UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 06:41 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 ±7.6% (9.98–11.63) · ATM IV 44.0% · P/C open interest 0.61
| 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 | |
| 4.85 | 5.50 | 1.00 | 0.0022 | 0.000 | 5.5 | 0 | 0.8600 | 324.5% | -0.00 | 0.0022 | -0.000 | |||||
| 4.35 | 5.00 | 4 | 1.00 | 0.0033 | 0.000 | 6 | 0 | 0.4600 | 237.0% | -0.00 | 0.0033 | -0.001 | ||||
| 3.85 | 4.50 | 1.00 | 0.0051 | -0.000 | 6.5 | 0 | 0.9100 | 266.4% | -0.00 | 0.0051 | -0.001 | |||||
| 3.35 | 4.00 | 22 | 0.99 | 0.0081 | -0.000 | 7 | 0 | 0.8600 | 210 | 232.4% | -0.01 | 0.0081 | -0.001 | |||
| 2.70 | 3.50 | 4 | 0.99 | 0.0134 | -0.001 | 7.5 | 0 | 0.9100 | 1 | 210.5% | -0.01 | 0.0134 | -0.001 | |||
| 2.22 | 2.84 | 74 | 0.99 | 0.0231 | -0.001 | 8 | 0 | 0.0200 | 454 | 69.1% | -0.01 | 0.0232 | -0.001 | |||
| 2.04 | 2.48 | 5 | 5 | 61.2% | 0.98 | 0.0417 | -0.002 | 8.5 | 0 | 0.0500 | 32 | 66.5% | -0.02 | 0.0418 | -0.002 | |
| 1.58 | 2.01 | 171 | 4,057 | 62.0% | 0.96 | 0.0790 | -0.003 | 9 | 0.0100 | 0.0900 | 28 | 17.1K | 50.6% | -0.04 | 0.0792 | -0.003 |
| 1.20 | 1.39 | 210 | 934 | 46.8% | 0.92 | 0.1552 | -0.004 | 9.5 | 0.0200 | 0.0400 | 16 | 995 | 41.3% | -0.08 | 0.1559 | -0.005 |
| 0.7900 | 0.9100 | 551 | 7,902 | 41.6% | 0.82 | 0.2965 | -0.007 | 10 | 0.0800 | 0.2200 | 731 | 3,924 | 48.8% | -0.18 | 0.2981 | -0.007 |
| 0.4700 | 0.5000 | 246 | 1,660 | 39.1% | 0.63 | 0.4527 | -0.010 | 10.5 | 0.1200 | 0.2900 | 41 | 87 | 35.3% | -0.37 | 0.4559 | -0.010 |
| 0.2200 | 0.2600 | 372 | 12.7K | 38.7% | 0.40 | 0.4489 | -0.011 | 11 | 0.4600 | 0.7100 | 61 | 718 | 49.2% | -0.60 | 0.4532 | -0.011 |
| 0.1100 | 0.1400 | 266 | 826 | 42.1% | 0.23 | 0.3256 | -0.009 | 11.5 | 0.7900 | 0.9800 | 1 | 43.0% | -0.77 | 0.3298 | -0.009 | |
| 0.0500 | 0.0600 | 146 | 4,770 | 43.1% | 0.14 | 0.2125 | -0.007 | 12 | 1.18 | 1.49 | 64 | 48.2% | -0.87 | 0.2159 | -0.007 | |
| 0 | 0.0500 | 2 | 6 | 45.0% | 0.08 | 0.1367 | -0.005 | 12.5 | 1.58 | 2.11 | 61.9% | -0.92 | 0.1411 | -0.005 | ||
| 0.0200 | 0.0400 | 22 | 1,972 | 55.9% | 0.05 | 0.0893 | -0.004 | 13 | 2.02 | 2.52 | 10 | -0.95 | 0.0956 | -0.004 | ||
| 0 | 0.2800 | 79 | 93.2% | 0.04 | 0.0597 | -0.003 | 13.5 | 2.52 | 3.35 | 101.2% | -0.97 | 0.0683 | -0.003 | |||
| 0.0100 | 0.0500 | 10 | 2,508 | 72.3% | 0.02 | 0.0408 | -0.002 | 14 | 3.05 | 3.65 | 1 | 93.3% | -0.99 | 0.0487 | -0.002 | |
| 0 | 0.1200 | 158 | 91.5% | 0.02 | 0.0285 | -0.002 | 14.5 | 3.50 | 4.20 | 102.1% | -0.99 | 0.0310 | -0.002 | |||
| 0.0100 | 0.0400 | 941 | 84.2% | 0.01 | 0.0203 | -0.001 | 15 | 3.80 | 4.70 | -1.00 | 0.0142 | -0.001 | ||||
| 0 | 0.0500 | 90.8% | 0.01 | 0.0148 | -0.001 | 15.5 | 4.50 | 5.20 | 118.4% | -1.00 | 0.0051 | -0.001 | ||||
| 0 | 0.0200 | 236 | 84.9% | 0.01 | 0.0109 | -0.001 | 16 | 5.00 | 5.70 | 125.9% | -1.00 | 0.0002 | -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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs