UNG option chain United States Natural Gas Fund LP
Cboe delayed options data · as of 15:41 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 ±12.6% (9.38–12.08) · ATM IV 44.9% · P/C open interest 0.16
| 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 | |
| 4.30 | 5.20 | 8 | 71.3% | 0.99 | 0.0094 | 0.000 | 6 | 0 | 0.2600 | 546 | 123.7% | -0.01 | 0.0093 | -0.001 | ||
| 3.30 | 4.25 | 802 | 67.7% | 0.97 | 0.0223 | 0.000 | 7 | 0.0100 | 0.2300 | 588 | 94.4% | -0.02 | 0.0224 | -0.002 | ||
| 2.63 | 2.87 | 1,220 | 0.94 | 0.0522 | -0.001 | 8 | 0.0200 | 0.0800 | 3,304 | 56.7% | -0.06 | 0.0524 | -0.003 | |||
| 1.82 | 1.89 | 123 | 65.8K | 45.3% | 0.87 | 0.1140 | -0.003 | 9 | 0.0900 | 0.1100 | 7 | 7,607 | 46.1% | -0.13 | 0.1145 | -0.004 |
| 1.08 | 1.11 | 134 | 19.0K | 45.2% | 0.71 | 0.2041 | -0.006 | 10 | 0.3000 | 0.3400 | 10 | 11.2K | 44.4% | -0.29 | 0.2054 | -0.006 |
| 0.5400 | 0.5800 | 812 | 15.3K | 44.9% | 0.47 | 0.2431 | -0.007 | 11 | 0.7700 | 0.8100 | 1,376 | 44.8% | -0.53 | 0.2458 | -0.007 | |
| 0.2700 | 0.2800 | 561 | 10.9K | 47.0% | 0.28 | 0.1941 | -0.006 | 12 | 1.37 | 1.67 | 741 | 48.1% | -0.73 | 0.1981 | -0.006 | |
| 0.1300 | 0.1400 | 11.8K | 49.4% | 0.16 | 0.1301 | -0.005 | 13 | 2.34 | 2.57 | 94 | 58.7% | -0.85 | 0.1348 | -0.004 | ||
| 0.0600 | 0.1300 | 5,904 | 56.2% | 0.10 | 0.0846 | -0.004 | 14 | 3.25 | 3.40 | 433 | 55.6% | -0.91 | 0.0894 | -0.002 | ||
| 0.0100 | 0.0700 | 6,439 | 55.4% | 0.06 | 0.0561 | -0.003 | 15 | 3.85 | 4.75 | 54 | 61.0% | -0.95 | 0.0597 | -0.000 | ||
| 0.0100 | 0.0800 | 377 | 65.1% | 0.04 | 0.0384 | -0.002 | 16 | 5.10 | 5.65 | 1 | 84.2% | -0.97 | 0.0460 | 0.000 | ||
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 — Oct 16, 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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