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 ±7.1% (9.81–11.31) · ATM IV 50.5% · P/C open interest 0.52
| 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 | |
| 4.70 | 5.50 | 7 | 192.0% | 1.00 | 0.0029 | -0.000 | 5.5 | 0 | 0.0100 | 153.7% | -0.00 | 0.0029 | -0.001 | |||
| 4.20 | 5.00 | 7 | 168.2% | 1.00 | 0.0044 | -0.000 | 6 | 0 | 0.0100 | 134.8% | -0.00 | 0.0044 | -0.001 | |||
| 3.70 | 4.50 | 4 | 146.2% | 1.00 | 0.0068 | -0.001 | 6.5 | 0 | 0.2600 | 1 | 209.6% | -0.00 | 0.0068 | -0.001 | ||
| 3.20 | 4.00 | 4 | 125.8% | 0.99 | 0.0109 | -0.001 | 7 | 0 | 0.2600 | 1 | 183.7% | -0.01 | 0.0110 | -0.001 | ||
| 2.74 | 3.50 | 121.0% | 0.99 | 0.0181 | -0.002 | 7.5 | 0 | 0.2600 | 1 | 159.3% | -0.01 | 0.0182 | -0.002 | |||
| 2.24 | 2.97 | 7 | 92.5% | 0.98 | 0.0312 | -0.002 | 8 | 0 | 0.0200 | 27 | 78.8% | -0.02 | 0.0313 | -0.003 | ||
| 1.74 | 2.48 | 3 | 77.9% | 0.97 | 0.0561 | -0.004 | 8.5 | 0 | 0.1500 | 39 | 96.9% | -0.03 | 0.0564 | -0.004 | ||
| 1.30 | 1.93 | 562 | 62.9% | 0.94 | 0.1049 | -0.006 | 9 | 0.0100 | 0.1300 | 2 | 411 | 75.7% | -0.06 | 0.1055 | -0.006 | |
| 1.06 | 1.32 | 392 | 65.6% | 0.88 | 0.1978 | -0.009 | 9.5 | 0.0300 | 0.0900 | 4 | 469 | 53.9% | -0.12 | 0.1991 | -0.009 | |
| 0.6100 | 0.9000 | 612 | 55.2% | 0.76 | 0.3405 | -0.013 | 10 | 0.1100 | 0.2300 | 2 | 735 | 54.7% | -0.25 | 0.3431 | -0.013 | |
| 0.3900 | 0.4500 | 26 | 486 | 51.1% | 0.55 | 0.4406 | -0.016 | 10.5 | 0.2800 | 0.3800 | 4 | 1,428 | 50.0% | -0.45 | 0.4439 | -0.016 |
| 0.2000 | 0.2600 | 147 | 1,556 | 53.6% | 0.35 | 0.3935 | -0.016 | 11 | 0.4700 | 0.6700 | 411 | 41.8% | -0.66 | 0.3968 | -0.016 | |
| 0.1000 | 0.1200 | 150 | 946 | 54.1% | 0.21 | 0.2817 | -0.013 | 11.5 | 0.9500 | 1.07 | 164 | 49.9% | -0.80 | 0.2850 | -0.013 | |
| 0.0500 | 0.0600 | 14 | 2,026 | 56.7% | 0.13 | 0.1868 | -0.010 | 12 | 1.29 | 1.64 | 3 | 52.7% | -0.88 | 0.1903 | -0.010 | |
| 0.0100 | 0.0700 | 146 | 64.3% | 0.08 | 0.1224 | -0.007 | 12.5 | 1.67 | 2.17 | 2 | -0.93 | 0.1259 | -0.007 | |||
| 0.0100 | 0.2200 | 83 | 98.3% | 0.05 | 0.0810 | -0.005 | 13 | 2.11 | 2.73 | 5 | -0.96 | 0.0847 | -0.005 | |||
| 0 | 0.2500 | 56 | 113.0% | 0.03 | 0.0546 | -0.004 | 13.5 | 2.55 | 3.30 | -0.97 | 0.0582 | -0.004 | ||||
| 0 | 0.2100 | 23 | 118.8% | 0.02 | 0.0375 | -0.003 | 14 | 3.40 | 3.75 | 23 | 132.2% | -0.99 | 0.0396 | -0.003 | ||
| 0 | 0.2800 | 26 | 139.2% | 0.02 | 0.0262 | -0.002 | 14.5 | 3.50 | 4.30 | -0.99 | 0.0259 | -0.002 | ||||
| 0 | 0.1000 | 46 | 118.4% | 0.01 | 0.0186 | -0.002 | 15 | 4.00 | 4.80 | -1.00 | 0.0151 | -0.002 | ||||
| 0 | 0.2700 | 79 | 157.7% | 0.01 | 0.0134 | -0.001 | 15.5 | 4.50 | 5.30 | -1.00 | 0.0081 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs