URA option chain Global X - Uranium ETF
Cboe delayed options data · as of 12:38 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 ±28.0% (32.25–57.35) · ATM IV 44.1% · P/C open interest 1.40
| 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 | |
| 19.50 | 22.00 | 15 | 17 | 1.00 | 0.0026 | 0.000 | 25 | 0.2500 | 0.4500 | 1 | 1 | 49.7% | -0.04 | 0.0058 | -0.003 | |
| 14.90 | 16.80 | 1 | 0.98 | 0.0089 | -0.002 | 30 | 0.7000 | 1.00 | 1 | 8 | 46.5% | -0.10 | 0.0122 | -0.006 | ||
| 12.60 | 14.40 | 37.9% | 0.93 | 0.0143 | -0.005 | 33 | 0.9000 | 2.35 | 26 | 28 | 48.2% | -0.16 | 0.0170 | -0.008 | ||
| 11.90 | 13.70 | 2 | 40.9% | 0.91 | 0.0162 | -0.006 | 34 | 1.40 | 1.85 | 45.1% | -0.18 | 0.0186 | -0.009 | |||
| 11.10 | 12.90 | 11 | 40.9% | 0.89 | 0.0179 | -0.007 | 35 | 1.70 | 2.30 | 50 | 205 | 46.1% | -0.20 | 0.0202 | -0.009 | |
| 10.40 | 12.20 | 41.7% | 0.86 | 0.0196 | -0.007 | 36 | 2.00 | 2.60 | 3 | 46.0% | -0.23 | 0.0217 | -0.010 | |||
| 10.10 | 11.60 | 1 | 44.8% | 0.84 | 0.0212 | -0.008 | 37 | 2.05 | 2.95 | 70 | 44.6% | -0.25 | 0.0232 | -0.011 | ||
| 9.00 | 10.80 | 41.8% | 0.81 | 0.0226 | -0.009 | 38 | 2.40 | 3.30 | 3 | 44.5% | -0.28 | 0.0246 | -0.011 | |||
| 8.80 | 10.20 | 1 | 44.2% | 0.78 | 0.0238 | -0.010 | 39 | 2.90 | 3.60 | 44.5% | -0.30 | 0.0258 | -0.012 | |||
| 8.70 | 9.30 | 4 | 26 | 45.0% | 0.76 | 0.0249 | -0.010 | 40 | 3.30 | 4.00 | 10 | 11 | 44.3% | -0.33 | 0.0269 | -0.012 |
| 7.80 | 9.10 | 2 | 45.1% | 0.73 | 0.0258 | -0.011 | 41 | 3.70 | 4.50 | 1 | 44.3% | -0.36 | 0.0279 | -0.013 | ||
| 7.20 | 8.50 | 1 | 44.6% | 0.70 | 0.0265 | -0.011 | 42 | 4.20 | 5.00 | 75 | 44.4% | -0.39 | 0.0287 | -0.013 | ||
| 6.80 | 8.00 | 45.0% | 0.67 | 0.0271 | -0.012 | 43 | 4.60 | 5.50 | 44.0% | -0.42 | 0.0294 | -0.013 | ||||
| 6.30 | 7.50 | 44.8% | 0.65 | 0.0276 | -0.012 | 44 | 5.20 | 6.00 | 9 | 44.1% | -0.45 | 0.0299 | -0.013 | |||
| 5.90 | 7.90 | 12 | 48.0% | 0.62 | 0.0280 | -0.012 | 45 | 4.30 | 7.00 | 2 | 26 | 40.2% | -0.47 | 0.0303 | -0.013 | |
| 5.50 | 6.70 | 2 | 45.2% | 0.60 | 0.0283 | -0.013 | 46 | 6.10 | 7.60 | 1 | 44.8% | -0.50 | 0.0305 | -0.014 | ||
| 5.10 | 6.30 | 4 | 45.2% | 0.57 | 0.0285 | -0.013 | 47 | 6.70 | 8.50 | 45.7% | -0.53 | 0.0305 | -0.014 | |||
| 4.80 | 5.80 | 18 | 45.0% | 0.55 | 0.0286 | -0.013 | 48 | 7.30 | 9.10 | 10 | 45.4% | -0.55 | 0.0305 | -0.013 | ||
| 4.50 | 5.50 | 12 | 45.4% | 0.52 | 0.0285 | -0.013 | 49 | 7.90 | 9.80 | 45.3% | -0.58 | 0.0303 | -0.013 | |||
| 4.20 | 5.20 | 120 | 45.6% | 0.50 | 0.0284 | -0.013 | 50 | 8.60 | 10.30 | 1 | 44.6% | -0.61 | 0.0300 | -0.013 | ||
| 3.90 | 4.80 | 3 | 45.4% | 0.47 | 0.0282 | -0.013 | 51 | 9.30 | 11.40 | 46.2% | -0.63 | 0.0295 | -0.013 | |||
| 3.50 | 4.50 | 44.9% | 0.45 | 0.0279 | -0.013 | 52 | 10.00 | 11.70 | 1 | 44.3% | -0.65 | 0.0290 | -0.013 | |||
| 3.30 | 4.20 | 2 | 45.1% | 0.43 | 0.0275 | -0.013 | 53 | 10.50 | 12.90 | 45.2% | -0.68 | 0.0284 | -0.012 | |||
| 3.00 | 3.80 | 1 | 44.4% | 0.41 | 0.0271 | -0.013 | 54 | 11.20 | 13.70 | 45.1% | -0.70 | 0.0278 | -0.012 | |||
| 2.65 | 4.00 | 1 | 72 | 45.7% | 0.39 | 0.0266 | -0.013 | 55 | 12.10 | 14.40 | 45.2% | -0.72 | 0.0271 | -0.011 | ||
| 1.95 | 2.70 | 6 | 45.7% | 0.30 | 0.0237 | -0.012 | 60 | 16.00 | 18.40 | 43.4% | -0.80 | 0.0230 | -0.009 | |||
| 1.40 | 1.95 | 10 | 46.3% | 0.23 | 0.0203 | -0.010 | 65 | 20.40 | 22.70 | 42.0% | -0.87 | 0.0186 | -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 — 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