UNG chaîne d'options United States Natural Gas Fund LP
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±12.2% (9.28–11.85) · ATM IV 51.4% · P/C open interest 0.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 4.65 | 5.50 | 1.00 | 0.0032 | 0.000 | 5.5 | 0 | 0.2600 | 158.2% | -0.00 | 0.0032 | -0.000 | |||||
| 4.15 | 5.00 | 23 | 0.99 | 0.0052 | 0.000 | 6 | 0 | 0.0100 | 1 | 79.8% | -0.00 | 0.0052 | -0.000 | |||
| 3.65 | 4.50 | 0.99 | 0.0088 | -0.000 | 6.5 | 0 | 0.2700 | 125.3% | -0.01 | 0.0088 | -0.001 | |||||
| 3.15 | 4.05 | 2 | 70.7% | 0.99 | 0.0152 | -0.001 | 7 | 0 | 0.2800 | 3 | 111.0% | -0.01 | 0.0153 | -0.001 | ||
| 2.71 | 3.50 | 62.0% | 0.98 | 0.0268 | -0.001 | 7.5 | 0 | 0.2800 | 96.4% | -0.02 | 0.0269 | -0.001 | ||||
| 2.57 | 2.95 | 53 | 88.0% | 0.96 | 0.0473 | -0.002 | 8 | 0 | 0.1100 | 229 | 64.4% | -0.04 | 0.0474 | -0.002 | ||
| 1.87 | 2.45 | 56.5% | 0.93 | 0.0808 | -0.003 | 8.5 | 0.0100 | 0.2300 | 65.8% | -0.07 | 0.0811 | -0.004 | ||||
| 1.67 | 1.76 | 19 | 625 | 53.6% | 0.87 | 0.1282 | -0.005 | 9 | 0.0800 | 0.1100 | 2 | 1,025 | 49.3% | -0.13 | 0.1288 | -0.005 |
| 1.13 | 1.52 | 53.4% | 0.79 | 0.1806 | -0.007 | 9.5 | 0.1800 | 0.2600 | 43 | 52.2% | -0.21 | 0.1816 | -0.007 | |||
| 0.9500 | 1.00 | 3 | 11.8K | 52.0% | 0.67 | 0.2212 | -0.009 | 10 | 0.3700 | 0.3800 | 383 | 4,780 | 51.6% | -0.33 | 0.2226 | -0.009 |
| 0.5600 | 0.8000 | 50.5% | 0.55 | 0.2378 | -0.010 | 10.5 | 0.5600 | 0.6500 | 6 | 52.2% | -0.45 | 0.2397 | -0.010 | |||
| 0.5000 | 0.5200 | 114 | 3,577 | 54.2% | 0.44 | 0.2309 | -0.010 | 11 | 0.9000 | 0.9400 | 5,228 | 54.8% | -0.56 | 0.2333 | -0.010 | |
| 0.2100 | 0.5500 | 57.1% | 0.34 | 0.2086 | -0.010 | 11.5 | 1.07 | 1.48 | 56.4% | -0.66 | 0.2115 | -0.010 | ||||
| 0.2400 | 0.2700 | 761 | 12.3K | 56.8% | 0.26 | 0.1795 | -0.009 | 12 | 1.61 | 1.74 | 217 | 58.5% | -0.74 | 0.1829 | -0.009 | |
| 0.0400 | 0.3400 | 12 | 59.3% | 0.20 | 0.1495 | -0.008 | 12.5 | 1.87 | 2.31 | 58.9% | -0.81 | 0.1532 | -0.008 | |||
| 0.1200 | 0.1500 | 1 | 7,181 | 60.6% | 0.15 | 0.1220 | -0.007 | 13 | 2.30 | 2.71 | 36 | 55.2% | -0.86 | 0.1259 | -0.007 | |
| 0.0200 | 0.2400 | 67.2% | 0.11 | 0.0981 | -0.006 | 13.5 | 2.79 | 3.25 | 64.9% | -0.89 | 0.1023 | -0.006 | ||||
| 0.0600 | 0.0900 | 1,279 | 64.4% | 0.09 | 0.0782 | -0.005 | 14 | 3.40 | 3.70 | 30 | 76.5% | -0.92 | 0.0828 | -0.005 | ||
| 0.0200 | 0.2300 | 79.5% | 0.07 | 0.0620 | -0.004 | 14.5 | 3.65 | 4.30 | 68.5% | -0.94 | 0.0671 | -0.004 | ||||
| 0.0100 | 0.0700 | 3 | 537 | 66.8% | 0.05 | 0.0490 | -0.003 | 15 | 4.10 | 4.75 | -0.96 | 0.0539 | -0.003 | |||
| 0.0100 | 0.2600 | 92.9% | 0.04 | 0.0387 | -0.003 | 15.5 | 4.55 | 5.35 | 70.9% | -0.97 | 0.0446 | -0.002 | ||||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Nov 20, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.