UNG Optionskette United States Natural Gas Fund LP
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±11.8% (9.22–11.70) · ATM IV 49.8% · P/C Open Interest 0.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 2.10 | 7.05 | 1.00 | 0.0041 | 0.000 | 5.5 | 0 | 4.25 | 488.9% | -0.00 | 0.0041 | -0.000 | |||||
| 3.05 | 5.90 | 23 | 0.99 | 0.0064 | 0.000 | 6 | 0 | 0.2200 | 1 | 79.0% | -0.01 | 0.0064 | -0.001 | |||
| 1.76 | 6.70 | 147.0% | 0.99 | 0.0104 | -0.000 | 6.5 | 0 | 0.7100 | 162.3% | -0.01 | 0.0105 | -0.001 | ||||
| 0.4800 | 4.95 | 2 | 0.99 | 0.0175 | -0.001 | 7 | 0 | 4.25 | 3 | 366.3% | -0.01 | 0.0175 | -0.001 | |||
| 2.01 | 4.00 | 56.1% | 0.98 | 0.0298 | -0.001 | 7.5 | 0 | 0.2200 | 81.9% | -0.02 | 0.0299 | -0.002 | ||||
| 0 | 4.95 | 1 | 53 | 40.5% | 0.96 | 0.0514 | -0.002 | 8 | 0 | 0.1100 | 24 | 229 | 60.3% | -0.04 | 0.0516 | -0.002 |
| 1.68 | 2.44 | 53.4% | 0.92 | 0.0869 | -0.003 | 8.5 | 0.0100 | 0.2200 | 63.5% | -0.08 | 0.0873 | -0.004 | ||||
| 1.50 | 1.81 | 85 | 625 | 49.3% | 0.87 | 0.1378 | -0.005 | 9 | 0.0700 | 0.1500 | 34 | 1,025 | 50.0% | -0.13 | 0.1386 | -0.005 |
| 0.9300 | 1.41 | 2 | 44.5% | 0.77 | 0.1939 | -0.007 | 9.5 | 0.1500 | 0.2200 | 3,172 | 46.3% | -0.23 | 0.1952 | -0.007 | ||
| 0.8900 | 0.9200 | 524 | 11.8K | 51.4% | 0.66 | 0.2345 | -0.009 | 10 | 0.3600 | 0.4400 | 3,297 | 4,780 | 51.2% | -0.34 | 0.2364 | -0.009 |
| 0.4300 | 0.7700 | 70 | 48.3% | 0.53 | 0.2465 | -0.010 | 10.5 | 0.5900 | 0.6800 | 18 | 51.4% | -0.47 | 0.2490 | -0.010 | ||
| 0.4000 | 0.4700 | 438 | 3,577 | 51.5% | 0.42 | 0.2335 | -0.010 | 11 | 0.9000 | 1.09 | 69 | 5,228 | 55.5% | -0.59 | 0.2365 | -0.010 |
| 0.2500 | 0.4000 | 7 | 55.1% | 0.32 | 0.2065 | -0.010 | 11.5 | 1.03 | 1.54 | 51.7% | -0.68 | 0.2100 | -0.010 | |||
| 0.2300 | 0.2500 | 1,259 | 12.3K | 57.8% | 0.25 | 0.1750 | -0.009 | 12 | 1.65 | 1.97 | 1 | 217 | 65.1% | -0.76 | 0.1790 | -0.009 |
| 0.0500 | 0.3800 | 12 | 64.5% | 0.19 | 0.1446 | -0.008 | 12.5 | 1.83 | 2.48 | 57.5% | -0.82 | 0.1489 | -0.008 | |||
| 0.0600 | 0.1300 | 202 | 7,181 | 56.7% | 0.14 | 0.1177 | -0.007 | 13 | 2.28 | 2.96 | 36 | 60.5% | -0.86 | 0.1222 | -0.007 | |
| 0.0100 | 0.2200 | 67.0% | 0.11 | 0.0949 | -0.006 | 13.5 | 2.26 | 3.85 | 54.0% | -0.90 | 0.0997 | -0.006 | ||||
| 0.0700 | 0.0800 | 1,279 | 66.2% | 0.09 | 0.0762 | -0.005 | 14 | 3.30 | 3.90 | 10 | 30 | 70.8% | -0.93 | 0.0814 | -0.005 | |
| 0 | 0.2900 | 79.8% | 0.07 | 0.0611 | -0.004 | 14.5 | 3.10 | 5.00 | 63.7% | -0.95 | 0.0664 | -0.004 | ||||
| 0 | 0.1900 | 7 | 537 | 75.4% | 0.05 | 0.0490 | -0.003 | 15 | 4.00 | 4.95 | -0.96 | 0.0539 | -0.003 | |||
| 0 | 0.1500 | 2 | 75.0% | 0.04 | 0.0393 | -0.003 | 15.5 | 3.95 | 6.05 | -0.97 | 0.0453 | -0.003 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Nov 20, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.