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 ±9.6% (9.55–11.60) · ATM IV 38.5% · P/C open interest 0.15
| 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 | |
| 4.65 | 5.50 | 0.99 | 0.0084 | 0.000 | 5.5 | 0 | 0.2600 | 149.6% | -0.01 | 0.0082 | -0.001 | |||||
| 4.15 | 5.00 | 0.98 | 0.0121 | 0.000 | 6 | 0 | 0.2600 | 132.8% | -0.01 | 0.0119 | -0.001 | |||||
| 3.65 | 4.55 | 78.3% | 0.98 | 0.0175 | 0.000 | 6.5 | 0 | 0.2600 | 117.4% | -0.02 | 0.0174 | -0.002 | ||||
| 3.25 | 4.00 | 78.6% | 0.97 | 0.0256 | -0.001 | 7 | 0 | 0.2700 | 104.0% | -0.03 | 0.0256 | -0.002 | ||||
| 2.90 | 3.35 | 10 | 10 | 66.7% | 0.96 | 0.0379 | -0.001 | 7.5 | 0 | 0.2800 | 1 | 91.2% | -0.04 | 0.0379 | -0.002 | |
| 2.29 | 2.86 | 0.94 | 0.0566 | -0.002 | 8 | 0 | 0.2700 | 77.2% | -0.06 | 0.0567 | -0.003 | |||||
| 1.88 | 2.25 | 2 | 0.91 | 0.0851 | -0.003 | 8.5 | 0.0100 | 0.0900 | 111 | 33 | 49.1% | -0.08 | 0.0854 | -0.004 | ||
| 1.48 | 1.86 | 22 | 43.7% | 0.87 | 0.1278 | -0.004 | 9 | 0.0100 | 0.1800 | 610 | 35 | 46.7% | -0.13 | 0.1281 | -0.005 | |
| 1.12 | 1.43 | 102 | 45.1% | 0.80 | 0.1870 | -0.005 | 9.5 | 0.0500 | 0.2100 | 500 | 12 | 39.6% | -0.20 | 0.1877 | -0.006 | |
| 0.7500 | 1.06 | 1 | 88 | 43.2% | 0.69 | 0.2541 | -0.006 | 10 | 0.2500 | 0.3600 | 22 | 49 | 43.0% | -0.30 | 0.2555 | -0.007 |
| 0.4500 | 0.6200 | 21 | 134 | 36.6% | 0.55 | 0.2978 | -0.007 | 10.5 | 0.4000 | 0.5700 | 10 | 7 | 40.4% | -0.45 | 0.3002 | -0.007 |
| 0.3400 | 0.4000 | 6 | 72 | 40.4% | 0.41 | 0.2894 | -0.007 | 11 | 0.7200 | 0.8800 | 10 | 7 | 42.8% | -0.59 | 0.2927 | -0.007 |
| 0.1900 | 0.3000 | 12 | 433 | 42.5% | 0.29 | 0.2442 | -0.007 | 11.5 | 1.11 | 1.29 | 2 | 2 | 47.3% | -0.71 | 0.2481 | -0.006 |
| 0.1200 | 0.2000 | 46 | 44.3% | 0.21 | 0.1927 | -0.006 | 12 | 1.41 | 1.81 | 49.4% | -0.79 | 0.1969 | -0.005 | |||
| 0.0100 | 0.2400 | 4 | 48.5% | 0.15 | 0.1490 | -0.005 | 12.5 | 1.91 | 2.26 | 55.6% | -0.85 | 0.1534 | -0.004 | |||
| 0.0100 | 0.2200 | 4 | 54.6% | 0.12 | 0.1155 | -0.004 | 13 | 2.28 | 2.69 | 49.9% | -0.89 | 0.1200 | -0.004 | |||
| 0.0100 | 0.2200 | 61.3% | 0.09 | 0.0905 | -0.004 | 13.5 | 2.66 | 3.30 | 55.5% | -0.92 | 0.0947 | -0.003 | ||||
| 0.0100 | 0.2300 | 7 | 68.4% | 0.07 | 0.0718 | -0.003 | 14 | 3.30 | 3.75 | 69.4% | -0.94 | 0.0755 | -0.002 | |||
| 0.0100 | 0.2400 | 75.1% | 0.06 | 0.0578 | -0.003 | 14.5 | 3.55 | 4.25 | -0.95 | 0.0609 | -0.002 | |||||
| 0 | 0.1300 | 1 | 40 | 69.5% | 0.05 | 0.0471 | -0.003 | 15 | 4.25 | 4.75 | 76.9% | -0.96 | 0.0494 | -0.001 | ||
| 0.0100 | 0.2700 | 88.6% | 0.04 | 0.0389 | -0.002 | 15.5 | 4.70 | 5.20 | 70.0% | -0.97 | 0.0437 | -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 — Oct 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