NG - Natural Gas Futures
NYMEX Natural Gas futures (NG): Henry Hub-delivered natural gas contract, the primary US natural gas pricing benchmark.
- Sector
- Energy Futures
- Industry
- Energy Futures
- Exchange
- NYMEX
NG Options Snapshot
Options pricing data for NG is refreshed daily after the close. When listed contracts exist, this page surfaces the latest at-the-money implied volatility, max pain strike, dealer gamma exposure (GEX), and 25-delta skew. Listed contracts and live snapshots appear once the options chain has been published by the exchange for the most recent session.
What This Page Covers
The NG overview links into per-metric analysis views: max pain, gamma exposure, volatility skew, expected move, options chain, open interest history, and aggregate Greeks.
Frequently asked NG overview questions
- What is NG?
- NG is the ticker symbol for Natural Gas Futures, a listed futures contract. NYMEX Natural Gas futures (NG): Henry Hub-delivered natural gas contract, the primary US natural gas pricing benchmark. Listed on NYMEX. NG is the listed futures symbol shown on this page; futures traders use the contract for directional exposure, hedging the underlying instrument, and as the delivery instrument for options-on-futures structures.
- What are NG's key statistics?
- Natural Gas Futures (NG) carries a NYMEX-listed Natural Gas Futures contract with a $10000 per dollar point value and $0.001 per MMBtu tick. Full contract specifications including settlement convention, tick size, and curve term-structure context are on the contract reference block above. Options-on-futures pricing references these spec fields directly via the multiplier and exchange contract rules.
- What does the NG futures curve look like?
- NG represents the Natural Gas Futures contract root on the NYMEX, a Energy Futures listing. The full curve consists of multiple monthly (and occasionally quarterly) expirations stretching out the calendar; analytics on this page reference the front-month listing by default while the per-contract pages cover specific listed months. Each listed month carries its own implied-volatility surface, open-interest distribution, and basis to the underlying. The front-month contract typically dominates volume; back-month listings price the term structure of the underlying's expected volatility and (for physically-delivered contracts) the carry between spot and forward.
- How current is the NG data on this page?
- Options snapshots refresh after each trading session; if no snapshot is currently posted for NG, it usually reflects low options liquidity or a recently listed name. Contract specifications come from the listing exchange (CME / CBOT / NYMEX / COMEX / CFE) and do not change over the life of the contract once listed. Options-on-futures data, when available, refreshes after each trading session. There is no equity-style FINRA reporting or sell-side analyst coverage for futures contracts.