Share price$10.00
1D-0.7%
Sold putSold call
United States Natural Gas Fund, LP Unit UNG
i
Market dataready · fetched 2026-10-21T17:52:11.764Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:06.143412869Z
FundamentalsAlpha Vantage · ready
United States Natural Gas Fund, LP Unit options
PutsExpensive1.26×
CallsExpensive1.95×
SkewBearish+1.15 pp
Implied moveBearish±$0.34
TiltBearish2.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.46 | 66.5% | 5.1% | 9.36 | 72.7% | 7.1% |
| 25Δ | 10.38 | 64.8% | 4.6% | 9.47 | 70.2% | 6.2% |
| 30Δ | 10.31 | 63.0% | 4.0% | 9.58 | 67.6% | 5.2% |
| 35Δ | 10.24 | 61.2% | 3.4% | 9.69 | 65.1% | 4.3% |
| 40Δ | 10.16 | 59.4% | 2.9% | 9.80 | 62.5% | 3.4% |
| 45Δ | 10.09 | 57.7% | 2.3% | 9.91 | 59.9% | 2.4% |
| 50Δ | 10.02 | 55.9% | 1.8% | 10.01 | 58.1% | 1.7% |
| 55Δ | 9.94 | 57.3% | 1.5% | 10.09 | 58.8% | 1.5% |
| 60Δ | 9.87 | 59.5% | 1.3% | 10.16 | 59.6% | 1.3% |
| 65Δ | 9.79 | 61.7% | 1.2% | 10.23 | 60.3% | 1.1% |
| 70Δ | 9.72 | 63.9% | 1.0% | 10.30 | 61.1% | 0.9% |
| 75Δ | 9.64 | 66.1% | 0.8% | 10.37 | 61.8% | 0.7% |
| 80Δ | 9.57 | 68.3% | 0.6% | 10.44 | 62.6% | 0.5% |
20Δ
- Pseudo strike
- 10.46
- IV
- 66.5%
- B/E move
- 5.1%
- Pseudo strike
- 9.36
- IV
- 72.7%
- B/E move
- 7.1%
25Δ
- Pseudo strike
- 10.38
- IV
- 64.8%
- B/E move
- 4.6%
- Pseudo strike
- 9.47
- IV
- 70.2%
- B/E move
- 6.2%
30Δ
- Pseudo strike
- 10.31
- IV
- 63.0%
- B/E move
- 4.0%
- Pseudo strike
- 9.58
- IV
- 67.6%
- B/E move
- 5.2%
35Δ
- Pseudo strike
- 10.24
- IV
- 61.2%
- B/E move
- 3.4%
- Pseudo strike
- 9.69
- IV
- 65.1%
- B/E move
- 4.3%
40Δ
- Pseudo strike
- 10.16
- IV
- 59.4%
- B/E move
- 2.9%
- Pseudo strike
- 9.80
- IV
- 62.5%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 10.09
- IV
- 57.7%
- B/E move
- 2.3%
- Pseudo strike
- 9.91
- IV
- 59.9%
- B/E move
- 2.4%
50Δ
- Pseudo strike
- 10.02
- IV
- 55.9%
- B/E move
- 1.8%
- Pseudo strike
- 10.01
- IV
- 58.1%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 9.94
- IV
- 57.3%
- B/E move
- 1.5%
- Pseudo strike
- 10.09
- IV
- 58.8%
- B/E move
- 1.5%
60Δ
- Pseudo strike
- 9.87
- IV
- 59.5%
- B/E move
- 1.3%
- Pseudo strike
- 10.16
- IV
- 59.6%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 9.79
- IV
- 61.7%
- B/E move
- 1.2%
- Pseudo strike
- 10.23
- IV
- 60.3%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 9.72
- IV
- 63.9%
- B/E move
- 1.0%
- Pseudo strike
- 10.30
- IV
- 61.1%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 9.64
- IV
- 66.1%
- B/E move
- 0.8%
- Pseudo strike
- 10.37
- IV
- 61.8%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 9.57
- IV
- 68.3%
- B/E move
- 0.6%
- Pseudo strike
- 10.44
- IV
- 62.6%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 50.67% | |
| 52.65% |