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 ±19.3% (8.52–12.60) · ATM IV 57.9% · P/C open interest 0.10
| 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 | |
| 4.20 | 5.05 | 72.6% | 0.98 | 0.0122 | -0.000 | 6 | 0 | 0.2800 | 105.3% | -0.01 | 0.0122 | -0.001 | ||||
| 3.30 | 4.05 | 1 | 67.7% | 0.97 | 0.0286 | -0.001 | 7 | 0 | 0.2900 | 82.6% | -0.03 | 0.0287 | -0.002 | |||
| 2.64 | 2.99 | 68.0% | 0.92 | 0.0644 | -0.003 | 8 | 0.0100 | 0.2500 | 101 | 59.6% | -0.08 | 0.0648 | -0.003 | |||
| 1.69 | 2.09 | 12 | 53.3% | 0.81 | 0.1183 | -0.005 | 9 | 0.0900 | 0.2900 | 340 | 46.5% | -0.19 | 0.1193 | -0.005 | ||
| 1.21 | 1.35 | 1 | 274 | 56.1% | 0.65 | 0.1567 | -0.007 | 10 | 0.4900 | 0.6800 | 8 | 27 | 51.7% | -0.35 | 0.1584 | -0.007 |
| 0.7800 | 0.8800 | 751 | 351 | 57.5% | 0.49 | 0.1601 | -0.008 | 11 | 1.16 | 1.26 | 102 | 17 | 58.3% | -0.51 | 0.1626 | -0.008 |
| 0.4700 | 0.6000 | 3 | 54 | 59.5% | 0.36 | 0.1420 | -0.008 | 12 | 1.62 | 2.05 | 36 | 55.2% | -0.65 | 0.1453 | -0.008 | |
| 0.1600 | 0.4000 | 2 | 2 | 56.4% | 0.26 | 0.1179 | -0.007 | 13 | 2.42 | 2.87 | 2 | 56.2% | -0.74 | 0.1217 | -0.007 | |
| 0.2000 | 0.3700 | 11 | 2 | 68.4% | 0.19 | 0.0948 | -0.006 | 14 | 3.30 | 3.80 | 60 | 58.9% | -0.82 | 0.0992 | -0.006 | |
| 0.0100 | 0.2900 | 5,000 | 65.1% | 0.14 | 0.0752 | -0.005 | 15 | 4.25 | 4.75 | 62.2% | -0.87 | 0.0800 | -0.005 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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