UNG chaîne d'options United States Natural Gas Fund LP
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 ±3.0% (10.41–11.05) · ATM IV 51.0% · P/C open interest 0.20
| 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 | |
| 4.95 | 5.50 | 9 | 2 | 1.00 | 0.0005 | -0.003 | 5.5 | 0 | 0.0200 | 507.3% | -0.00 | 0.0007 | -0.000 | |||
| 4.25 | 5.15 | 14 | 1.00 | 0.0008 | -0.003 | 6 | 0 | 0.0200 | 446.9% | -0.00 | 0.0010 | -0.000 | ||||
| 3.75 | 4.65 | 2 | 1.00 | 0.0013 | -0.003 | 6.5 | 0 | 0.0200 | 391.1% | -0.00 | 0.0016 | -0.000 | ||||
| 3.25 | 4.15 | 4 | 1.00 | 0.0022 | -0.003 | 7 | 0 | 0.0200 | 339.0% | -0.00 | 0.0026 | -0.001 | ||||
| 2.79 | 3.65 | 1 | 1.00 | 0.0038 | -0.003 | 7.5 | 0 | 0.0200 | 290.1% | -0.00 | 0.0045 | -0.001 | ||||
| 2.29 | 3.15 | 3 | 1.00 | 0.0072 | -0.003 | 8 | 0 | 0.0200 | 243.8% | -0.00 | 0.0081 | -0.001 | ||||
| 1.85 | 2.60 | 1 | 1.00 | 0.0145 | -0.004 | 8.5 | 0 | 0.0200 | 61 | 199.6% | -0.01 | 0.0158 | -0.002 | |||
| 1.35 | 2.10 | 100 | 0.99 | 0.0326 | -0.005 | 9 | 0 | 0.0200 | 152 | 157.0% | -0.01 | 0.0342 | -0.003 | |||
| 0.9900 | 1.60 | 130 | 176.3% | 0.98 | 0.0838 | -0.008 | 9.5 | 0 | 0.0100 | 415 | 115.4% | -0.02 | 0.0849 | -0.006 | ||
| 0.5000 | 0.8500 | 1 | 1,594 | 0.93 | 0.2568 | -0.016 | 10 | 0 | 0.0300 | 53 | 1,365 | 80.7% | -0.07 | 0.2544 | -0.015 | |
| 0.2500 | 0.3100 | 221 | 3,499 | 52.9% | 0.74 | 0.8730 | -0.053 | 10.5 | 0.0300 | 0.0500 | 455 | 909 | 49.0% | -0.26 | 0.8640 | -0.052 |
| 0.0400 | 0.0500 | 384 | 9,930 | 54.6% | 0.23 | 0.8699 | -0.042 | 11 | 0.2700 | 0.3400 | 24 | 228 | 50.6% | -0.77 | 0.8696 | -0.042 |
| 0 | 0.0300 | 436 | 78.0% | 0.05 | 0.2292 | -0.009 | 11.5 | 0.4200 | 1.15 | 8 | 81.2% | -0.95 | 0.2289 | -0.008 | ||
| 0 | 0.0300 | 73 | 113.5% | 0.01 | 0.0680 | -0.003 | 12 | 0.9100 | 1.65 | 4 | 110.4% | -0.98 | 0.0680 | -0.002 | ||
| 0 | 0.1100 | 30 | 192.7% | 0.01 | 0.0247 | -0.001 | 12.5 | 1.41 | 2.15 | 1 | 142.3% | -0.99 | 0.0247 | -0.000 | ||
| 0 | 0.1200 | 47 | 232.7% | 0.00 | 0.0103 | -0.001 | 13 | 1.91 | 2.65 | 3 | 171.9% | -1.00 | 0.0103 | 0.000 | ||
| 0 | 0.2200 | 5 | 309.8% | 0.00 | 0.0048 | -0.000 | 13.5 | 2.36 | 3.25 | 2 | 241.4% | -1.00 | 0.0048 | 0.000 | ||
| 0 | 0.0200 | 8 | 214.7% | 0.00 | 0.0024 | -0.000 | 14 | 2.86 | 3.35 | 3 | -1.00 | 0.0024 | 0.000 | |||
| 0 | 0.0200 | 238.2% | 0.00 | 0.0013 | -0.000 | 14.5 | 3.35 | 4.25 | 290.8% | -1.00 | 0.0014 | 0.000 | ||||
| 0 | 0.0200 | 260.5% | 0.00 | 0.0007 | 0.000 | 15 | 3.85 | 4.75 | 1 | 316.6% | -1.00 | 0.0010 | 0.000 | |||
| 0 | 0.0200 | 281.7% | 0.00 | 0.0004 | 0.000 | 15.5 | 4.35 | 4.85 | 4 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.0200 | 302.0% | 0.00 | 0.0003 | 0.000 | 16 | 4.85 | 5.75 | 364.6% | -1.00 | 0.0006 | 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 04, 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.