UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 12:42 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 ±13.8% (9.24–12.21) · ATM IV 54.7% · P/C open interest 0.31
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 5.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.30 | 6.15 | 23 | 116.5% | 0.99 | 0.0063 | -0.001 | 6 | 0 | 0.0100 | 1 | 77.5% | -0.01 | 0.0063 | -0.001 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 6.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.25 | 4.20 | 2 | 88.3% | 0.98 | 0.0165 | -0.001 | 7 | 0 | 0.0300 | 3 | 68.0% | -0.01 | 0.0166 | -0.001 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 7.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.40 | 3.15 | 53 | 74.7% | 0.96 | 0.0466 | -0.002 | 8 | 0 | 0.0300 | 76 | 229 | 48.9% | -0.04 | 0.0468 | -0.002 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 8.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.75 | 1.85 | 154 | 625 | 53.7% | 0.88 | 0.1208 | -0.005 | 9 | 0.0700 | 0.1100 | 85 | 1,025 | 48.0% | -0.12 | 0.1214 | -0.005 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 9.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.02 | 1.12 | 739 | 11.8K | 53.4% | 0.69 | 0.2103 | -0.008 | 10 | 0.3500 | 0.4000 | 685 | 4,780 | 51.7% | -0.31 | 0.2116 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5300 | 0.6500 | 510 | 3,577 | 55.4% | 0.46 | 0.2245 | -0.010 | 11 | 0.8600 | 0.9300 | 1,007 | 5,228 | 54.0% | -0.54 | 0.2268 | -0.010 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2900 | 0.3300 | 3,082 | 12.3K | 57.6% | 0.29 | 0.1796 | -0.009 | 12 | 1.52 | 1.69 | 10 | 217 | 55.0% | -0.72 | 0.1828 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1300 | 0.1600 | 1,127 | 7,181 | 57.9% | 0.17 | 0.1268 | -0.007 | 13 | 2.42 | 2.52 | 10 | 36 | 57.9% | -0.83 | 0.1306 | -0.007 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0800 | 0.1000 | 60 | 1,279 | 63.2% | 0.10 | 0.0851 | -0.005 | 14 | 3.15 | 3.60 | 30 | 53.2% | -0.90 | 0.0894 | -0.006 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.0700 | 46 | 537 | 68.2% | 0.06 | 0.0560 | -0.004 | 15 | 4.25 | 4.55 | 70.9% | -0.95 | 0.0603 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.1300 | 20 | 82 | 72.1% | 0.04 | 0.0368 | -0.003 | 16 | 5.15 | 5.60 | 73.1% | -0.97 | 0.0393 | -0.003 | ||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs