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United States Gasoline Fund, LP UGA

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Market dataready · fetched 2026-11-11T15:56:53.157Z

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 · 2026-11-11T15:48:30.06781555Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:56:52.664339+00:00

Share price$122.50
1D+1.5%
$120.52$121.18$121.85$122.52$123.185:30 AM6:30 AM9:00 AM1:00 PMUGA
Sold putSold call

United States Gasoline Fund, LP options

Live interpolated UGA call and put midpoint premiums by absolute delta.United States Gasoline Fund, LP$0.70$3.31$5.92$8.53$11.14$107.97$116.38$124.79$133.20$141.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UGA spot · $122.50UGA PRICE$0.98$1.39$1.72$2.04$2.36$2.78$3.20$3.62$4.04$4.47$5.70$6.92$8.14$3.10$3.55$4.01$4.47$5.07$6.46$7.84$9.15$10.39
Puts——
CallsExpensive1.42×
Skew——
Implied moveBearish±$7.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.8247.0%7.6%
25Δ129.8050.4%7.1%
30Δ128.2648.6%6.1%
35Δ126.7146.7%5.1%
40Δ125.1744.9%4.1%120.3953.7%4.3%
45Δ124.0843.6%3.6%121.5951.6%3.6%
50Δ123.0642.5%3.1%122.7949.5%3.0%
55Δ122.0341.3%2.6%123.9947.4%2.4%
60Δ121.0140.2%2.1%125.2746.1%1.9%
65Δ119.9739.1%1.6%126.9649.0%1.6%
70Δ118.4841.5%1.4%128.6552.0%1.4%
75Δ116.9943.9%1.1%130.2953.9%1.1%
80Δ115.5046.4%0.9%131.9352.8%0.8%

20Δ

Calls
Pseudo strike
130.82
IV
47.0%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
129.80
IV
50.4%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
128.26
IV
48.6%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
126.71
IV
46.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
125.17
IV
44.9%
B/E move
4.1%
Puts
Pseudo strike
120.39
IV
53.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
124.08
IV
43.6%
B/E move
3.6%
Puts
Pseudo strike
121.59
IV
51.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
123.06
IV
42.5%
B/E move
3.1%
Puts
Pseudo strike
122.79
IV
49.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
122.03
IV
41.3%
B/E move
2.6%
Puts
Pseudo strike
123.99
IV
47.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
121.01
IV
40.2%
B/E move
2.1%
Puts
Pseudo strike
125.27
IV
46.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
119.97
IV
39.1%
B/E move
1.6%
Puts
Pseudo strike
126.96
IV
49.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
118.48
IV
41.5%
B/E move
1.4%
Puts
Pseudo strike
128.65
IV
52.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
116.99
IV
43.9%
B/E move
1.1%
Puts
Pseudo strike
130.29
IV
53.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
115.50
IV
46.4%
B/E move
0.9%
Puts
Pseudo strike
131.93
IV
52.8%
B/E move
0.8%

Options history

IV · four-Friday blend47.37%
Daily EOD
UGA39.7%43.8%47.9%2026-10-19: 40.28%2026-10-20: 41.00%2026-10-21: 42.34%2026-10-22: 43.03%2026-10-23: 46.52%2026-10-26: 47.37%2026-10-27: 45.60%2026-10-28: 46.45%2026-10-29: 46.82%2026-10-30: 47.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.28%
41.00%
42.34%
43.03%
46.52%
47.37%
45.60%
46.45%
46.82%
47.37%