UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 03:41 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 ±4.2% (10.35–11.26) · ATM IV 33.2% · P/C open interest 0.16
| 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 | |
| 2.69 | 3.50 | 0.99 | 0.0173 | -0.003 | 7.5 | 0 | 0.2600 | 207.4% | -0.01 | 0.0158 | -0.003 | |||||
| 2.43 | 2.97 | 0.99 | 0.0266 | -0.003 | 8 | 0 | 0.2200 | 169.9% | -0.01 | 0.0248 | -0.003 | |||||
| 1.72 | 2.47 | 1 | 0.98 | 0.0432 | -0.004 | 8.5 | 0 | 0.2200 | 142.7% | -0.02 | 0.0410 | -0.004 | ||||
| 1.55 | 1.96 | 20 | 78.1% | 0.96 | 0.0750 | -0.005 | 9 | 0 | 0.2200 | 9 | 116.3% | -0.04 | 0.0726 | -0.005 | ||
| 1.05 | 1.36 | 67 | 159 | 0.94 | 0.1431 | -0.007 | 9.5 | 0 | 0.0400 | 18 | 11 | 56.4% | -0.06 | 0.1408 | -0.007 | |
| 0.6100 | 0.8400 | 17 | 165 | 0.87 | 0.3063 | -0.010 | 10 | 0 | 0.0400 | 13 | 343 | 36.9% | -0.13 | 0.3051 | -0.010 | |
| 0.1500 | 0.4000 | 238 | 181 | 21.5% | 0.68 | 0.6606 | -0.014 | 10.5 | 0.0600 | 0.1500 | 34 | 11 | 34.1% | -0.32 | 0.6596 | -0.014 |
| 0.0100 | 0.1300 | 171 | 463 | 28.6% | 0.33 | 0.6511 | -0.015 | 11 | 0.3500 | 0.4200 | 7 | 37.8% | -0.67 | 0.6505 | -0.015 | |
| 0.0300 | 0.0500 | 546 | 1,008 | 42.9% | 0.15 | 0.3351 | -0.011 | 11.5 | 0.6700 | 1.00 | 50.9% | -0.85 | 0.3349 | -0.011 | ||
| 0 | 0.0300 | 209 | 327 | 48.4% | 0.08 | 0.1754 | -0.008 | 12 | 1.19 | 1.64 | 91.2% | -0.92 | 0.1754 | -0.008 | ||
| 0 | 0.0500 | 3 | 68.5% | 0.04 | 0.1004 | -0.006 | 12.5 | 1.52 | 2.30 | 109.3% | -0.95 | 0.1005 | -0.005 | |||
| 0 | 0.0400 | 58 | 22 | 78.5% | 0.03 | 0.0620 | -0.004 | 13 | 2.18 | 2.66 | 129.5% | -0.97 | 0.0621 | -0.004 | ||
| 0 | 0.2200 | 132.1% | 0.02 | 0.0405 | -0.003 | 13.5 | 2.53 | 3.20 | 128.5% | -0.98 | 0.0408 | -0.003 | ||||
| 0 | 0.2600 | 153.1% | 0.01 | 0.0276 | -0.003 | 14 | 3.00 | 3.70 | 137.1% | -0.99 | 0.0282 | -0.002 | ||||
| 0 | 0.2600 | 166.9% | 0.01 | 0.0196 | -0.002 | 14.5 | 3.50 | 4.20 | 150.1% | -0.99 | 0.0203 | -0.002 | ||||
| 0 | 2.13 | 384.1% | 0.01 | 0.0142 | -0.002 | 15 | 4.00 | 4.70 | 162.5% | -0.99 | 0.0151 | -0.001 | ||||
| 0 | 0.8600 | 274.5% | 0.01 | 0.0106 | -0.001 | 15.5 | 4.50 | 5.20 | 174.2% | -0.99 | 0.0116 | -0.001 | ||||
| 0 | 0.8500 | 287.0% | 0.00 | 0.0080 | -0.001 | 16 | 5.10 | 5.40 | -1.00 | 0.0091 | -0.001 | |||||
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 — Sep 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs