URA option chain Global X - Uranium ETF
Cboe delayed options data · as of 09:43 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 ±10.5% (31.70–39.16) · ATM IV 42.3% · P/C open interest 0.84
| 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 | |
| 5.30 | 6.10 | 10 | 4 | 35.0% | 0.90 | 0.0347 | -0.012 | 30 | 0.1500 | 0.3000 | 73 | 44.3% | -0.10 | 0.0350 | -0.012 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.80 | 4.50 | 1 | 180 | 42.8% | 0.80 | 0.0570 | -0.019 | 32 | 0.5500 | 0.6500 | 39 | 417 | 45.1% | -0.20 | 0.0577 | -0.020 |
| 3.20 | 3.70 | 43.7% | 0.74 | 0.0671 | -0.023 | 33 | 0.6500 | 0.9500 | 11 | 148 | 42.9% | -0.27 | 0.0680 | -0.023 | ||
| 2.50 | 3.00 | 3 | 42.4% | 0.66 | 0.0753 | -0.026 | 34 | 1.10 | 1.50 | 36 | 263 | 46.7% | -0.34 | 0.0764 | -0.026 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.95 | 2.30 | 43 | 130 | 41.1% | 0.58 | 0.0809 | -0.027 | 35 | 1.50 | 1.70 | 42 | 375 | 43.4% | -0.43 | 0.0824 | -0.028 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.55 | 1.80 | 29 | 20 | 41.9% | 0.50 | 0.0832 | -0.027 | 36 | 2.05 | 2.35 | 94 | 642 | 45.2% | -0.51 | 0.0850 | -0.028 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.25 | 1.35 | 151 | 161 | 42.5% | 0.42 | 0.0817 | -0.027 | 37 | 2.70 | 2.80 | 136 | 1,029 | 44.1% | -0.59 | 0.0839 | -0.027 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9500 | 1.05 | 155 | 229 | 43.1% | 0.34 | 0.0770 | -0.025 | 38 | 3.30 | 3.70 | 2 | 494 | 45.9% | -0.67 | 0.0795 | -0.026 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6500 | 0.8000 | 125 | 36 | 42.7% | 0.28 | 0.0698 | -0.023 | 39 | 4.10 | 4.40 | 15 | 264 | 46.3% | -0.74 | 0.0727 | -0.024 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5000 | 0.6000 | 276 | 1,761 | 43.5% | 0.22 | 0.0612 | -0.020 | 40 | 4.70 | 5.40 | 11 | 214 | 46.5% | -0.80 | 0.0646 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.5000 | 47 | 52 | 42.7% | 0.17 | 0.0523 | -0.017 | 41 | 5.60 | 6.40 | 116 | 50.3% | -0.85 | 0.0560 | -0.019 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.5000 | 24 | 245 | 47.4% | 0.13 | 0.0437 | -0.015 | 42 | 6.40 | 7.30 | 3 | 147 | 49.6% | -0.89 | 0.0476 | -0.016 |
| 0.1000 | 0.3000 | 115 | 43.8% | 0.10 | 0.0359 | -0.012 | 43 | 7.30 | 8.20 | 1 | 77 | 49.5% | -0.92 | 0.0394 | -0.014 | |
| 0.1000 | 0.2000 | 1 | 145 | 44.6% | 0.08 | 0.0292 | -0.010 | 44 | 8.50 | 9.20 | 1 | 75 | 58.6% | -0.95 | 0.0316 | -0.011 |
| 0.1000 | 0.1500 | 23 | 783 | 46.4% | 0.06 | 0.0238 | -0.009 | 45 | 8.80 | 10.10 | 84 | -0.97 | 0.0243 | -0.009 | ||
| 0.0500 | 0.2500 | 7 | 229 | 51.6% | 0.05 | 0.0196 | -0.007 | 46 | 10.20 | 11.00 | 15 | 48.8% | -0.98 | 0.0186 | -0.007 | |
| 0.0500 | 0.1500 | 149 | 50.7% | 0.04 | 0.0165 | -0.007 | 47 | 10.60 | 12.10 | 8 | -0.98 | 0.0140 | -0.005 | |||
| 0 | 0.1500 | 229 | 51.1% | 0.04 | 0.0141 | -0.006 | 48 | 11.70 | 13.60 | 4 | 61.2% | -0.99 | 0.0109 | -0.004 | ||
| 0 | 0.1000 | 1 | 150 | 50.6% | 0.03 | 0.0124 | -0.006 | 49 | 12.70 | 14.60 | 64.4% | -0.99 | 0.0088 | -0.004 | ||
| 0 | 0.1000 | 8 | 450 | 53.2% | 0.03 | 0.0110 | -0.005 | 50 | 13.70 | 15.10 | 1 | -0.99 | 0.0073 | -0.003 | ||
| 0 | 0.1500 | 3 | 113 | 59.4% | 0.03 | 0.0098 | -0.005 | 51 | 14.70 | 16.00 | -0.99 | 0.0061 | -0.003 | |||
| 0 | 0.2000 | 105 | 65.0% | 0.03 | 0.0089 | -0.005 | 52 | 15.70 | 17.10 | -0.99 | 0.0052 | -0.003 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs