UNG volatilidad United States Natural Gas Fund LP
Cboe delayed options data · a fecha de 18:41 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 45.1% | +5.0pt | ±2.1% |
| Sep 09, 2026 | 6 | 34.8% | +1.1pt | ±3.6% |
| Sep 11, 2026 | 8 | 39.2% | +4.0pt | ±4.7% |
| Sep 16, 2026 | 13 | 37.3% | +2.6pt | ±5.7% |
| Sep 18, 2026 | 15 | 40.3% | +0.0pt | ±6.6% |
| Sep 25, 2026 | 22 | 41.4% | -0.5pt | ±8.1% |
| Oct 02, 2026 | 29 | 41.0% | -1.0pt | ±9.2% |
| Oct 09, 2026 | 36 | 38.5% | -2.2pt | ±9.6% |
| Oct 16, 2026 | 43 | 43.6% | -1.1pt | ±12.5% |
| Oct 23, 2026 | 50 | 52.4% | -66.1pt | ±15.5% |
| Jan 15, 2027 | 134 | 61.2% | -8.6pt | ±29.9% |
| Apr 16, 2027 | 225 | 52.0% | -13.8pt | ±32.7% |
| Jan 21, 2028 | 505 | 59.5% | -19.9pt | ±54.3% |
Sonrisa de volatilidad — Oct 16, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.