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Southwest Airlines Company LUV

INDUSTRIALS · AIRLINES
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Market dataready · fetched 2026-10-16T00:18:56.812Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:50:00.050343113Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:56.130239+00:00

Share price$40.70
1D+3.1%
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$0.34$2.55$4.76$6.97$9.18$33.40$37.13$40.86$44.59$48.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LUV spot · $40.70LUV PRICE$0.58$0.77$1.00$1.23$1.47$1.79$2.14$2.49$2.86$3.30$3.74$4.18$5.90$0.69$0.90$1.13$1.35$1.58$1.95$2.34$2.74$3.22$4.21$5.21$6.87$8.55
PutsFair0.98×
CallsCheap0.92×
SkewNeutral+0.22 pp
Implied moveBearish±$4.48
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.2342.4%15.0%36.6443.8%11.7%
25Δ45.1842.9%12.9%37.5843.8%9.9%
30Δ44.3243.0%11.3%38.3442.6%8.6%
35Δ43.5143.1%9.9%39.1141.4%7.2%
40Δ42.7043.2%8.5%39.8740.2%5.9%
45Δ41.9643.8%7.5%40.5640.4%5.1%
50Δ41.2444.4%6.6%41.2440.8%4.4%
55Δ40.5345.1%5.7%41.9241.3%3.7%
60Δ39.8145.5%4.8%42.6642.2%3.1%
65Δ39.0645.0%4.1%43.8146.3%2.7%
70Δ38.3144.6%3.3%44.9650.3%2.3%
75Δ37.5744.1%2.6%46.8154.0%1.9%
80Δ35.7854.9%2.4%48.6857.6%1.4%

20Δ

Calls
Pseudo strike
46.23
IV
42.4%
B/E move
15.0%
Puts
Pseudo strike
36.64
IV
43.8%
B/E move
11.7%

25Δ

Calls
Pseudo strike
45.18
IV
42.9%
B/E move
12.9%
Puts
Pseudo strike
37.58
IV
43.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
44.32
IV
43.0%
B/E move
11.3%
Puts
Pseudo strike
38.34
IV
42.6%
B/E move
8.6%

35Δ

Calls
Pseudo strike
43.51
IV
43.1%
B/E move
9.9%
Puts
Pseudo strike
39.11
IV
41.4%
B/E move
7.2%

40Δ

Calls
Pseudo strike
42.70
IV
43.2%
B/E move
8.5%
Puts
Pseudo strike
39.87
IV
40.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
41.96
IV
43.8%
B/E move
7.5%
Puts
Pseudo strike
40.56
IV
40.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
41.24
IV
44.4%
B/E move
6.6%
Puts
Pseudo strike
41.24
IV
40.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
40.53
IV
45.1%
B/E move
5.7%
Puts
Pseudo strike
41.92
IV
41.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
39.81
IV
45.5%
B/E move
4.8%
Puts
Pseudo strike
42.66
IV
42.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
39.06
IV
45.0%
B/E move
4.1%
Puts
Pseudo strike
43.81
IV
46.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
38.31
IV
44.6%
B/E move
3.3%
Puts
Pseudo strike
44.96
IV
50.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
37.57
IV
44.1%
B/E move
2.6%
Puts
Pseudo strike
46.81
IV
54.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
35.78
IV
54.9%
B/E move
2.4%
Puts
Pseudo strike
48.68
IV
57.6%
B/E move
1.4%