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Global X U.S. Natural Gas ETF LNGX

i

Market dataready · fetched 2026-10-22T16:20:17.275Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T16:03:55.758553589Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:17:55.550722+00:00

Share price$45.38
1D-2.0%
$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$0.83$1.75$2.67$3.58$4.50$38.18$41.30$44.43$47.55$50.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNGX spot · $45.38LNGX PRICE$1.65$1.86$2.07$2.28$2.62$3.04$3.46$0.93$1.19$1.45$1.72$1.98$2.24$2.50$2.77$3.03$3.29$3.67$4.24
PutsExpensive1.48×
CallsFair0.99×
SkewBearish+15.26 pp
Implied moveBearish±$4.15
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2559.1%15.6%
25Δ40.1756.8%14.1%
30Δ41.0954.5%12.7%
35Δ42.0152.2%11.2%
40Δ42.9349.8%9.8%
45Δ43.8447.5%8.3%
50Δ45.7634.1%4.5%44.7645.2%6.9%
55Δ45.2532.9%3.8%45.6842.9%5.4%
60Δ44.7331.7%3.2%46.6040.6%4.0%
65Δ44.2230.4%2.5%47.5238.3%2.5%
70Δ43.6730.2%2.0%48.3436.9%1.6%
75Δ43.0930.8%1.6%49.1036.9%1.1%
80Δ42.5130.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.25
IV
59.1%
B/E move
15.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.17
IV
56.8%
B/E move
14.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.09
IV
54.5%
B/E move
12.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.01
IV
52.2%
B/E move
11.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.93
IV
49.8%
B/E move
9.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.84
IV
47.5%
B/E move
8.3%

50Δ

Calls
Pseudo strike
45.76
IV
34.1%
B/E move
4.5%
Puts
Pseudo strike
44.76
IV
45.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
45.25
IV
32.9%
B/E move
3.8%
Puts
Pseudo strike
45.68
IV
42.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
44.73
IV
31.7%
B/E move
3.2%
Puts
Pseudo strike
46.60
IV
40.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
44.22
IV
30.4%
B/E move
2.5%
Puts
Pseudo strike
47.52
IV
38.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
43.67
IV
30.2%
B/E move
2.0%
Puts
Pseudo strike
48.34
IV
36.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
43.09
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
49.10
IV
36.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
42.51
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations