UNG Optionskette United States Natural Gas Fund LP
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±10.4% (9.68–11.92) · ATM IV 44.4% · P/C Open Interest 0.10
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 4.80 | 5.70 | 112.4% | 1.00 | 0.0042 | 0.000 | 5.5 | 0 | 0.2600 | 166.5% | -0.00 | 0.0034 | -0.000 | ||||
| 3.05 | 6.75 | 4 | 157.9% | 0.99 | 0.0060 | 0.000 | 6 | 0 | 0.9100 | 217.4% | -0.00 | 0.0053 | -0.001 | |||
| 2.37 | 6.50 | 122.8% | 0.99 | 0.0090 | -0.000 | 6.5 | 0 | 0.2600 | 131.2% | -0.01 | 0.0084 | -0.001 | ||||
| 2.64 | 5.00 | 1 | 103.3% | 0.99 | 0.0140 | -0.001 | 7 | 0 | 0.2700 | 116.6% | -0.01 | 0.0135 | -0.001 | |||
| 1.15 | 4.95 | 0.98 | 0.0223 | -0.001 | 7.5 | 0 | 0.2700 | 101.7% | -0.02 | 0.0220 | -0.001 | |||||
| 2.23 | 3.05 | 0.97 | 0.0368 | -0.001 | 8 | 0 | 0.2700 | 22 | 87.4% | -0.03 | 0.0367 | -0.002 | ||||
| 1.95 | 2.52 | 2 | 9 | 0.95 | 0.0617 | -0.002 | 8.5 | 0 | 0.1000 | 105 | 61 | 56.4% | -0.05 | 0.0619 | -0.002 | |
| 1.58 | 1.89 | 30 | 494 | 0.92 | 0.1042 | -0.003 | 9 | 0.0300 | 0.0500 | 112 | 167 | 42.9% | -0.08 | 0.1046 | -0.004 | |
| 1.30 | 1.45 | 3 | 1,280 | 46.7% | 0.86 | 0.1708 | -0.005 | 9.5 | 0.0500 | 0.0900 | 15 | 90 | 37.9% | -0.14 | 0.1715 | -0.005 |
| 0.9000 | 1.05 | 13 | 360 | 43.9% | 0.75 | 0.2549 | -0.006 | 10 | 0.1400 | 0.2000 | 13 | 259 | 37.8% | -0.25 | 0.2560 | -0.006 |
| 0.5400 | 0.8200 | 15 | 884 | 45.1% | 0.60 | 0.3173 | -0.008 | 10.5 | 0.3500 | 0.4500 | 3 | 54 | 42.4% | -0.40 | 0.3188 | -0.008 |
| 0.3500 | 0.5400 | 77 | 3,783 | 45.3% | 0.44 | 0.3176 | -0.008 | 11 | 0.6000 | 0.7500 | 41 | 43.5% | -0.56 | 0.3196 | -0.008 | |
| 0.2300 | 0.2900 | 95 | 90 | 43.9% | 0.31 | 0.2699 | -0.008 | 11.5 | 0.9200 | 1.19 | 47.9% | -0.69 | 0.2725 | -0.008 | ||
| 0.1100 | 0.2900 | 3 | 66 | 49.4% | 0.22 | 0.2106 | -0.007 | 12 | 1.17 | 1.62 | 37 | 43.3% | -0.79 | 0.2137 | -0.007 | |
| 0.0100 | 0.2200 | 26 | 48.8% | 0.15 | 0.1590 | -0.006 | 12.5 | 1.62 | 2.08 | 46.6% | -0.85 | 0.1623 | -0.006 | |||
| 0.0100 | 0.1700 | 9 | 53.0% | 0.11 | 0.1191 | -0.005 | 13 | 2.15 | 2.62 | 59.9% | -0.89 | 0.1224 | -0.005 | |||
| 0.0300 | 0.0800 | 5 | 29 | 53.4% | 0.08 | 0.0896 | -0.004 | 13.5 | 2.51 | 3.05 | 46.2% | -0.92 | 0.0926 | -0.004 | ||
| 0 | 0.2500 | 73.0% | 0.06 | 0.0680 | -0.003 | 14 | 3.00 | 3.65 | 64.3% | -0.95 | 0.0711 | -0.003 | ||||
| 0 | 0.2700 | 81.2% | 0.04 | 0.0522 | -0.003 | 14.5 | 3.50 | 4.35 | 88.0% | -0.96 | 0.0562 | -0.002 | ||||
| 0 | 0.2800 | 1 | 88.4% | 0.03 | 0.0406 | -0.002 | 15 | 4.00 | 4.85 | 94.7% | -0.97 | 0.0451 | -0.002 | |||
| 0 | 0.2200 | 58 | 88.9% | 0.03 | 0.0319 | -0.002 | 15.5 | 4.60 | 5.15 | 92.7% | -0.98 | 0.0378 | -0.002 | |||
| 0 | 0.2800 | 100.0% | 0.02 | 0.0253 | -0.002 | 16 | 3.80 | 6.90 | 93.5% | -0.99 | 0.0326 | -0.001 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Oct 02, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.