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Southwest Airlines Company LUV

INDUSTRIALS · AIRLINES
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Market dataready · fetched 2026-10-15T20:04:43.107Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:14.09832488Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:42.729326+00:00

Share price$40.60
1D+2.8%
AH$39.18$39.62$40.07$40.51$40.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLUV
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Southwest Airlines Company options

Live interpolated LUV call and put midpoint premiums by absolute delta.Southwest Airlines Company$0.00$1.93$3.86$5.79$7.71$38.30$39.63$40.97$42.30$43.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $40.60OPTION PRICELive LUV spot · $40.60LUV PRICE$1.02$0.64$0.52$0.22$0.30$0.39$0.47$0.57$0.74$0.92$1.30$1.75$2.19$0.96$0.11$0.14$0.17$0.20$0.25$0.37$0.48$0.59$0.70$0.81$0.93$7.15
PutsExpensive1.30×
CallsExpensive1.79×
SkewBullish-34.43 pp
Implied moveBullish±$0.84
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.83483.0%30.2%35.14370.8%15.8%
25Δ44.30219.5%10.7%40.0935.0%1.5%
30Δ43.14161.4%7.6%40.2034.1%1.3%
35Δ40.9442.1%1.4%40.3133.2%1.1%
40Δ40.8346.1%1.3%40.4232.4%0.9%
45Δ40.7150.2%1.2%40.5432.5%0.8%
50Δ40.5954.2%1.1%40.6835.2%0.7%
55Δ40.4658.6%1.1%40.8237.8%0.6%
60Δ40.2564.6%1.0%40.9640.4%0.6%
65Δ40.0570.6%0.9%41.1043.0%0.5%
70Δ39.6382.7%0.8%41.2445.6%0.4%
75Δ39.1596.8%0.7%41.3848.3%0.4%
80Δ38.67110.8%0.7%47.09304.7%1.6%

20Δ

Calls
Pseudo strike
51.83
IV
483.0%
B/E move
30.2%
Puts
Pseudo strike
35.14
IV
370.8%
B/E move
15.8%

25Δ

Calls
Pseudo strike
44.30
IV
219.5%
B/E move
10.7%
Puts
Pseudo strike
40.09
IV
35.0%
B/E move
1.5%

30Δ

Calls
Pseudo strike
43.14
IV
161.4%
B/E move
7.6%
Puts
Pseudo strike
40.20
IV
34.1%
B/E move
1.3%

35Δ

Calls
Pseudo strike
40.94
IV
42.1%
B/E move
1.4%
Puts
Pseudo strike
40.31
IV
33.2%
B/E move
1.1%

40Δ

Calls
Pseudo strike
40.83
IV
46.1%
B/E move
1.3%
Puts
Pseudo strike
40.42
IV
32.4%
B/E move
0.9%

45Δ

Calls
Pseudo strike
40.71
IV
50.2%
B/E move
1.2%
Puts
Pseudo strike
40.54
IV
32.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
40.59
IV
54.2%
B/E move
1.1%
Puts
Pseudo strike
40.68
IV
35.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
40.46
IV
58.6%
B/E move
1.1%
Puts
Pseudo strike
40.82
IV
37.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
40.25
IV
64.6%
B/E move
1.0%
Puts
Pseudo strike
40.96
IV
40.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
40.05
IV
70.6%
B/E move
0.9%
Puts
Pseudo strike
41.10
IV
43.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
39.63
IV
82.7%
B/E move
0.8%
Puts
Pseudo strike
41.24
IV
45.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
39.15
IV
96.8%
B/E move
0.7%
Puts
Pseudo strike
41.38
IV
48.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
38.67
IV
110.8%
B/E move
0.7%
Puts
Pseudo strike
47.09
IV
304.7%
B/E move
1.6%