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 ±33.4% (23.68–47.38) · ATM IV 41.2% · P/C open interest 2.15
| 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 | |
| 15.90 | 17.70 | 16 | 1.00 | 0.0073 | 0.000 | 20 | 0.3000 | 0.5500 | 3 | 47.3% | -0.05 | 0.0080 | -0.003 | |||
| 11.90 | 13.60 | 12 | 26.1% | 0.97 | 0.0151 | -0.003 | 25 | 1.05 | 1.35 | 679 | 45.5% | -0.14 | 0.0173 | -0.005 | ||
| 8.60 | 10.30 | 36.4% | 0.87 | 0.0234 | -0.005 | 30 | 2.50 | 2.85 | 2,058 | 44.5% | -0.27 | 0.0284 | -0.008 | |||
| 8.10 | 9.70 | 37.4% | 0.84 | 0.0250 | -0.006 | 31 | 2.55 | 3.80 | 13 | 45.4% | -0.30 | 0.0308 | -0.008 | |||
| 7.50 | 9.10 | 37.5% | 0.82 | 0.0266 | -0.006 | 32 | 2.95 | 4.20 | 45.0% | -0.34 | 0.0331 | -0.009 | ||||
| 7.00 | 8.60 | 30 | 38.2% | 0.79 | 0.0281 | -0.006 | 33 | 3.40 | 4.60 | 44.5% | -0.37 | 0.0354 | -0.009 | |||
| 6.50 | 8.10 | 60 | 38.6% | 0.76 | 0.0294 | -0.007 | 34 | 3.80 | 5.00 | 1 | 43.6% | -0.41 | 0.0374 | -0.009 | ||
| 6.10 | 7.70 | 16 | 39.5% | 0.73 | 0.0306 | -0.007 | 35 | 4.30 | 5.50 | 43 | 43.3% | -0.45 | 0.0392 | -0.010 | ||
| 5.60 | 7.20 | 39.3% | 0.70 | 0.0316 | -0.007 | 36 | 4.80 | 6.10 | 251 | 43.1% | -0.48 | 0.0406 | -0.010 | |||
| 5.70 | 6.80 | 3 | 41.6% | 0.68 | 0.0323 | -0.007 | 37 | 5.40 | 6.90 | 10 | 43.8% | -0.52 | 0.0416 | -0.010 | ||
| 4.80 | 6.40 | 39.9% | 0.65 | 0.0329 | -0.008 | 38 | 5.90 | 7.50 | 43.1% | -0.56 | 0.0422 | -0.010 | ||||
| 4.40 | 6.10 | 40.2% | 0.62 | 0.0333 | -0.008 | 39 | 6.50 | 8.10 | 42.5% | -0.59 | 0.0423 | -0.010 | ||||
| 4.80 | 5.20 | 5 | 1,228 | 41.1% | 0.59 | 0.0335 | -0.008 | 40 | 7.20 | 8.80 | 42.5% | -0.63 | 0.0421 | -0.010 | ||
| 3.80 | 5.40 | 2 | 40.7% | 0.56 | 0.0336 | -0.008 | 41 | 7.80 | 9.50 | 41.8% | -0.66 | 0.0415 | -0.010 | |||
| 3.50 | 5.10 | 40.9% | 0.54 | 0.0335 | -0.008 | 42 | 8.50 | 10.10 | 40.8% | -0.69 | 0.0406 | -0.009 | ||||
| 3.60 | 4.80 | 12 | 42.4% | 0.51 | 0.0333 | -0.008 | 43 | 9.20 | 10.90 | 40.4% | -0.72 | 0.0394 | -0.009 | |||
| 2.95 | 4.60 | 41.4% | 0.49 | 0.0329 | -0.008 | 44 | 9.90 | 11.70 | 39.7% | -0.75 | 0.0379 | -0.009 | ||||
| 2.70 | 4.30 | 19 | 41.4% | 0.46 | 0.0325 | -0.008 | 45 | 10.60 | 12.50 | 38.6% | -0.78 | 0.0363 | -0.008 | |||
| 2.50 | 4.10 | 41.7% | 0.44 | 0.0320 | -0.008 | 46 | 11.40 | 13.20 | 36.9% | -0.80 | 0.0346 | -0.007 | ||||
| 2.95 | 3.60 | 3 | 43.3% | 0.42 | 0.0314 | -0.008 | 47 | 12.20 | 14.00 | 35.0% | -0.82 | 0.0326 | -0.007 | |||
| 2.10 | 3.40 | 41.0% | 0.40 | 0.0307 | -0.008 | 48 | 13.00 | 14.90 | 33.0% | -0.84 | 0.0308 | -0.006 | ||||
| 2.60 | 3.20 | 43.7% | 0.38 | 0.0301 | -0.008 | 49 | 13.80 | 15.70 | -0.86 | 0.0289 | -0.006 | |||||
| 2.35 | 3.00 | 1 | 15 | 43.5% | 0.36 | 0.0294 | -0.008 | 50 | 14.60 | 16.50 | -0.88 | 0.0270 | -0.005 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs