URA option chain Global X - Uranium ETF
Cboe delayed options data · as of 15:45 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 ±3.7% (33.54–36.14) · ATM IV 50.8% · P/C open interest 0.57
| 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 | |
| 4.60 | 5.30 | 3 | 100.0% | 0.98 | 0.0210 | -0.017 | 30 | 0 | 0.0500 | 4 | 82.2% | -0.02 | 0.0210 | -0.018 | ||
| 3.60 | 4.30 | 2 | 82.0% | 0.96 | 0.0345 | -0.023 | 31 | 0 | 0.5000 | 114.4% | -0.04 | 0.0345 | -0.023 | |||
| 3.10 | 3.80 | 73.1% | 0.95 | 0.0456 | -0.027 | 31.5 | 0 | 0.4500 | 11 | 99.9% | -0.05 | 0.0457 | -0.027 | |||
| 2.60 | 3.30 | 1 | 64.1% | 0.94 | 0.0621 | -0.033 | 32 | 0 | 0.1000 | 4 | 59.1% | -0.06 | 0.0622 | -0.033 | ||
| 1.65 | 2.20 | 2 | 41.0% | 0.86 | 0.1215 | -0.059 | 33 | 0.0500 | 0.2000 | 17 | 54.2% | -0.14 | 0.1220 | -0.059 | ||
| 1.25 | 1.80 | 46.3% | 0.79 | 0.1605 | -0.080 | 33.5 | 0.1000 | 0.4000 | 57.6% | -0.21 | 0.1615 | -0.080 | ||||
| 0.9000 | 1.40 | 31 | 47.0% | 0.70 | 0.1962 | -0.099 | 34 | 0.2500 | 0.4500 | 2 | 59 | 54.0% | -0.30 | 0.1976 | -0.100 | |
| 0.6000 | 1.10 | 21 | 48.9% | 0.60 | 0.2215 | -0.111 | 34.5 | 0.4000 | 0.5500 | 1 | 80 | 49.2% | -0.41 | 0.2233 | -0.112 | |
| 0.4000 | 0.8500 | 73 | 51.7% | 0.48 | 0.2283 | -0.115 | 35 | 0.6000 | 0.7500 | 2 | 142 | 50.0% | -0.52 | 0.2303 | -0.116 | |
| 0.2500 | 0.4500 | 109 | 45.9% | 0.37 | 0.2138 | -0.110 | 35.5 | 0.9000 | 1.15 | 1 | 168 | 50.0% | -0.63 | 0.2157 | -0.111 | |
| 0.0500 | 0.5500 | 297 | 54.2% | 0.28 | 0.1850 | -0.099 | 36 | 1.30 | 1.55 | 1 | 201 | 54.1% | -0.72 | 0.1865 | -0.099 | |
| 0.0500 | 0.3500 | 155 | 55.3% | 0.21 | 0.1522 | -0.084 | 36.5 | 1.70 | 1.95 | 1 | 49 | 55.0% | -0.79 | 0.1533 | -0.085 | |
| 0 | 0.4000 | 74 | 65.0% | 0.15 | 0.1211 | -0.069 | 37 | 2.05 | 2.60 | 154 | 64.6% | -0.85 | 0.1219 | -0.069 | ||
| 0.0500 | 0.1500 | 7 | 338 | 60.2% | 0.11 | 0.0935 | -0.053 | 37.5 | 2.45 | 3.30 | 148 | 79.8% | -0.90 | 0.0942 | -0.053 | |
| 0 | 0.1000 | 2 | 331 | 57.8% | 0.08 | 0.0697 | -0.038 | 38 | 3.00 | 3.50 | 162 | 71.1% | -0.93 | 0.0703 | -0.038 | |
| 0 | 0.0500 | 122 | 56.6% | 0.05 | 0.0498 | -0.026 | 38.5 | 3.40 | 4.40 | 26 | 100.7% | -0.96 | 0.0501 | -0.026 | ||
| 0 | 0.4500 | 74 | 102.9% | 0.03 | 0.0339 | -0.017 | 39 | 3.90 | 4.90 | 218 | 109.1% | -0.98 | 0.0334 | -0.017 | ||
| 0 | 0.5000 | 125 | 114.3% | 0.02 | 0.0219 | -0.010 | 39.5 | 4.40 | 5.00 | 61 | 81.7% | -0.99 | 0.0203 | -0.011 | ||
| 0 | 0.0500 | 105 | 74.1% | 0.01 | 0.0134 | -0.005 | 40 | 4.90 | 5.40 | 117 | 59.0% | -0.99 | 0.0107 | -0.008 | ||
| 0 | 0.5000 | 20 | 129.7% | 0.01 | 0.0078 | -0.003 | 40.5 | 5.50 | 6.60 | 2 | 25 | 152.5% | -1.00 | 0.0048 | -0.007 | |
| 0 | 0.4500 | 72 | 133.1% | 0.00 | 0.0044 | -0.002 | 41 | 5.80 | 7.10 | 26 | 147.4% | -1.00 | 0.0018 | -0.006 | ||
| 0 | 0.4500 | 20 | 140.1% | 0.00 | 0.0024 | -0.001 | 41.5 | 6.50 | 7.60 | 27 | 168.3% | -1.00 | 0.0006 | -0.006 | ||
| 0 | 0.4500 | 85 | 147.0% | 0.00 | 0.0014 | -0.000 | 42 | 6.90 | 8.10 | 8 | 169.1% | -1.00 | 0.0002 | -0.006 | ||
| 0 | 0.4500 | 68 | 153.7% | 0.00 | 0.0009 | -0.000 | 42.5 | 7.50 | 8.60 | 19 | 183.1% | -1.00 | 0.0001 | -0.006 | ||
| 0 | 0.0500 | 142 | 105.5% | 0.00 | 0.0006 | -0.000 | 43 | 7.90 | 9.10 | 9 | 183.4% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.4500 | 31 | 166.6% | 0.00 | 0.0004 | -0.000 | 43.5 | 8.40 | 9.60 | 2 | 17 | 190.3% | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.4500 | 178 | 172.9% | 0.00 | 0.0003 | -0.000 | 44 | 8.90 | 10.10 | 11 | 197.0% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.4500 | 123 | 179.0% | 0.00 | 0.0003 | -0.000 | 44.5 | 9.40 | 10.60 | 203.6% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0500 | 75 | 124.4% | 0.00 | 0.0002 | -0.000 | 45 | 9.80 | 11.10 | 5 | 202.1% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.4500 | 13 | 190.9% | 0.00 | 0.0002 | -0.000 | 45.5 | 10.40 | 11.60 | 216.4% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 101 | 196.7% | 0.00 | 0.0001 | 0.000 | 46 | 10.60 | 12.10 | 195.8% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 82 | 202.4% | 0.00 | 0.0001 | 0.000 | 46.5 | 11.50 | 12.00 | 1 | 1 | 220.3% | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.4500 | 60 | 208.0% | 0.00 | 0.0001 | 0.000 | 47 | 11.80 | 12.50 | 1 | 2 | 207.0% | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.4500 | 4 | 213.4% | 0.00 | 0.0001 | 0.000 | 47.5 | 12.40 | 13.60 | 240.6% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 22 | 218.8% | 0.00 | 0.0001 | 0.000 | 48 | 12.90 | 14.10 | 246.3% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 2 | 224.1% | 0.00 | 0.0001 | 0.000 | 48.5 | 13.40 | 14.60 | 252.0% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 16 | 229.3% | 0.00 | 0.0000 | 0.000 | 49 | 13.90 | 15.10 | 257.6% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 8 | 234.5% | 0.00 | 0.0000 | 0.000 | 49.5 | 14.40 | 15.60 | 263.1% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1000 | 92 | 183.5% | 0.00 | 0.0000 | 0.000 | 50 | 14.90 | 15.60 | 211.1% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 4 | 244.5% | 0.00 | 0.0000 | 0.000 | 50.5 | 15.50 | 16.00 | 2 | 215.7% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.4500 | 2 | 249.4% | 0.00 | 0.0000 | 0.000 | 51 | 16.00 | 16.40 | 3 | 199.5% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.4500 | 254.2% | 0.00 | 0.0000 | 0.000 | 51.5 | 16.40 | 17.20 | 2 | 240.2% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.4500 | 6 | 259.0% | 0.00 | 0.0000 | 0.000 | 52 | 16.90 | 17.70 | 1 | 1 | 244.8% | -1.00 | 0.0000 | -0.006 | |
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs