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Global X U.S. Natural Gas ETF LNGX

i

Market dataready · fetched 2026-10-22T21:14:25.440Z

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 · 2026-10-22T20:10:00.001849833Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:12:32.288524+00:00

Share price$45.91
1D-0.9%
AH$44.88$45.35$45.83$46.30$46.775:30 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$0.53$1.58$2.63$3.68$4.72$40.00$42.90$45.80$48.70$51.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNGX spot · $45.91LNGX PRICE$0.65$0.76$0.86$0.99$1.15$1.35$1.59$1.87$2.18$2.51$2.84$3.33$4.11$0.74$0.84$0.96$1.11$1.30$1.53$1.80$2.13$2.48$2.84$3.33$3.86$4.42
PutsExpensive1.09×
CallsExpensive1.09×
SkewNeutral-0.10 pp
Implied moveBearish±$3.39
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0847.8%14.8%41.4847.9%11.2%
25Δ50.2341.6%11.1%42.8941.2%8.4%
30Δ48.9336.9%8.4%43.8636.8%6.6%
35Δ48.0534.3%6.8%44.5534.6%5.4%
40Δ47.3833.0%5.7%45.1733.2%4.4%
45Δ46.7832.3%4.8%45.7132.7%3.8%
50Δ46.2532.4%4.2%46.2632.7%3.2%
55Δ45.7132.7%3.6%46.8133.2%2.7%
60Δ45.1733.2%3.1%47.3733.2%2.2%
65Δ44.6233.1%2.6%47.9432.9%1.8%
70Δ44.0632.8%2.2%48.6133.3%1.4%
75Δ43.3933.4%1.8%49.3133.4%1.0%
80Δ42.4836.0%1.5%50.0333.1%0.7%

20Δ

Calls
Pseudo strike
52.08
IV
47.8%
B/E move
14.8%
Puts
Pseudo strike
41.48
IV
47.9%
B/E move
11.2%

25Δ

Calls
Pseudo strike
50.23
IV
41.6%
B/E move
11.1%
Puts
Pseudo strike
42.89
IV
41.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
48.93
IV
36.9%
B/E move
8.4%
Puts
Pseudo strike
43.86
IV
36.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
48.05
IV
34.3%
B/E move
6.8%
Puts
Pseudo strike
44.55
IV
34.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
47.38
IV
33.0%
B/E move
5.7%
Puts
Pseudo strike
45.17
IV
33.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
46.78
IV
32.3%
B/E move
4.8%
Puts
Pseudo strike
45.71
IV
32.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
46.25
IV
32.4%
B/E move
4.2%
Puts
Pseudo strike
46.26
IV
32.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
45.71
IV
32.7%
B/E move
3.6%
Puts
Pseudo strike
46.81
IV
33.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
45.17
IV
33.2%
B/E move
3.1%
Puts
Pseudo strike
47.37
IV
33.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
44.62
IV
33.1%
B/E move
2.6%
Puts
Pseudo strike
47.94
IV
32.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
44.06
IV
32.8%
B/E move
2.2%
Puts
Pseudo strike
48.61
IV
33.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
43.39
IV
33.4%
B/E move
1.8%
Puts
Pseudo strike
49.31
IV
33.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
42.48
IV
36.0%
B/E move
1.5%
Puts
Pseudo strike
50.03
IV
33.1%
B/E move
0.7%

Options history

No recorded observations