This page reflects NGL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
NGL Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
4.00
11.30
11.00
14.20
0.00
3
0
780.5%
0.954
0.0045
-0.093
0.003
0.001
5.00
6.85
7.10
9.00
0.00
0
11
0.0%
1.000
0.0000
-0.001
0.000
0.002
6.00
5.95
6.40
8.10
0.00
0
2
0.0%
1.000
0.0000
-0.001
0.000
0.002
8.00
9.10
7.10
8.90
0.00
1
1
284.4%
0.948
0.0138
-0.039
0.003
0.002
9.00
8.34
0.00
0.00
0.00
8
0
0.0%
1.000
0.0000
-0.001
0.000
0.003
10.00
4.87
4.60
7.70
0.00
20
1,007
237.5%
0.905
0.0260
-0.051
0.005
0.002
11.00
6.86
4.20
6.30
0.00
3
10
216.6%
0.874
0.0349
-0.057
0.006
0.003
12.00
3.04
2.90
5.40
0.00
1
451
164.5%
0.864
0.0485
-0.046
0.006
0.003
13.00
3.50
2.00
4.00
0.00
3
118
109.4%
0.867
0.0719
-0.030
0.006
0.003
14.00
1.67
1.60
3.20
0.00
70
223
125.8%
0.744
0.0936
-0.051
0.009
0.003
15.00
1.65
0.85
1.95
0.80
2
40
88.3%
0.657
0.1524
-0.041
0.010
0.003
16.00
0.50
0.30
1.10
0.00
1
59
71.3%
0.478
0.2044
-0.036
0.011
0.002
17.00
0.25
0.05
0.60
0.00
1
204
67.6%
0.281
0.1823
-0.029
0.009
0.001
18.00
0.05
0.00
0.15
0.00
1
75
55.9%
0.094
0.1100
-0.012
0.005
0.000
19.00
0.05
0.00
0.35
0.00
1
120
89.8%
0.132
0.0871
-0.024
0.006
0.001
20.00
0.35
0.00
0.20
0.00
10
1,356
91.8%
0.079
0.0587
-0.017
0.004
0.000
21.00
0.23
0.00
0.45
0.00
1
91
129.3%
0.122
0.0573
-0.033
0.006
0.001
22.00
0.20
0.00
0.45
0.00
10
53
143.4%
0.113
0.0488
-0.034
0.005
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
10.00
0.08
0.00
0.45
0.00
1
2,503
199.6%
-0.068
0.0242
-0.033
0.004
-0.000
11.00
0.65
0.05
1.10
0.00
1
1
228.5%
-0.134
0.0346
-0.061
0.006
-0.001
12.00
0.06
0.00
0.35
0.00
1
754
125.0%
-0.086
0.0458
-0.024
0.004
-0.000
13.00
0.05
0.05
0.10
-0.10
4
2
76.6%
-0.064
0.0600
-0.012
0.003
-0.000
14.00
0.09
0.00
0.20
-0.11
15
25
57.4%
-0.107
0.1172
-0.013
0.005
-0.001
15.00
0.19
0.15
0.35
-0.26
9
5
59.2%
-0.295
0.2132
-0.025
0.009
-0.001
16.00
0.54
0.45
0.90
-0.06
1
11
67.0%
-0.526
0.2173
-0.032
0.011
-0.003
17.00
0.55
0.65
1.95
0.00
0
1
103.6%
-0.628
0.1335
-0.047
0.010
-0.004
18.00
1.05
1.30
2.65
0.00
1
40
99.0%
-0.753
0.1167
-0.037
0.009
-0.004
19.00
4.45
2.55
3.80
0.00
0
1
136.3%
-0.748
0.0856
-0.052
0.009
-0.005
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.