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Global X U.S. Natural Gas ETF LNGX

i

Market dataready · fetched 2026-11-13T02:55:32.054Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.039851363Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:55:31.423279+00:00

Share price$44.62
1D+1.6%
AH$43.94$44.20$44.46$44.72$44.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNGX
Sold putSold callAH

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$0.57$0.75$0.94$1.12$1.30$41.06$42.54$44.01$45.49$46.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive LNGX spot · $44.62LNGX PRICE$0.81$0.90$1.01$1.13$1.25$0.59$0.63$0.67$0.72$0.76$0.83$0.90$0.96
Puts——
Calls——
Skew——
Implied moveBullish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9787.1%11.7%
25Δ41.0474.8%9.4%
30Δ42.1062.6%7.2%
35Δ43.1750.3%4.9%
40Δ45.5745.7%3.9%44.0640.0%3.0%
45Δ45.1242.5%3.1%44.3637.0%2.4%
50Δ44.7640.3%2.6%44.6634.0%1.9%
55Δ44.4538.4%2.2%44.9531.0%1.4%
60Δ44.1336.5%1.7%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.97
IV
87.1%
B/E move
11.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.04
IV
74.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.10
IV
62.6%
B/E move
7.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.17
IV
50.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
45.57
IV
45.7%
B/E move
3.9%
Puts
Pseudo strike
44.06
IV
40.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
45.12
IV
42.5%
B/E move
3.1%
Puts
Pseudo strike
44.36
IV
37.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
44.76
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
44.66
IV
34.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
44.45
IV
38.4%
B/E move
2.2%
Puts
Pseudo strike
44.95
IV
31.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
44.13
IV
36.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.53%
Daily close
LNGX22.1%32.9%43.7%2026-08-14: 27.26%2026-08-17: 29.33%2026-08-18: 31.00%2026-08-19: 34.47%2026-08-20: 38.54%2026-08-21: 25.65%2026-08-24: 25.66%2026-08-25: 24.70%2026-08-26: 24.04%2026-08-27: 24.71%2026-08-28: 23.61%2026-08-31: 25.32%2026-09-01: 26.27%2026-09-02: 26.40%2026-09-03: 26.48%2026-09-04: 25.32%2026-09-08: 27.22%2026-09-09: 28.26%2026-09-10: 28.33%2026-09-11: 26.96%2026-09-14: 29.06%2026-09-15: 32.92%2026-09-16: 34.65%2026-09-17: 40.31%2026-09-18: 30.41%2026-09-21: 30.05%2026-09-22: 30.06%2026-09-23: 30.23%2026-09-24: 30.48%2026-09-25: 29.74%2026-09-28: 30.49%2026-09-29: 30.54%2026-09-30: 29.74%2026-10-01: 29.78%2026-10-02: 30.14%2026-10-05: 29.97%2026-10-06: 30.34%2026-10-07: 30.37%2026-10-08: 31.16%2026-10-09: 30.61%2026-10-12: 33.17%2026-10-13: 32.53%2026-10-15: 42.20%2026-10-16: 29.39%2026-10-19: 29.37%2026-10-20: 29.42%2026-10-21: 29.93%2026-10-22: 30.89%2026-10-23: 31.50%2026-10-26: 31.97%2026-10-27: 30.87%2026-10-28: 30.76%2026-10-29: 30.66%2026-10-30: 31.53%Aug 14Sep 22Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
27.26%
29.33%
31.00%
34.47%
38.54%
25.65%
25.66%
24.70%
24.04%
24.71%
23.61%
25.32%
26.27%
26.40%
26.48%
25.32%
27.22%
28.26%
28.33%
26.96%
29.06%
32.92%
34.65%
40.31%
30.41%
30.05%
30.06%
30.23%
30.48%
29.74%
30.49%
30.54%
29.74%
29.78%
30.14%
29.97%
30.34%
30.37%
31.16%
30.61%
33.17%
32.53%
42.20%
29.39%
29.37%
29.42%
29.93%
30.89%
31.50%
31.97%
30.87%
30.76%
30.66%
31.53%