URA option chain Global X - Uranium ETF
Cboe delayed options data · as of 18:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.5% (41.72–49.47) · ATM IV 43.2% · P/C open interest 4.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 14.70 | 16.60 | 1 | 0.99 | 0.0037 | 0.000 | 30 | 0 | 0.0500 | 74.9% | -0.01 | 0.0037 | -0.006 | ||||
| 11.70 | 13.60 | 0.98 | 0.0064 | -0.002 | 33 | 0 | 0.6000 | 92.7% | -0.02 | 0.0064 | -0.008 | |||||
| 10.70 | 12.60 | 0.98 | 0.0079 | -0.003 | 34 | 0 | 0.1500 | 1 | 64.6% | -0.02 | 0.0079 | -0.009 | ||||
| 9.80 | 11.40 | 0.97 | 0.0098 | -0.004 | 35 | 0 | 0.1500 | 4 | 59.2% | -0.03 | 0.0098 | -0.009 | ||||
| 8.80 | 10.30 | 0.97 | 0.0124 | -0.006 | 36 | 0 | 0.2000 | 2 | 56.9% | -0.04 | 0.0124 | -0.011 | ||||
| 8.70 | 9.20 | 62.5% | 0.96 | 0.0159 | -0.008 | 37 | 0.0500 | 0.2000 | 3 | 12 | 53.8% | -0.04 | 0.0159 | -0.012 | ||
| 6.90 | 8.30 | 2 | 0.94 | 0.0207 | -0.011 | 38 | 0.0500 | 0.3500 | 18 | 53.7% | -0.06 | 0.0208 | -0.014 | |||
| 6.50 | 7.90 | 0.93 | 0.0237 | -0.012 | 38.5 | 0.0500 | 0.4500 | 6 | 53.7% | -0.07 | 0.0238 | -0.015 | ||||
| 6.10 | 7.50 | 39.5% | 0.92 | 0.0272 | -0.014 | 39 | 0.1000 | 0.4000 | 3 | 12 | 50.6% | -0.08 | 0.0273 | -0.017 | ||
| 5.70 | 6.90 | 1 | 36.8% | 0.91 | 0.0312 | -0.016 | 39.5 | 0.0500 | 0.5500 | 4 | 50.1% | -0.09 | 0.0314 | -0.019 | ||
| 5.90 | 6.30 | 50.7% | 0.89 | 0.0358 | -0.018 | 40 | 0.2000 | 0.4500 | 4 | 49 | 48.1% | -0.11 | 0.0359 | -0.021 | ||
| 4.90 | 6.00 | 40.6% | 0.88 | 0.0407 | -0.021 | 40.5 | 0.2500 | 0.4500 | 30 | 46.0% | -0.13 | 0.0409 | -0.023 | |||
| 5.00 | 5.40 | 5 | 3 | 47.7% | 0.85 | 0.0460 | -0.023 | 41 | 0.3000 | 0.4000 | 2 | 2,492 | 42.7% | -0.15 | 0.0462 | -0.026 |
| 4.20 | 5.10 | 42.4% | 0.83 | 0.0514 | -0.026 | 41.5 | 0.1500 | 0.6000 | 4 | 40.3% | -0.17 | 0.0518 | -0.028 | |||
| 3.90 | 4.70 | 10 | 43.8% | 0.80 | 0.0569 | -0.029 | 42 | 0.4500 | 0.7000 | 4 | 776 | 43.7% | -0.20 | 0.0573 | -0.031 | |
| 3.70 | 4.20 | 4 | 44.6% | 0.77 | 0.0622 | -0.032 | 42.5 | 0.5500 | 0.7500 | 1 | 17 | 42.3% | -0.23 | 0.0627 | -0.034 | |
| 3.40 | 3.90 | 13 | 46.0% | 0.74 | 0.0673 | -0.035 | 43 | 0.7000 | 0.9500 | 5 | 123 | 43.3% | -0.27 | 0.0678 | -0.036 | |
| 3.10 | 3.50 | 3 | 45.6% | 0.70 | 0.0718 | -0.037 | 43.5 | 0.8000 | 1.10 | 4 | 42.4% | -0.30 | 0.0724 | -0.038 | ||
| 2.80 | 3.10 | 15 | 44.8% | 0.66 | 0.0758 | -0.039 | 44 | 0.9500 | 1.30 | 54 | 42.3% | -0.34 | 0.0764 | -0.040 | ||
| 2.50 | 2.90 | 3 | 45.9% | 0.62 | 0.0790 | -0.041 | 44.5 | 1.15 | 1.45 | 6 | 41.7% | -0.38 | 0.0797 | -0.041 | ||
| 2.15 | 2.55 | 3 | 31 | 44.2% | 0.58 | 0.0813 | -0.042 | 45 | 1.35 | 1.70 | 24 | 41.8% | -0.42 | 0.0822 | -0.043 | |
| 1.95 | 2.30 | 63 | 44.9% | 0.54 | 0.0827 | -0.043 | 45.5 | 1.60 | 1.90 | 14 | 41.5% | -0.46 | 0.0836 | -0.043 | ||
| 1.65 | 2.00 | 44 | 43.5% | 0.50 | 0.0831 | -0.043 | 46 | 1.85 | 2.10 | 1 | 24 | 40.6% | -0.50 | 0.0841 | -0.043 | |
| 1.50 | 1.75 | 5 | 10 | 44.0% | 0.46 | 0.0826 | -0.043 | 46.5 | 2.15 | 2.45 | 13 | 41.6% | -0.55 | 0.0836 | -0.043 | |
| 1.30 | 1.55 | 50 | 55 | 43.9% | 0.42 | 0.0812 | -0.042 | 47 | 2.50 | 2.70 | 3 | 7 | 41.5% | -0.59 | 0.0823 | -0.042 |
| 1.05 | 1.35 | 31 | 58 | 42.9% | 0.38 | 0.0789 | -0.041 | 47.5 | 2.75 | 3.10 | 1 | 5 | 41.5% | -0.63 | 0.0801 | -0.041 |
| 0.9000 | 1.20 | 4 | 98 | 43.1% | 0.34 | 0.0760 | -0.040 | 48 | 3.10 | 3.40 | 1 | 41.1% | -0.66 | 0.0773 | -0.040 | |
| 0.7000 | 0.9000 | 18 | 37 | 43.7% | 0.28 | 0.0687 | -0.037 | 49 | 3.90 | 4.10 | 1 | 41.3% | -0.73 | 0.0701 | -0.036 | |
| 0.5000 | 0.6500 | 5 | 251 | 43.4% | 0.22 | 0.0602 | -0.033 | 50 | 4.40 | 5.30 | 3 | 42.9% | -0.79 | 0.0617 | -0.032 | |
| 0.3500 | 0.6000 | 35 | 45.6% | 0.18 | 0.0515 | -0.029 | 51 | 5.20 | 6.20 | 1 | 43.0% | -0.83 | 0.0530 | -0.027 | ||
| 0.2500 | 0.4000 | 16 | 44.9% | 0.14 | 0.0432 | -0.025 | 52 | 6.10 | 7.10 | 43.6% | -0.87 | 0.0446 | -0.023 | |||
| 0.2000 | 0.6000 | 50.2% | 0.12 | 0.0395 | -0.023 | 52.5 | 6.50 | 7.50 | 40.3% | -0.89 | 0.0408 | -0.021 | ||||
| 0.0500 | 0.5500 | 32 | 48.3% | 0.11 | 0.0360 | -0.022 | 53 | 7.00 | 8.10 | 45.3% | -0.90 | 0.0371 | -0.019 | |||
| 0.0500 | 0.3000 | 1 | 75 | 49.7% | 0.07 | 0.0252 | -0.017 | 55 | 8.90 | 10.40 | 58.9% | -0.94 | 0.0257 | -0.013 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs