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 ±11.7% (31.28–39.58) · ATM IV 43.1% · P/C open interest 1.68
| 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 | |
| 5.40 | 6.20 | 37.8% | 0.89 | 0.0355 | -0.012 | 30 | 0.2000 | 0.4500 | 1 | 28 | 45.2% | -0.11 | 0.0360 | -0.012 | ||
| 4.70 | 5.30 | 40.5% | 0.85 | 0.0454 | -0.015 | 31 | 0.3500 | 0.8000 | 47.7% | -0.16 | 0.0460 | -0.015 | ||||
| 4.20 | 5.00 | 40.7% | 0.82 | 0.0502 | -0.017 | 31.5 | 0.2500 | 0.7500 | 41.8% | -0.19 | 0.0509 | -0.017 | ||||
| 3.80 | 4.60 | 40.3% | 0.79 | 0.0548 | -0.018 | 32 | 0.6000 | 0.8000 | 44 | 1 | 44.3% | -0.22 | 0.0556 | -0.019 | ||
| 3.50 | 4.20 | 40.9% | 0.76 | 0.0592 | -0.020 | 32.5 | 0.6500 | 1.05 | 44.6% | -0.25 | 0.0601 | -0.020 | ||||
| 3.30 | 4.00 | 44.7% | 0.72 | 0.0632 | -0.021 | 33 | 0.7000 | 1.35 | 2 | 45.0% | -0.28 | 0.0642 | -0.022 | |||
| 2.90 | 3.60 | 42.9% | 0.69 | 0.0668 | -0.022 | 33.5 | 1.05 | 1.45 | 1 | 1 | 46.1% | -0.32 | 0.0679 | -0.023 | ||
| 2.65 | 3.10 | 41.4% | 0.65 | 0.0700 | -0.023 | 34 | 1.20 | 1.60 | 2 | 45.1% | -0.35 | 0.0712 | -0.024 | |||
| 2.10 | 2.75 | 1 | 5 | 43.8% | 0.58 | 0.0746 | -0.025 | 35 | 1.60 | 1.90 | 5 | 20 | 43.0% | -0.43 | 0.0762 | -0.025 |
| 1.85 | 2.40 | 42.7% | 0.54 | 0.0759 | -0.025 | 35.5 | 1.95 | 2.10 | 6 | 43.5% | -0.47 | 0.0777 | -0.025 | |||
| 1.60 | 1.95 | 13 | 40.3% | 0.51 | 0.0765 | -0.025 | 36 | 2.10 | 2.50 | 32 | 43.6% | -0.50 | 0.0785 | -0.025 | ||
| 1.45 | 1.95 | 43.1% | 0.47 | 0.0764 | -0.025 | 36.5 | 2.20 | 2.90 | 3 | 42.7% | -0.54 | 0.0786 | -0.025 | |||
| 1.20 | 1.60 | 40.9% | 0.43 | 0.0756 | -0.024 | 37 | 2.75 | 3.30 | 6 | 46.3% | -0.58 | 0.0779 | -0.025 | |||
| 1.10 | 1.60 | 2 | 43.6% | 0.40 | 0.0740 | -0.024 | 37.5 | 3.10 | 3.50 | 10 | 45.2% | -0.62 | 0.0766 | -0.025 | ||
| 0.9500 | 1.30 | 13 | 42.1% | 0.36 | 0.0720 | -0.023 | 38 | 3.30 | 3.90 | 1 | 5 | 44.3% | -0.65 | 0.0748 | -0.024 | |
| 0.8500 | 1.10 | 6 | 42.0% | 0.33 | 0.0694 | -0.022 | 38.5 | 3.40 | 4.30 | 6 | 41.8% | -0.69 | 0.0724 | -0.023 | ||
| 0.7000 | 1.05 | 1 | 42.6% | 0.30 | 0.0664 | -0.022 | 39 | 4.10 | 4.70 | 5 | 14 | 46.1% | -0.72 | 0.0696 | -0.023 | |
| 0.6000 | 0.9500 | 43.0% | 0.27 | 0.0631 | -0.021 | 39.5 | 4.20 | 5.50 | 4 | 47.8% | -0.75 | 0.0666 | -0.022 | |||
| 0.5000 | 1.05 | 16 | 45.7% | 0.24 | 0.0596 | -0.019 | 40 | 4.70 | 5.80 | 85 | 48.0% | -0.78 | 0.0633 | -0.021 | ||
| 0.4000 | 0.7500 | 4 | 42.9% | 0.22 | 0.0560 | -0.018 | 40.5 | 5.00 | 6.20 | 46.5% | -0.80 | 0.0599 | -0.020 | |||
| 0.3000 | 0.7000 | 1 | 43.0% | 0.20 | 0.0524 | -0.017 | 41 | 5.40 | 6.60 | 1 | 45.9% | -0.83 | 0.0565 | -0.019 | ||
| 0.2000 | 0.8000 | 5 | 45.3% | 0.18 | 0.0487 | -0.016 | 41.5 | 5.80 | 7.00 | 44.8% | -0.85 | 0.0529 | -0.018 | |||
| 0.2000 | 0.5000 | 59 | 42.4% | 0.16 | 0.0451 | -0.015 | 42 | 6.20 | 7.50 | 45.1% | -0.87 | 0.0495 | -0.017 | |||
| 0.0500 | 0.6500 | 1 | 44.4% | 0.14 | 0.0415 | -0.014 | 42.5 | 6.70 | 8.00 | 2 | 47.3% | -0.89 | 0.0460 | -0.015 | ||
| 0.0500 | 0.6000 | 1 | 45.4% | 0.12 | 0.0382 | -0.013 | 43 | 7.20 | 8.40 | 47.1% | -0.91 | 0.0426 | -0.015 | |||
| 0.0500 | 0.5500 | 46.3% | 0.11 | 0.0350 | -0.012 | 43.5 | 7.50 | 9.10 | 49.1% | -0.92 | 0.0391 | -0.013 | ||||
| 0.0500 | 0.5500 | 5 | 48.2% | 0.10 | 0.0320 | -0.011 | 44 | 8.00 | 9.80 | 3 | 55.3% | -0.93 | 0.0355 | -0.013 | ||
| 0.0500 | 0.5500 | 1 | 50.0% | 0.09 | 0.0292 | -0.010 | 44.5 | 8.40 | 10.00 | 47.3% | -0.95 | 0.0320 | -0.011 | |||
| 0.0500 | 0.2500 | 4 | 44.0% | 0.08 | 0.0266 | -0.009 | 45 | 8.80 | 10.40 | -0.96 | 0.0284 | -0.010 | ||||
| 0 | 0.5500 | 54.0% | 0.06 | 0.0222 | -0.008 | 46 | 9.70 | 11.30 | 1 | -0.97 | 0.0219 | -0.008 | ||||
| 0 | 0.5500 | 57.3% | 0.05 | 0.0186 | -0.007 | 47 | 10.70 | 12.40 | 2 | -0.98 | 0.0163 | -0.006 | ||||
| 0 | 0.5500 | 60.5% | 0.04 | 0.0158 | -0.006 | 48 | 11.60 | 13.70 | 2 | 53.8% | -0.99 | 0.0122 | -0.005 | |||
| 0 | 0.5500 | 63.5% | 0.04 | 0.0137 | -0.006 | 49 | 13.10 | 14.60 | 2 | 70.9% | -0.99 | 0.0091 | -0.004 | |||
| 0 | 0.1500 | 51.8% | 0.03 | 0.0120 | -0.005 | 50 | 13.70 | 15.60 | 59.4% | -0.99 | 0.0071 | -0.003 | ||||
| 0 | 0.5500 | 69.3% | 0.03 | 0.0107 | -0.005 | 51 | 14.70 | 16.50 | -0.99 | 0.0057 | -0.002 | |||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs