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 ±32.1% (7.17–13.96) · ATM IV 56.9% · P/C open interest 0.67
| 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 | |
| 4.40 | 5.10 | 93 | 51.0% | 0.95 | 0.0237 | -0.001 | 6 | 0.0100 | 0.3400 | 5 | 66.2% | -0.05 | 0.0240 | -0.001 | ||
| 3.70 | 4.10 | 3 | 342 | 52.8% | 0.91 | 0.0408 | -0.001 | 7 | 0.0400 | 0.2300 | 1,016 | 48.2% | -0.09 | 0.0415 | -0.002 | |
| 2.95 | 3.40 | 322 | 55.3% | 0.84 | 0.0619 | -0.002 | 8 | 0.2300 | 0.4100 | 667 | 48.5% | -0.16 | 0.0631 | -0.003 | ||
| 2.40 | 2.76 | 413 | 57.5% | 0.75 | 0.0799 | -0.003 | 9 | 0.6300 | 0.7500 | 201 | 51.7% | -0.25 | 0.0820 | -0.004 | ||
| 1.95 | 2.05 | 2 | 2,774 | 55.9% | 0.65 | 0.0905 | -0.004 | 10 | 1.19 | 1.50 | 10 | 3,394 | 60.0% | -0.35 | 0.0934 | -0.004 |
| 1.53 | 1.60 | 26 | 6,133 | 56.1% | 0.56 | 0.0939 | -0.004 | 11 | 1.70 | 1.96 | 6,662 | 57.7% | -0.45 | 0.0977 | -0.005 | |
| 1.16 | 1.25 | 10 | 8,202 | 55.8% | 0.48 | 0.0922 | -0.005 | 12 | 2.20 | 2.80 | 3,409 | 58.8% | -0.53 | 0.0970 | -0.005 | |
| 1.00 | 1.06 | 3,263 | 59.5% | 0.41 | 0.0876 | -0.005 | 13 | 2.94 | 3.55 | 467 | 60.0% | -0.61 | 0.0933 | -0.005 | ||
| 0.7200 | 0.9000 | 826 | 59.6% | 0.35 | 0.0815 | -0.004 | 14 | 3.70 | 4.35 | 60.3% | -0.67 | 0.0880 | -0.004 | |||
| 0.5700 | 0.8800 | 33 | 980 | 63.3% | 0.30 | 0.0748 | -0.004 | 15 | 4.55 | 5.10 | 2 | 59.3% | -0.73 | 0.0822 | -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 — Apr 16, 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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