UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 06:41 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 ±29.7% (7.59–14.01) · ATM IV 61.6% · P/C open interest 0.47
| 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 | 5.05 | 5 | 346 | 64.4% | 0.95 | 0.0231 | -0.000 | 6 | 0.0100 | 0.1400 | 2,585 | 62.2% | -0.05 | 0.0228 | -0.002 | |
| 3.80 | 4.10 | 151 | 878 | 59.8% | 0.91 | 0.0396 | -0.001 | 7 | 0.1500 | 0.2100 | 23 | 1,816 | 60.6% | -0.09 | 0.0397 | -0.002 |
| 2.97 | 3.20 | 16 | 2,469 | 54.3% | 0.84 | 0.0604 | -0.003 | 8 | 0.1600 | 0.4100 | 5 | 9,687 | 53.8% | -0.16 | 0.0609 | -0.003 |
| 2.44 | 2.58 | 361 | 5,356 | 60.7% | 0.75 | 0.0798 | -0.004 | 9 | 0.6000 | 0.7300 | 1 | 4,555 | 58.9% | -0.24 | 0.0807 | -0.004 |
| 1.88 | 2.00 | 1,211 | 10.8K | 60.3% | 0.65 | 0.0923 | -0.005 | 10 | 1.11 | 1.18 | 33 | 2,917 | 61.3% | -0.34 | 0.0937 | -0.005 |
| 1.50 | 1.58 | 2,169 | 8,397 | 62.4% | 0.56 | 0.0966 | -0.005 | 11 | 1.51 | 1.83 | 10 | 2,370 | 60.9% | -0.44 | 0.0986 | -0.005 |
| 1.18 | 1.25 | 326 | 12.1K | 63.7% | 0.47 | 0.0949 | -0.006 | 12 | 2.26 | 2.42 | 56 | 2,099 | 62.5% | -0.53 | 0.0975 | -0.006 |
| 0.9400 | 1.03 | 82 | 4,839 | 65.1% | 0.40 | 0.0896 | -0.006 | 13 | 3.05 | 3.30 | 1,167 | 67.5% | -0.60 | 0.0927 | -0.005 | |
| 0.5500 | 0.8800 | 45 | 3,820 | 63.9% | 0.34 | 0.0826 | -0.006 | 14 | 3.70 | 4.05 | 397 | 64.6% | -0.67 | 0.0862 | -0.005 | |
| 0.5200 | 0.6700 | 178 | 5,186 | 68.3% | 0.29 | 0.0751 | -0.005 | 15 | 4.55 | 4.90 | 10 | 2,386 | 65.9% | -0.72 | 0.0792 | -0.005 |
| 0.4700 | 0.5400 | 81 | 1,255 | 68.7% | 0.24 | 0.0677 | -0.005 | 16 | 5.50 | 5.75 | 233 | 67.9% | -0.77 | 0.0723 | -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 — Jan 15, 2027
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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