UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 18:41 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 ±4.7% (10.07–11.07) · ATM IV 39.2% · 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 | |
| 4.80 | 5.30 | 12 | 1.00 | 0.0053 | 0.000 | 5.5 | 0 | 0.2600 | 314.8% | -0.01 | 0.0053 | -0.002 | ||||
| 4.35 | 4.80 | 2 | 0.99 | 0.0073 | -0.000 | 6 | 0 | 0.2600 | 279.5% | -0.01 | 0.0073 | -0.002 | ||||
| 3.85 | 4.30 | 1 | 0.99 | 0.0103 | -0.001 | 6.5 | 0 | 0.2600 | 246.9% | -0.01 | 0.0103 | -0.003 | ||||
| 3.35 | 3.80 | 1 | 0.99 | 0.0148 | -0.002 | 7 | 0 | 0.2600 | 216.4% | -0.01 | 0.0148 | -0.003 | ||||
| 2.85 | 3.30 | 1 | 0.99 | 0.0218 | -0.002 | 7.5 | 0 | 0.2600 | 187.8% | -0.02 | 0.0219 | -0.004 | ||||
| 2.35 | 2.80 | 3 | 0.98 | 0.0336 | -0.003 | 8 | 0 | 0.2600 | 1 | 160.4% | -0.02 | 0.0338 | -0.004 | |||
| 1.89 | 2.30 | 1 | 58.5% | 0.97 | 0.0547 | -0.004 | 8.5 | 0 | 0.2600 | 44 | 134.2% | -0.03 | 0.0549 | -0.005 | ||
| 1.35 | 1.78 | 1 | 0.95 | 0.0950 | -0.006 | 9 | 0 | 0.0800 | 103 | 77.3% | -0.05 | 0.0955 | -0.006 | |||
| 0.8900 | 1.19 | 207 | 0.91 | 0.1809 | -0.008 | 9.5 | 0 | 0.0500 | 507 | 50.5% | -0.09 | 0.1822 | -0.008 | |||
| 0.5000 | 0.6800 | 4 | 286 | 0.82 | 0.3800 | -0.011 | 10 | 0.0500 | 0.1000 | 26 | 441 | 45.0% | -0.18 | 0.3837 | -0.011 | |
| 0.2600 | 0.2900 | 1,372 | 1,829 | 35.6% | 0.58 | 0.6920 | -0.014 | 10.5 | 0.1900 | 0.2600 | 236 | 111 | 42.7% | -0.43 | 0.7013 | -0.014 |
| 0.0900 | 0.1100 | 530 | 1,369 | 39.2% | 0.28 | 0.5295 | -0.013 | 11 | 0.5000 | 0.6500 | 54 | 98 | 51.4% | -0.73 | 0.5337 | -0.013 |
| 0.0100 | 0.0700 | 10 | 199 | 45.0% | 0.14 | 0.2875 | -0.010 | 11.5 | 0.6900 | 1.19 | 3 | 40.9% | -0.87 | 0.2892 | -0.010 | |
| 0.0100 | 0.0400 | 13 | 84 | 54.5% | 0.08 | 0.1645 | -0.008 | 12 | 1.12 | 1.65 | -0.93 | 0.1774 | -0.007 | |||
| 0 | 0.2400 | 16 | 101.1% | 0.05 | 0.1016 | -0.006 | 12.5 | 1.54 | 2.15 | 2 | -0.96 | 0.1193 | -0.006 | |||
| 0 | 0.2700 | 42 | 120.7% | 0.04 | 0.0667 | -0.005 | 13 | 2.05 | 2.66 | -0.98 | 0.0794 | -0.005 | ||||
| 0 | 0.2600 | 36 | 133.8% | 0.03 | 0.0459 | -0.004 | 13.5 | 2.55 | 3.20 | -0.99 | 0.0517 | -0.005 | ||||
| 0 | 0.2600 | 147.3% | 0.02 | 0.0328 | -0.003 | 14 | 3.05 | 3.70 | -0.99 | 0.0305 | -0.006 | |||||
| 0 | 0.0300 | 72 | 103.8% | 0.01 | 0.0241 | -0.003 | 14.5 | 3.65 | 4.20 | -1.00 | 0.0179 | -0.006 | ||||
| 0 | 0.2600 | 171.9% | 0.01 | 0.0182 | -0.002 | 15 | 4.15 | 4.70 | -1.00 | 0.0099 | -0.006 | |||||
| 0 | 0.2600 | 183.2% | 0.01 | 0.0140 | -0.002 | 15.5 | 4.65 | 5.20 | -1.00 | 0.0049 | -0.007 | |||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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