UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 03:44 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 ±23.2% (8.04–12.88) · ATM IV 58.8% · P/C open interest 0.25
| 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 | |
| 2.20 | 7.15 | 351 | 84.0% | 0.98 | 0.0146 | 0.000 | 6 | 0 | 0.1400 | 2,584 | 73.8% | -0.02 | 0.0147 | -0.001 | ||
| 3.35 | 3.90 | 759 | 59.5% | 0.95 | 0.0349 | -0.001 | 7 | 0 | 0.1600 | 19 | 1,773 | 62.4% | -0.05 | 0.0352 | -0.002 | |
| 2.42 | 2.96 | 1 | 2,114 | 47.3% | 0.89 | 0.0704 | -0.003 | 8 | 0.1300 | 0.2100 | 24 | 9,218 | 53.1% | -0.12 | 0.0713 | -0.003 |
| 1.89 | 2.24 | 130 | 5,880 | 57.9% | 0.77 | 0.1080 | -0.004 | 9 | 0.3600 | 0.4600 | 39 | 4,897 | 53.3% | -0.23 | 0.1096 | -0.005 |
| 1.45 | 1.50 | 343 | 17.2K | 57.9% | 0.64 | 0.1278 | -0.006 | 10 | 0.8500 | 1.05 | 10 | 4,120 | 59.7% | -0.37 | 0.1303 | -0.006 |
| 1.04 | 1.15 | 465 | 14.1K | 61.4% | 0.51 | 0.1283 | -0.007 | 11 | 1.26 | 1.69 | 9 | 3,325 | 60.2% | -0.50 | 0.1316 | -0.007 |
| 0.7500 | 0.8900 | 369 | 30.2K | 63.4% | 0.41 | 0.1183 | -0.007 | 12 | 1.95 | 2.48 | 2,393 | 64.0% | -0.60 | 0.1222 | -0.007 | |
| 0.5300 | 0.7400 | 25 | 15.3K | 66.2% | 0.33 | 0.1046 | -0.007 | 13 | 2.46 | 3.75 | 1,161 | 66.0% | -0.69 | 0.1090 | -0.007 | |
| 0.3300 | 0.5400 | 115 | 9,027 | 69.3% | 0.26 | 0.0908 | -0.007 | 14 | 3.50 | 4.15 | 2 | 397 | 65.9% | -0.75 | 0.0957 | -0.006 |
| 0.3300 | 0.3900 | 28 | 21.9K | 70.8% | 0.22 | 0.0782 | -0.006 | 15 | 4.40 | 5.10 | 2,368 | 69.7% | -0.80 | 0.0836 | -0.006 | |
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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