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 ±13.6% (9.12–11.99) · ATM IV 52.1% · P/C open interest 0.23
| 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 | 0.0048 | 0.000 | 5.5 | 0 | 0.0100 | 82.7% | -0.00 | 0.0049 | -0.001 | |||||
| 4.15 | 5.00 | 0.99 | 0.0076 | -0.000 | 6 | 0 | 0.2700 | 128.9% | -0.01 | 0.0076 | -0.001 | |||||
| 3.65 | 4.55 | 72.0% | 0.99 | 0.0122 | -0.000 | 6.5 | 0 | 0.2700 | 114.0% | -0.01 | 0.0122 | -0.001 | ||||
| 3.15 | 4.05 | 60.3% | 0.98 | 0.0199 | -0.001 | 7 | 0 | 0.2900 | 102.0% | -0.02 | 0.0199 | -0.001 | ||||
| 2.73 | 3.55 | 100 | 67.3% | 0.97 | 0.0328 | -0.001 | 7.5 | 0 | 0.2800 | 10 | 87.7% | -0.03 | 0.0330 | -0.002 | ||
| 2.35 | 2.99 | 5 | 63.3% | 0.95 | 0.0540 | -0.002 | 8 | 0 | 0.2600 | 73.4% | -0.05 | 0.0542 | -0.003 | |||
| 2.05 | 2.22 | 50 | 44.4% | 0.91 | 0.0861 | -0.003 | 8.5 | 0.0100 | 0.2200 | 5 | 59.1% | -0.09 | 0.0865 | -0.004 | ||
| 1.58 | 1.96 | 51 | 54.9% | 0.85 | 0.1278 | -0.005 | 9 | 0.0100 | 0.1700 | 45 | 44.2% | -0.15 | 0.1285 | -0.005 | ||
| 1.24 | 1.58 | 388 | 56.0% | 0.77 | 0.1703 | -0.007 | 9.5 | 0.1200 | 0.2800 | 153 | 45.6% | -0.23 | 0.1714 | -0.007 | ||
| 0.9100 | 1.27 | 1 | 31 | 56.0% | 0.67 | 0.2010 | -0.008 | 10 | 0.2900 | 0.5000 | 203 | 48.7% | -0.33 | 0.2026 | -0.008 | |
| 0.7300 | 0.8700 | 120 | 54.3% | 0.56 | 0.2129 | -0.009 | 10.5 | 0.5700 | 0.7000 | 1 | 23 | 49.9% | -0.44 | 0.2149 | -0.009 | |
| 0.5400 | 0.6200 | 24 | 742 | 54.1% | 0.46 | 0.2076 | -0.010 | 11 | 0.7900 | 1.03 | 1 | 78 | 49.3% | -0.55 | 0.2100 | -0.010 |
| 0.4100 | 0.4700 | 2 | 664 | 56.3% | 0.37 | 0.1910 | -0.009 | 11.5 | 1.20 | 1.37 | 1 | 41 | 52.4% | -0.64 | 0.1939 | -0.009 |
| 0.1600 | 0.4900 | 46 | 57.5% | 0.29 | 0.1692 | -0.009 | 12 | 1.48 | 1.86 | 1 | 53.1% | -0.71 | 0.1724 | -0.009 | ||
| 0.0900 | 0.4000 | 44 | 59.2% | 0.23 | 0.1461 | -0.008 | 12.5 | 1.91 | 2.31 | 56.2% | -0.77 | 0.1497 | -0.008 | |||
| 0.1600 | 0.2100 | 1 | 41 | 60.7% | 0.19 | 0.1241 | -0.007 | 13 | 2.37 | 2.71 | 55.8% | -0.82 | 0.1280 | -0.007 | ||
| 0.0100 | 0.2800 | 2 | 62.8% | 0.15 | 0.1043 | -0.006 | 13.5 | 2.81 | 3.25 | 61.2% | -0.86 | 0.1085 | -0.006 | |||
| 0.0300 | 0.2400 | 13 | 67.7% | 0.12 | 0.0871 | -0.006 | 14 | 3.25 | 3.70 | 57.9% | -0.89 | 0.0915 | -0.005 | |||
| 0.0200 | 0.2300 | 101 | 72.1% | 0.09 | 0.0724 | -0.005 | 14.5 | 3.70 | 4.20 | 56.4% | -0.92 | 0.0772 | -0.005 | |||
| 0.0100 | 0.2400 | 16 | 77.5% | 0.08 | 0.0601 | -0.004 | 15 | 4.15 | 4.75 | 61.3% | -0.94 | 0.0651 | -0.004 | |||
| 0.0100 | 0.2500 | 2 | 83.4% | 0.06 | 0.0498 | -0.004 | 15.5 | 4.60 | 5.25 | -0.95 | 0.0552 | -0.004 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs