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Global X U.S. Natural Gas ETF LNGX

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Market datapartial · fetched 2026-10-22T18:29:50.567Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:46:53.385010501Z

FundamentalsAlpha Vantage · unavailable

Share price$45.69
1D-1.3%
$44.91$45.28$45.66$46.04$46.415:30 AM6:30 AM9:00 AM1:00 PMLNGX
Sold putSold call

Global X U.S. Natural Gas ETF options

Live interpolated LNGX call and put midpoint premiums by absolute delta.Global X U.S. Natural Gas ETF$1.74$3.89$6.04$8.20$10.35$31.66$38.83$46.01$53.18$60.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNGX spot · $45.69LNGX PRICE$2.95$3.52$4.10$4.67$5.35$6.17$7.13$8.33$9.73$1.97$2.29$2.55$2.81$3.45$4.22$5.00$5.77$6.61$7.73$9.26
PutsExpensive1.46×
CallsExpensive1.43×
SkewBullish-1.72 pp
Implied moveBearish±$9.09
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6840.5%21.8%
25Δ40.1336.2%17.2%
30Δ42.4431.6%12.7%
35Δ44.1628.3%9.5%
40Δ51.8931.6%20.0%45.5328.2%7.9%
45Δ50.2831.5%17.8%46.9128.3%6.6%
50Δ48.6731.5%15.5%48.3028.4%5.2%
55Δ47.0731.4%13.2%49.6828.5%3.9%
60Δ45.4931.8%11.3%51.0928.2%2.7%
65Δ43.9732.1%9.7%52.6828.3%1.6%
70Δ42.3732.5%8.3%54.6429.1%0.7%
75Δ40.6133.5%7.1%
80Δ38.6534.4%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.68
IV
40.5%
B/E move
21.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.13
IV
36.2%
B/E move
17.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.44
IV
31.6%
B/E move
12.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.16
IV
28.3%
B/E move
9.5%

40Δ

Calls
Pseudo strike
51.89
IV
31.6%
B/E move
20.0%
Puts
Pseudo strike
45.53
IV
28.2%
B/E move
7.9%

45Δ

Calls
Pseudo strike
50.28
IV
31.5%
B/E move
17.8%
Puts
Pseudo strike
46.91
IV
28.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
48.67
IV
31.5%
B/E move
15.5%
Puts
Pseudo strike
48.30
IV
28.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
47.07
IV
31.4%
B/E move
13.2%
Puts
Pseudo strike
49.68
IV
28.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
45.49
IV
31.8%
B/E move
11.3%
Puts
Pseudo strike
51.09
IV
28.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
43.97
IV
32.1%
B/E move
9.7%
Puts
Pseudo strike
52.68
IV
28.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
42.37
IV
32.5%
B/E move
8.3%
Puts
Pseudo strike
54.64
IV
29.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
40.61
IV
33.5%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.65
IV
34.4%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations