 | 33.1% | -0.55 | 0.1354 | -0.038 |
| 0.3700 | 1.11 | 105 | 35.8% | 0.39 | 0.1290 | -0.036 | 39.5 | 1.19 | 2.17 | 6 | 4 | 34.0% | -0.62 | 0.1313 | -0.036 | |
| 0.3600 | 0.7800 | 29 | 3,066 | 35.5% | 0.33 | 0.1213 | -0.034 | 40 | 1.78 | 2.38 | 87 | 4,986 | 35.9% | -0.68 | 0.1237 | -0.034 |
| 0.1500 | 0.7700 | 7 | 155 | 36.3% | 0.27 | 0.1113 | -0.031 | 40.5 | 1.96 | 2.86 | 1 | 49 | 34.3% | -0.74 | 0.1137 | -0.032 |
| 0.1100 | 0.6300 | 35 | 1,082 | 37.1% | 0.23 | 0.0998 | -0.028 | 41 | 2.56 | 3.00 | 87 | 32.8% | -0.79 | 0.1022 | -0.028 | |
| 0.0500 | 0.3400 | 22 | 125 | 32.9% | 0.18 | 0.0877 | -0.025 | 41.5 | 2.58 | 3.50 | 271 | -0.83 | 0.0902 | -0.025 | ||
| 0.1600 | 0.3900 | 2 | 41 | 40.6% | 0.15 | 0.0755 | -0.021 | 42 | 3.25 | 3.95 | 117 | 26.4% | -0.87 | 0.0786 | -0.021 | |
| 0.1300 | 0.2300 | 19 | 3,891 | 37.5% | 0.12 | 0.0638 | -0.018 | 42.5 | 3.80 | 4.90 | 3 | 3,759 | 47.5% | -0.90 | 0.0683 | -0.018 |
| 0.0400 | 0.3000 | 2 | 39 | 41.3% | 0.09 | 0.0531 | -0.015 | 43 | 3.40 | 5.95 | 2 | 40.3% | -0.93 | 0.0585 | -0.016 | |
| 0 | 0.3600 | 2 | 30 | 45.1% | 0.07 | 0.0436 | -0.012 | 43.5 | 3.85 | 6.45 | 3 | 41.0% | -0.95 | 0.0486 | -0.014 | |
| 0.0300 | 0.3400 | 54 | 48.4% | 0.06 | 0.0357 | -0.010 | 44 | 5.15 | 7.00 | 69.0% | -0.97 | 0.0393 | -0.012 | |||
| 0 | 0.3300 | 6 | 49.9% | 0.04 | 0.0294 | -0.009 | 44.5 | 4.65 | 7.60 | 1 | 43.7% | -0.98 | 0.0299 | -0.009 | ||
| 0.0300 | 0.0600 | 41 | 6,789 | 40.4% | 0.04 | 0.0245 | -0.008 | 45 | 6.15 | 7.40 | 28 | 2,310 | 59.5% | -0.98 | 0.0230 | -0.006 |
| 0 | 0.1100 | 83 | 44.2% | 0.03 | 0.0208 | -0.007 | 45.5 | 5.50 | 7.85 | -0.99 | 0.0177 | -0.004 | ||||
| 0 | 0.5000 | 626 | 64.5% | 0.03 | 0.0181 | -0.006 | 46 | 7.05 | 8.35 | 59.5% | -0.99 | 0.0139 | -0.003 | |||
| 0 | 0.4900 | 12 | 69.7% | 0.02 | 0.0142 | -0.006 | 47 | 6.60 | 10.30 | -0.99 | 0.0095 | -0.001 | ||||
| 0 | 0.0400 | 190 | 4,268 | 45.6% | 0.02 | 0.0129 | -0.005 | 47.5 | 7.40 | 10.05 | 21 | 3,053 | -0.99 | 0.0081 | -0.001 | |
| 0 | 0.0700 | 17 | 51.5% | 0.02 | 0.0117 | -0.005 | 48 | 7.50 | 11.35 | 10 | -1.00 | 0.0071 | -0.001 | |||
| 0 | 0.0800 | 10 | 56.7% | 0.02 | 0.0098 | -0.005 | 49 | 8.95 | 12.15 | -1.00 | 0.0055 | -0.000 | ||||
| 0 | 0.2700 | 7 | 15.0K | 74.7% | 0.02 | 0.0084 | -0.005 | 50 | 11.10 | 12.10 | 2,188 | 63.5% | -1.00 | 0.0043 | 0.000 | |
| 0 | 0.2800 | 79.7% | 0.01 | 0.0073 | -0.005 | 51 | 11.05 | 14.30 | 81.2% | -1.00 | 0.0034 | 0.000 | ||||
| 0 | 0.2800 | 84.0% | 0.01 | 0.0063 | -0.004 | 52 | 13.05 | 14.35 | 88.6% | -1.00 | 0.0027 | 0.000 | ||||
| 0.0100 | 0.0600 | 10 | 5,269 | 68.6% | 0.01 | 0.0059 | -0.004 | 52.5 | 13.80 | 14.20 | 1 | 1,669 | -1.00 | 0.0024 | 0.000 | |
| 0 | 0.0700 | 5 | 12.1K | 77.1% | 0.01 | 0.0044 | -0.004 | 55 | 16.00 | 17.25 | 440 | 89.5% | -1.00 | 0.0014 | 0.000 | |
| 0.0100 | 0.4800 | 3 | 1,176 | 79.4% | 0.01 | 0.0034 | -0.004 | 57.5 | 18.05 | 19.60 | 216 | -1.00 | 0.0009 | 0.000 | ||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.
callsputs