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United States Natural Gas Fund, LP Unit UNG

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Market dataready · fetched 2026-10-21T17:00:19.758Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:17.384212162Z

FundamentalsAlpha Vantage · ready

Share price$10.05
1D-0.2%
$9.95$9.99$10.03$10.07$10.115:30 AM6:30 AM9:00 AM1:00 PMUNG
Sold putSold call

United States Natural Gas Fund, LP Unit options

Live interpolated UNG call and put midpoint premiums by absolute delta.United States Natural Gas Fund, LP Unit$0.04$0.16$0.29$0.41$0.53$9.50$9.79$10.09$10.38$10.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNG spot · $10.04UNG PRICE$0.05$0.07$0.08$0.10$0.11$0.13$0.15$0.16$0.22$0.29$0.36$0.43$0.50$0.06$0.08$0.09$0.11$0.12$0.14$0.18$0.22$0.26$0.30$0.34$0.37$0.41
PutsExpensive1.14×
CallsExpensive1.75×
SkewBearish+1.04 pp
Implied moveBearish±$0.32
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.4659.7%4.6%9.4071.1%7.0%
25Δ10.4058.0%4.2%9.5267.5%6.0%
30Δ10.3356.3%3.7%9.6463.8%4.9%
35Δ10.2754.6%3.2%9.7760.1%3.8%
40Δ10.2052.9%2.7%9.8956.5%2.8%
45Δ10.1451.2%2.2%10.0153.2%1.8%
50Δ10.0849.4%1.8%10.0652.8%1.6%
55Δ10.0147.7%1.3%10.1252.5%1.4%
60Δ9.9350.5%1.1%10.1852.2%1.2%
65Δ9.8554.4%1.0%10.2451.9%1.0%
70Δ9.7758.4%0.8%10.2951.5%0.9%
75Δ9.6962.3%0.7%10.3551.2%0.7%
80Δ9.6066.3%0.6%10.4150.9%0.5%

20Δ

Calls
Pseudo strike
10.46
IV
59.7%
B/E move
4.6%
Puts
Pseudo strike
9.40
IV
71.1%
B/E move
7.0%

25Δ

Calls
Pseudo strike
10.40
IV
58.0%
B/E move
4.2%
Puts
Pseudo strike
9.52
IV
67.5%
B/E move
6.0%

30Δ

Calls
Pseudo strike
10.33
IV
56.3%
B/E move
3.7%
Puts
Pseudo strike
9.64
IV
63.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
10.27
IV
54.6%
B/E move
3.2%
Puts
Pseudo strike
9.77
IV
60.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
10.20
IV
52.9%
B/E move
2.7%
Puts
Pseudo strike
9.89
IV
56.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
10.14
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
10.01
IV
53.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
10.08
IV
49.4%
B/E move
1.8%
Puts
Pseudo strike
10.06
IV
52.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
10.01
IV
47.7%
B/E move
1.3%
Puts
Pseudo strike
10.12
IV
52.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
9.93
IV
50.5%
B/E move
1.1%
Puts
Pseudo strike
10.18
IV
52.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
9.85
IV
54.4%
B/E move
1.0%
Puts
Pseudo strike
10.24
IV
51.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
9.77
IV
58.4%
B/E move
0.8%
Puts
Pseudo strike
10.29
IV
51.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
9.69
IV
62.3%
B/E move
0.7%
Puts
Pseudo strike
10.35
IV
51.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
9.60
IV
66.3%
B/E move
0.6%
Puts
Pseudo strike
10.41
IV
50.9%
B/E move
0.5%

Options history

No recorded observations