UNG cadena de opciones United States Natural Gas Fund LP
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±11.8% (9.22–11.70) · ATM IV 49.8% · P/C interés abierto 0.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 4.55 | 5.40 | 1.00 | 0.0040 | 0.000 | 5.5 | 0 | 0.1400 | 136.6% | -0.00 | 0.0040 | -0.000 | |||||
| 4.05 | 4.90 | 23 | 0.99 | 0.0064 | 0.000 | 6 | 0 | 0.0100 | 1 | 79.0% | -0.01 | 0.0064 | -0.001 | |||
| 3.55 | 4.40 | 0.99 | 0.0104 | -0.000 | 6.5 | 0 | 0.1500 | 107.6% | -0.01 | 0.0104 | -0.001 | |||||
| 3.05 | 3.95 | 2 | 63.9% | 0.99 | 0.0174 | -0.001 | 7 | 0 | 0.2800 | 3 | 109.8% | -0.01 | 0.0174 | -0.001 | ||
| 2.61 | 3.40 | 56.5% | 0.98 | 0.0297 | -0.001 | 7.5 | 0 | 0.1600 | 81.9% | -0.02 | 0.0298 | -0.002 | ||||
| 2.35 | 2.59 | 1 | 53 | 0.96 | 0.0513 | -0.002 | 8 | 0 | 0.0900 | 24 | 229 | 60.3% | -0.04 | 0.0515 | -0.002 | |
| 1.78 | 2.34 | 53.5% | 0.92 | 0.0869 | -0.003 | 8.5 | 0.0100 | 0.2200 | 63.4% | -0.08 | 0.0873 | -0.004 | ||||
| 1.50 | 1.71 | 85 | 625 | 49.4% | 0.87 | 0.1379 | -0.005 | 9 | 0.0800 | 0.1500 | 34 | 1,025 | 50.7% | -0.13 | 0.1387 | -0.005 |
| 1.03 | 1.31 | 2 | 44.5% | 0.77 | 0.1939 | -0.007 | 9.5 | 0.2000 | 0.2200 | 3,172 | 49.0% | -0.23 | 0.1952 | -0.007 | ||
| 0.8900 | 0.9200 | 524 | 11.8K | 51.5% | 0.66 | 0.2345 | -0.009 | 10 | 0.3900 | 0.4400 | 3,297 | 4,780 | 52.5% | -0.34 | 0.2364 | -0.009 |
| 0.4900 | 0.7100 | 70 | 48.3% | 0.53 | 0.2466 | -0.010 | 10.5 | 0.5900 | 0.6800 | 18 | 51.3% | -0.47 | 0.2490 | -0.010 | ||
| 0.4000 | 0.4700 | 438 | 3,577 | 51.5% | 0.42 | 0.2336 | -0.010 | 11 | 0.9000 | 1.02 | 69 | 5,228 | 53.8% | -0.59 | 0.2366 | -0.010 |
| 0.2500 | 0.3500 | 7 | 52.9% | 0.32 | 0.2067 | -0.010 | 11.5 | 1.13 | 1.44 | 51.7% | -0.68 | 0.2102 | -0.010 | |||
| 0.2300 | 0.2400 | 1,259 | 12.3K | 57.3% | 0.25 | 0.1751 | -0.009 | 12 | 1.65 | 1.77 | 1 | 217 | 54.9% | -0.76 | 0.1791 | -0.009 |
| 0.0500 | 0.2000 | 12 | 53.5% | 0.19 | 0.1446 | -0.008 | 12.5 | 1.93 | 2.38 | 57.5% | -0.82 | 0.1488 | -0.008 | |||
| 0.0800 | 0.1300 | 202 | 7,181 | 58.3% | 0.14 | 0.1175 | -0.007 | 13 | 2.40 | 2.84 | 36 | 60.5% | -0.86 | 0.1220 | -0.007 | |
| 0.0100 | 0.2200 | 67.0% | 0.11 | 0.0947 | -0.006 | 13.5 | 2.86 | 3.25 | 53.9% | -0.90 | 0.0994 | -0.006 | ||||
| 0.0700 | 0.0800 | 1,279 | 66.2% | 0.08 | 0.0759 | -0.005 | 14 | 3.30 | 3.90 | 10 | 30 | 70.8% | -0.93 | 0.0811 | -0.005 | |
| 0.0100 | 0.2300 | 80.7% | 0.07 | 0.0608 | -0.004 | 14.5 | 3.70 | 4.40 | 63.7% | -0.95 | 0.0661 | -0.004 | ||||
| 0.0100 | 0.0700 | 7 | 537 | 68.5% | 0.05 | 0.0486 | -0.003 | 15 | 4.20 | 4.75 | -0.96 | 0.0535 | -0.003 | |||
| 0 | 0.0900 | 2 | 75.0% | 0.04 | 0.0389 | -0.003 | 15.5 | 4.65 | 5.35 | -0.98 | 0.0450 | -0.003 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.