URA option chain Global X - Uranium ETF
Cboe delayed options data · as of 12:45 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 ±24.5% (26.52–43.72) · ATM IV 40.5% · P/C open interest 2.75
| 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 | |
| 11.10 | 12.20 | 482 | 1.00 | 0.0157 | -0.003 | 25 | 0.3000 | 0.6000 | 2 | 54 | 43.5% | -0.10 | 0.0179 | -0.005 | ||
| 7.20 | 8.40 | 1 | 18 | 34.6% | 0.89 | 0.0305 | -0.007 | 30 | 1.50 | 1.80 | 239 | 1,254 | 43.8% | -0.25 | 0.0364 | -0.010 |
| 5.50 | 6.20 | 1 | 10 | 36.2% | 0.79 | 0.0400 | -0.009 | 33 | 2.35 | 3.30 | 22 | 197 | 44.2% | -0.38 | 0.0485 | -0.012 |
| 5.00 | 5.60 | 17 | 36.7% | 0.75 | 0.0428 | -0.010 | 34 | 2.80 | 3.50 | 1 | 204 | 42.4% | -0.43 | 0.0520 | -0.012 | |
| 4.80 | 5.10 | 20 | 42 | 38.8% | 0.71 | 0.0448 | -0.010 | 35 | 3.50 | 3.80 | 37 | 668 | 42.1% | -0.48 | 0.0539 | -0.012 |
| 4.10 | 4.90 | 86 | 39.3% | 0.66 | 0.0462 | -0.010 | 36 | 3.60 | 4.90 | 12 | 42.5% | -0.53 | 0.0548 | -0.013 | ||
| 3.80 | 4.50 | 26 | 40.4% | 0.62 | 0.0470 | -0.011 | 37 | 4.20 | 5.20 | 186 | 40.6% | -0.58 | 0.0548 | -0.013 | ||
| 3.30 | 4.20 | 29 | 40.6% | 0.58 | 0.0475 | -0.011 | 38 | 4.70 | 6.20 | 916 | 41.7% | -0.62 | 0.0541 | -0.012 | ||
| 2.90 | 3.80 | 5 | 40.5% | 0.54 | 0.0476 | -0.011 | 39 | 5.80 | 6.90 | 1 | 78 | 44.1% | -0.67 | 0.0528 | -0.012 | |
| 2.70 | 3.20 | 1 | 283 | 40.0% | 0.50 | 0.0472 | -0.011 | 40 | 6.00 | 7.50 | 1,052 | 40.1% | -0.71 | 0.0508 | -0.011 | |
| 2.35 | 3.20 | 126 | 41.4% | 0.46 | 0.0465 | -0.011 | 41 | 6.70 | 8.30 | 22 | 39.8% | -0.75 | 0.0482 | -0.011 | ||
| 2.05 | 2.90 | 17 | 41.4% | 0.43 | 0.0455 | -0.011 | 42 | 7.40 | 9.10 | 214 | 38.9% | -0.79 | 0.0453 | -0.010 | ||
| 1.40 | 2.50 | 10 | 38.6% | 0.39 | 0.0442 | -0.010 | 43 | 8.20 | 9.90 | 1 | 38.3% | -0.82 | 0.0420 | -0.009 | ||
| 1.75 | 2.10 | 40.9% | 0.36 | 0.0426 | -0.010 | 44 | 9.00 | 10.40 | 1,060 | 33.6% | -0.85 | 0.0387 | -0.008 | |||
| 1.55 | 1.85 | 2 | 222 | 40.8% | 0.33 | 0.0409 | -0.010 | 45 | 9.80 | 11.50 | 99 | 34.5% | -0.88 | 0.0353 | -0.007 | |
| 1.40 | 1.70 | 10 | 82 | 40.4% | 0.30 | 0.0391 | -0.009 | 46 | 10.60 | 12.30 | 3 | 29.1% | -0.90 | 0.0320 | -0.006 | |
| 1.20 | 1.70 | 13 | 42.2% | 0.28 | 0.0372 | -0.009 | 47 | 11.40 | 13.30 | -0.92 | 0.0289 | -0.005 | ||||
| 1.05 | 1.55 | 45 | 42.3% | 0.26 | 0.0353 | -0.009 | 48 | 12.30 | 14.10 | 10 | -0.94 | 0.0259 | -0.005 | |||
| 1.00 | 1.25 | 1 | 17 | 41.9% | 0.23 | 0.0334 | -0.008 | 49 | 13.20 | 15.00 | 8 | -0.95 | 0.0231 | -0.004 | ||
| 0.8500 | 1.20 | 7 | 247 | 42.3% | 0.21 | 0.0315 | -0.008 | 50 | 14.10 | 15.30 | 4 | -0.96 | 0.0206 | -0.003 | ||
| 0.8000 | 1.20 | 18 | 23 | 43.6% | 0.20 | 0.0297 | -0.008 | 51 | 15.00 | 16.90 | -0.97 | 0.0183 | -0.003 | |||
| 0.7000 | 1.05 | 25 | 43.4% | 0.18 | 0.0279 | -0.007 | 52 | 16.00 | 17.80 | 1 | -0.98 | 0.0162 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs