Natural gas inventories will be reported tomorrow. Here are strangles for UNG (click to receive alerts) for both April and May.
Since April's expire in 2 days, these are obviously extremely risky, with extremely low premiums. High risk equals high gains, or high losses. The move required is around 5% - in 2 days.
Computed with StraddlesCalc Tool.
Please do your own due diligence. This is not advice. Options are very dangerous and may cause 100% loss.

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