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 ±11.3% (9.37–11.75) · ATM IV 53.7% · P/C open interest 0.28
| 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 | 126.8% | 0.99 | 0.0049 | 0.000 | 5.5 | 0 | 0.0100 | 102.7% | -0.00 | 0.0049 | -0.001 | ||||
| 4.15 | 5.00 | 0.99 | 0.0072 | -0.000 | 6 | 0 | 0.0100 | 90.1% | -0.01 | 0.0072 | -0.001 | |||||
| 3.65 | 4.50 | 0.99 | 0.0111 | -0.001 | 6.5 | 0 | 0.2600 | 1 | 140.1% | -0.01 | 0.0111 | -0.001 | ||||
| 3.15 | 4.00 | 0.98 | 0.0173 | -0.001 | 7 | 0 | 0.2700 | 124.1% | -0.01 | 0.0173 | -0.001 | |||||
| 2.69 | 3.55 | 78.8% | 0.98 | 0.0278 | -0.001 | 7.5 | 0 | 0.2800 | 1 | 108.8% | -0.02 | 0.0279 | -0.002 | |||
| 2.22 | 3.00 | 61.4% | 0.96 | 0.0459 | -0.002 | 8 | 0 | 0.2800 | 1 | 93.1% | -0.04 | 0.0461 | -0.003 | |||
| 1.86 | 2.46 | 64.4% | 0.94 | 0.0767 | -0.003 | 8.5 | 0 | 0.2300 | 17 | 73.3% | -0.06 | 0.0769 | -0.004 | |||
| 1.50 | 1.86 | 54.9% | 0.89 | 0.1258 | -0.005 | 9 | 0.0100 | 0.1800 | 23 | 55.6% | -0.11 | 0.1263 | -0.005 | |||
| 1.15 | 1.32 | 100 | 374 | 49.2% | 0.81 | 0.1916 | -0.007 | 9.5 | 0.0200 | 0.2200 | 179 | 45.7% | -0.19 | 0.1926 | -0.007 | |
| 0.7400 | 1.07 | 383 | 52.0% | 0.69 | 0.2525 | -0.009 | 10 | 0.1800 | 0.3600 | 1 | 202 | 47.5% | -0.31 | 0.2540 | -0.010 | |
| 0.6000 | 0.7600 | 1,579 | 57.3% | 0.55 | 0.2776 | -0.011 | 10.5 | 0.4200 | 0.6000 | 270 | 50.2% | -0.45 | 0.2797 | -0.011 | ||
| 0.4000 | 0.4700 | 13 | 76 | 54.6% | 0.42 | 0.2633 | -0.011 | 11 | 0.7900 | 0.8800 | 1 | 115 | 53.8% | -0.58 | 0.2659 | -0.011 |
| 0.2100 | 0.3200 | 69 | 53.1% | 0.32 | 0.2279 | -0.011 | 11.5 | 0.9600 | 1.28 | 56 | 47.5% | -0.69 | 0.2309 | -0.011 | ||
| 0.1600 | 0.2000 | 384 | 55.6% | 0.23 | 0.1872 | -0.010 | 12 | 1.36 | 1.74 | 5 | 50.5% | -0.77 | 0.1905 | -0.010 | ||
| 0.0400 | 0.2500 | 1 | 33 | 61.1% | 0.17 | 0.1499 | -0.009 | 12.5 | 1.82 | 2.19 | 53.3% | -0.83 | 0.1533 | -0.009 | ||
| 0.0300 | 0.2000 | 60 | 65.4% | 0.13 | 0.1187 | -0.007 | 13 | 2.28 | 2.66 | 54.2% | -0.88 | 0.1222 | -0.007 | |||
| 0.0100 | 0.1000 | 1 | 61.1% | 0.10 | 0.0935 | -0.006 | 13.5 | 2.68 | 3.20 | 5 | 49.9% | -0.91 | 0.0972 | -0.006 | ||
| 0.0100 | 0.0900 | 2 | 1 | 66.5% | 0.08 | 0.0737 | -0.005 | 14 | 3.10 | 3.75 | -0.93 | 0.0776 | -0.005 | |||
| 0.0100 | 0.2500 | 19 | 90.8% | 0.06 | 0.0583 | -0.004 | 14.5 | 3.55 | 4.25 | 5 | -0.95 | 0.0620 | -0.004 | |||
| 0 | 0.2600 | 27 | 97.6% | 0.05 | 0.0462 | -0.004 | 15 | 4.05 | 4.80 | -0.96 | 0.0507 | -0.003 | ||||
| 0 | 0.2700 | 4 | 105.0% | 0.04 | 0.0368 | -0.003 | 15.5 | 4.50 | 5.30 | -0.98 | 0.0414 | -0.003 | ||||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs