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Southwest Airlines Company LUV

INDUSTRIALS · AIRLINES
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Market dataready · fetched 2026-10-15T20:37:19.677Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:14:19.778018862Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:18.886398+00:00

Share price$40.50
1D+2.6%
AH$39.18$39.62$40.07$40.51$40.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLUV
Sold putSold callAH

Southwest Airlines Company options

Live interpolated LUV call and put midpoint premiums by absolute delta.Southwest Airlines Company$0.00$1.94$3.89$5.83$7.78$37.27$38.64$40.01$41.38$42.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $40.50OPTION PRICELive LUV spot · $40.50LUV PRICE$0.21$0.58$0.26$0.26$0.35$0.44$0.53$0.69$0.87$1.01$1.11$1.22$1.91$0.98$0.10$0.13$0.15$0.17$0.20$0.35$1.49$2.64$3.78$4.92$6.06$7.21
PutsExpensive1.93×
CallsExpensive1.28×
SkewBearish+47.19 pp
Implied moveBullish±$0.88
TiltBearish49.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.68102.0%5.9%34.98381.6%16.1%
25Δ43.63196.7%9.2%40.0431.7%1.4%
30Δ41.4973.2%3.1%40.1430.6%1.2%
35Δ40.8949.1%1.6%40.2329.5%1.0%
40Δ40.7653.7%1.5%40.3228.4%0.9%
45Δ40.6458.3%1.4%40.4227.2%0.7%
50Δ40.5262.9%1.3%40.6331.4%0.6%
55Δ40.3269.5%1.3%41.7175.8%0.7%
60Δ40.1176.5%1.2%42.79120.1%0.9%
65Δ39.9078.5%1.0%43.88164.5%1.0%
70Δ39.7175.2%0.8%44.96208.9%1.1%
75Δ39.5272.0%0.6%46.04253.2%1.3%
80Δ38.8499.4%0.6%47.13297.6%1.4%

20Δ

Calls
Pseudo strike
42.68
IV
102.0%
B/E move
5.9%
Puts
Pseudo strike
34.98
IV
381.6%
B/E move
16.1%

25Δ

Calls
Pseudo strike
43.63
IV
196.7%
B/E move
9.2%
Puts
Pseudo strike
40.04
IV
31.7%
B/E move
1.4%

30Δ

Calls
Pseudo strike
41.49
IV
73.2%
B/E move
3.1%
Puts
Pseudo strike
40.14
IV
30.6%
B/E move
1.2%

35Δ

Calls
Pseudo strike
40.89
IV
49.1%
B/E move
1.6%
Puts
Pseudo strike
40.23
IV
29.5%
B/E move
1.0%

40Δ

Calls
Pseudo strike
40.76
IV
53.7%
B/E move
1.5%
Puts
Pseudo strike
40.32
IV
28.4%
B/E move
0.9%

45Δ

Calls
Pseudo strike
40.64
IV
58.3%
B/E move
1.4%
Puts
Pseudo strike
40.42
IV
27.2%
B/E move
0.7%

50Δ

Calls
Pseudo strike
40.52
IV
62.9%
B/E move
1.3%
Puts
Pseudo strike
40.63
IV
31.4%
B/E move
0.6%

55Δ

Calls
Pseudo strike
40.32
IV
69.5%
B/E move
1.3%
Puts
Pseudo strike
41.71
IV
75.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
40.11
IV
76.5%
B/E move
1.2%
Puts
Pseudo strike
42.79
IV
120.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
39.90
IV
78.5%
B/E move
1.0%
Puts
Pseudo strike
43.88
IV
164.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
39.71
IV
75.2%
B/E move
0.8%
Puts
Pseudo strike
44.96
IV
208.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
39.52
IV
72.0%
B/E move
0.6%
Puts
Pseudo strike
46.04
IV
253.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
38.84
IV
99.4%
B/E move
0.6%
Puts
Pseudo strike
47.13
IV
297.6%
B/E move
1.4%