URA chaîne d'options Global X - Uranium ETF
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±12.0% (40.14–51.04) · ATM IV 43.4% · P/C open interest 0.90
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 19.70 | 21.50 | 3 | 0.99 | 0.0014 | 0.000 | 25 | 0 | 0.1500 | 223 | 86.6% | -0.01 | 0.0014 | -0.002 | |||
| 15.40 | 16.10 | 48 | 0.99 | 0.0035 | 0.000 | 30 | 0 | 0.0500 | 605 | 53.9% | -0.01 | 0.0035 | -0.003 | |||
| 10.80 | 11.30 | 65 | 54.8% | 0.96 | 0.0113 | 0.000 | 35 | 0.0500 | 0.2000 | 4,924 | 47.0% | -0.04 | 0.0114 | -0.007 | ||
| 6.30 | 6.90 | 9 | 2,158 | 47.4% | 0.84 | 0.0360 | -0.015 | 40 | 0.5500 | 0.6500 | 79 | 9,915 | 42.8% | -0.16 | 0.0363 | -0.019 |
| 5.50 | 6.00 | 19 | 45.1% | 0.80 | 0.0418 | -0.018 | 41 | 0.7000 | 0.9000 | 8 | 446 | 42.4% | -0.21 | 0.0422 | -0.022 | |
| 4.70 | 5.10 | 81 | 42.4% | 0.75 | 0.0473 | -0.021 | 42 | 0.9500 | 1.15 | 44 | 2,016 | 41.9% | -0.25 | 0.0478 | -0.024 | |
| 4.20 | 4.50 | 4 | 419 | 44.5% | 0.69 | 0.0521 | -0.024 | 43 | 1.25 | 1.45 | 1,954 | 41.5% | -0.31 | 0.0527 | -0.027 | |
| 3.60 | 3.90 | 9 | 97 | 44.6% | 0.64 | 0.0558 | -0.027 | 44 | 1.65 | 1.85 | 27 | 1,738 | 41.8% | -0.36 | 0.0566 | -0.028 |
| 3.00 | 3.30 | 40 | 1,236 | 43.7% | 0.58 | 0.0583 | -0.028 | 45 | 2.05 | 2.35 | 7 | 575 | 41.8% | -0.42 | 0.0592 | -0.029 |
| 2.50 | 2.90 | 16 | 272 | 44.3% | 0.52 | 0.0594 | -0.029 | 46 | 2.60 | 2.90 | 2 | 157 | 42.4% | -0.48 | 0.0604 | -0.030 |
| 2.10 | 2.35 | 12 | 256 | 43.5% | 0.46 | 0.0592 | -0.029 | 47 | 3.10 | 3.40 | 47 | 41.3% | -0.54 | 0.0603 | -0.029 | |
| 1.75 | 2.00 | 156 | 403 | 44.0% | 0.41 | 0.0576 | -0.029 | 48 | 3.80 | 4.30 | 81 | 44.1% | -0.60 | 0.0590 | -0.028 | |
| 1.45 | 1.65 | 13 | 571 | 44.0% | 0.36 | 0.0551 | -0.028 | 49 | 4.50 | 4.80 | 426 | 42.8% | -0.65 | 0.0566 | -0.027 | |
| 1.15 | 1.30 | 115 | 2,279 | 43.2% | 0.31 | 0.0518 | -0.027 | 50 | 5.20 | 5.50 | 1,332 | 42.2% | -0.70 | 0.0534 | -0.025 | |
| 0.9500 | 1.10 | 12 | 198 | 43.8% | 0.26 | 0.0479 | -0.025 | 51 | 6.00 | 6.30 | 2 | 36 | 42.7% | -0.75 | 0.0497 | -0.022 |
| 0.7500 | 0.9000 | 17 | 3,880 | 43.8% | 0.22 | 0.0437 | -0.023 | 52 | 6.70 | 7.10 | 31 | 41.2% | -0.79 | 0.0456 | -0.020 | |
| 0.6000 | 0.7500 | 7 | 551 | 44.1% | 0.19 | 0.0393 | -0.021 | 53 | 7.40 | 8.00 | 1,130 | 39.6% | -0.83 | 0.0414 | -0.017 | |
| 0.3500 | 0.6500 | 385 | 43.1% | 0.16 | 0.0350 | -0.019 | 54 | 8.20 | 9.20 | 2 | 13 | 42.9% | -0.86 | 0.0372 | -0.014 | |
| 0.4000 | 0.5000 | 20 | 2,245 | 44.9% | 0.13 | 0.0309 | -0.017 | 55 | 9.30 | 9.70 | 38 | 38.5% | -0.89 | 0.0330 | -0.012 | |
| 0.3000 | 0.4500 | 3 | 1,995 | 45.5% | 0.11 | 0.0271 | -0.015 | 56 | 10.10 | 11.00 | 3 | 43.6% | -0.91 | 0.0291 | -0.009 | |
| 0.2500 | 0.4000 | 1 | 102 | 46.6% | 0.09 | 0.0236 | -0.013 | 57 | 11.00 | 12.00 | 1 | 43.9% | -0.93 | 0.0254 | -0.007 | |
| 0.1000 | 0.3500 | 52 | 45.2% | 0.08 | 0.0206 | -0.012 | 58 | 11.90 | 13.00 | 43.4% | -0.94 | 0.0220 | -0.004 | |||
| 0.0500 | 0.3000 | 46 | 45.2% | 0.07 | 0.0180 | -0.011 | 59 | 12.90 | 13.90 | -0.96 | 0.0221 | -0.002 | ||||
| 0.1000 | 0.2500 | 15 | 10.3K | 47.5% | 0.06 | 0.0158 | -0.010 | 60 | 14.10 | 14.50 | 38 | -0.97 | 0.0211 | -0.000 | ||
| 0.0500 | 0.2500 | 1 | 13 | 48.2% | 0.05 | 0.0140 | -0.009 | 61 | 14.60 | 16.30 | 9 | 50.5% | -0.97 | 0.0187 | -0.001 | |
| 0.0500 | 0.1500 | 5 | 102 | 46.9% | 0.05 | 0.0124 | -0.008 | 62 | 15.70 | 16.90 | -0.98 | 0.0156 | -0.005 | |||
| 0 | 0.2000 | 65 | 48.9% | 0.04 | 0.0112 | -0.008 | 63 | 16.60 | 18.30 | 55.0% | -0.99 | 0.0132 | -0.007 | |||
| 0 | 0.2000 | 64 | 50.8% | 0.04 | 0.0101 | -0.007 | 64 | 17.80 | 19.10 | 57.1% | -0.99 | 0.0112 | -0.008 | |||
| 0 | 0.2000 | 4 | 104 | 52.7% | 0.03 | 0.0092 | -0.007 | 65 | 18.60 | 20.40 | 63.0% | -0.99 | 0.0093 | -0.010 | ||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Oct 16, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.