UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 15:45 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 ±3.0% (10.24–10.88) · ATM IV 47.7% · P/C open interest 0.77
| 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 | |
| 5.00 | 5.15 | 76 | 3 | 371.1% | 1.00 | 0.0000 | 0.000 | 5.5 | 0 | 0.0100 | 342.6% | 0.00 | 0.0000 | 0.000 | ||
| 4.50 | 4.80 | 79 | 26 | 477.2% | 1.00 | 0.0001 | 0.000 | 6 | 0 | 0.0100 | 2 | 300.4% | 0.00 | 0.0001 | 0.000 | |
| 4.00 | 4.15 | 100 | 3 | 283.0% | 1.00 | 0.0001 | 0.000 | 6.5 | 0 | 0.0100 | 8 | 261.4% | 0.00 | 0.0001 | 0.000 | |
| 3.45 | 3.85 | 98 | 2 | 366.4% | 1.00 | 0.0003 | 0.000 | 7 | 0 | 0.2200 | 2 | 391.7% | -0.00 | 0.0003 | 0.000 | |
| 3.00 | 3.30 | 60 | 2 | 316.0% | 1.00 | 0.0007 | 0.000 | 7.5 | 0 | 0.2200 | 338.8% | -0.00 | 0.0007 | 0.000 | ||
| 2.48 | 2.85 | 60 | 2 | 280.1% | 1.00 | 0.0018 | 0.000 | 8 | 0 | 0.2600 | 302.9% | -0.00 | 0.0018 | -0.000 | ||
| 1.80 | 2.48 | 1 | 214.4% | 1.00 | 0.0052 | 0.000 | 8.5 | 0 | 0.2600 | 252.9% | -0.00 | 0.0052 | -0.000 | |||
| 1.30 | 1.96 | 163.7% | 1.00 | 0.0173 | -0.001 | 9 | 0 | 0.2200 | 1 | 193.0% | -0.00 | 0.0173 | -0.001 | |||
| 0.9100 | 1.36 | 21 | 1 | 124.3% | 0.99 | 0.0710 | -0.002 | 9.5 | 0 | 0.0100 | 51 | 259 | 68.9% | -0.01 | 0.0710 | -0.002 |
| 0.4700 | 0.6200 | 94 | 192 | 0.92 | 0.3524 | -0.011 | 10 | 0 | 0.0100 | 8 | 306 | 39.8% | -0.08 | 0.3524 | -0.011 | |
| 0.1800 | 0.2100 | 47 | 660 | 48.2% | 0.58 | 1.0274 | -0.037 | 10.5 | 0.1100 | 0.1400 | 917 | 1,204 | 47.2% | -0.42 | 1.0287 | -0.038 |
| 0.0300 | 0.0600 | 371 | 1,176 | 55.3% | 0.18 | 0.5800 | -0.026 | 11 | 0.4400 | 0.5000 | 157 | 248 | 51.4% | -0.82 | 0.5822 | -0.026 |
| 0.0100 | 0.0200 | 3 | 440 | 68.8% | 0.05 | 0.2009 | -0.010 | 11.5 | 0.9000 | 1.08 | 20 | 56 | 97.1% | -0.95 | 0.2033 | -0.010 |
| 0 | 0.1000 | 122 | 124.5% | 0.02 | 0.0732 | -0.004 | 12 | 1.26 | 1.47 | 14 | 3 | -0.98 | 0.0738 | -0.004 | ||
| 0 | 0.2300 | 23 | 191.7% | 0.01 | 0.0295 | -0.002 | 12.5 | 1.87 | 2.17 | 3 | 176.3% | -0.99 | 0.0285 | -0.002 | ||
| 0 | 0.2200 | 74 | 218.0% | 0.00 | 0.0130 | -0.001 | 13 | 2.02 | 2.78 | -1.00 | 0.0115 | -0.001 | ||||
| 0 | 0.2200 | 14 | 244.7% | 0.00 | 0.0062 | -0.000 | 13.5 | 2.53 | 3.30 | -1.00 | 0.0047 | -0.001 | ||||
| 0 | 0.0200 | 1 | 169.6% | 0.00 | 0.0031 | -0.000 | 14 | 3.00 | 3.80 | 1 | -1.00 | 0.0020 | -0.001 | |||
| 0 | 0.0100 | 4 | 170.8% | 0.00 | 0.0017 | -0.000 | 14.5 | 3.55 | 4.30 | 2 | -1.00 | 0.0009 | -0.001 | |||
| 0 | 0.0200 | 2 | 203.8% | 0.00 | 0.0009 | -0.000 | 15 | 4.00 | 4.80 | 6 | -1.00 | 0.0004 | -0.001 | |||
| 0 | 0.0200 | 2 | 219.7% | 0.00 | 0.0005 | 0.000 | 15.5 | 4.55 | 5.30 | 1 | -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 — Oct 21, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs