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United States Gasoline Fund, LP UGA

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Market datapartial · fetched 2026-10-22T14:05:49.117Z

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 · 2026-10-22T13:53:09.496258654Z

FundamentalsAlpha Vantage · unavailable

Share price$143.59
1D-0.4%
$143.50$143.82$144.14$144.46$144.785:30 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$1.58$6.48$11.38$16.27$21.17$120.00$131.83$143.67$155.50$167.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGA spot · $143.59UGA PRICE$2.19$2.73$3.43$4.39$5.23$5.72$6.94$7.94$9.10$10.54$12.06$13.80$16.25$2.11$2.81$3.55$4.46$5.06$6.05$7.76$8.39$9.76$11.74$14.17$16.59$19.76
PutsCheap0.92×
CallsExpensive1.20×
SkewBullish-4.02 pp
Implied moveBearish±$14.70
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.6351.8%16.2%130.8343.8%10.4%
25Δ159.3948.4%12.9%133.5543.7%8.9%
30Δ155.9447.6%11.0%136.1343.2%7.7%
35Δ153.4549.5%9.9%138.4143.6%6.7%
40Δ150.6049.0%8.5%140.8241.0%5.5%
45Δ147.5344.9%6.7%142.9041.0%4.7%
50Δ145.2746.5%6.0%145.1644.4%4.3%
55Δ142.9045.8%5.1%147.1541.2%3.4%
60Δ140.5845.5%4.2%149.3541.3%2.8%
65Δ138.1845.9%3.6%151.9742.7%2.3%
70Δ135.7345.8%2.9%155.0344.5%1.9%
75Δ133.1545.7%2.3%158.1244.9%1.4%
80Δ130.0046.9%1.9%161.9045.8%1.0%

20Δ

Calls
Pseudo strike
164.63
IV
51.8%
B/E move
16.2%
Puts
Pseudo strike
130.83
IV
43.8%
B/E move
10.4%

25Δ

Calls
Pseudo strike
159.39
IV
48.4%
B/E move
12.9%
Puts
Pseudo strike
133.55
IV
43.7%
B/E move
8.9%

30Δ

Calls
Pseudo strike
155.94
IV
47.6%
B/E move
11.0%
Puts
Pseudo strike
136.13
IV
43.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
153.45
IV
49.5%
B/E move
9.9%
Puts
Pseudo strike
138.41
IV
43.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
150.60
IV
49.0%
B/E move
8.5%
Puts
Pseudo strike
140.82
IV
41.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
147.53
IV
44.9%
B/E move
6.7%
Puts
Pseudo strike
142.90
IV
41.0%
B/E move
4.7%

50Δ

Calls
Pseudo strike
145.27
IV
46.5%
B/E move
6.0%
Puts
Pseudo strike
145.16
IV
44.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
142.90
IV
45.8%
B/E move
5.1%
Puts
Pseudo strike
147.15
IV
41.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
140.58
IV
45.5%
B/E move
4.2%
Puts
Pseudo strike
149.35
IV
41.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
138.18
IV
45.9%
B/E move
3.6%
Puts
Pseudo strike
151.97
IV
42.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
135.73
IV
45.8%
B/E move
2.9%
Puts
Pseudo strike
155.03
IV
44.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
133.15
IV
45.7%
B/E move
2.3%
Puts
Pseudo strike
158.12
IV
44.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
130.00
IV
46.9%
B/E move
1.9%
Puts
Pseudo strike
161.90
IV
45.8%
B/E move
1.0%

Options history

No recorded observations