URA cadena de opciones Global X - Uranium ETF

Vencimiento Cboe delayed options data · a fecha de 21:55 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±6.9% (42.41–48.66) · ATM IV 42.3% · P/C interés abierto 0.41

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
15.20	16.30		25	119.3%	0.99	0.0022	0.000	30	0	0.1000		1,363	99.3%	-0.01	0.0023	-0.004
14.10	15.30			102.9%	0.99	0.0028	0.000	31	0	0.1000		45	92.5%	-0.01	0.0028	-0.005
13.10	14.20			84.4%	0.99	0.0034	0.000	32	0	0.1500		24	91.5%	-0.01	0.0034	-0.005
12.10	13.20			77.4%	0.99	0.0042	0.000	33	0	0.1500		26	84.6%	-0.01	0.0043	-0.006
11.20	12.20		2	80.6%	0.99	0.0054	-0.001	34	0	0.1500		17	77.8%	-0.01	0.0054	-0.006
10.10	11.20		808	64.0%	0.98	0.0070	-0.002	35	0	0.1500	3	7,169	71.3%	-0.02	0.0070	-0.007
9.20	10.10	2	31	57.6%	0.98	0.0091	-0.004	36	0	0.0500	1	71	54.4%	-0.02	0.0092	-0.008
8.20	9.20		21	59.9%	0.97	0.0122	-0.006	37	0	0.0500	1	60	48.9%	-0.03	0.0123	-0.010
7.20	8.20		56	53.2%	0.96	0.0167	-0.008	38	0.0500	0.1000	10	365	52.2%	-0.04	0.0168	-0.012
6.30	7.30		134	55.9%	0.95	0.0233	-0.012	39	0.0500	0.1500	2	200	48.8%	-0.05	0.0234	-0.015
5.80	6.80			52.3%	0.94	0.0277	-0.014	39.5	0.0500	0.3000		31	51.9%	-0.06	0.0278	-0.017
5.50	5.90	6	960	40.3%	0.93	0.0328	-0.017	40	0.1000	0.2000	10	1,079	46.6%	-0.08	0.0330	-0.020
4.90	5.80			48.3%	0.91	0.0389	-0.020	40.5	0.0500	0.4500		1	49.6%	-0.09	0.0391	-0.022
4.40	5.30	2	134	44.6%	0.89	0.0457	-0.023	41	0.2000	0.3000	8	223	45.8%	-0.11	0.0460	-0.026
4.00	4.90			45.9%	0.86	0.0533	-0.027	41.5	0.2000	0.4500	2	11	45.8%	-0.14	0.0536	-0.029
3.80	4.10	1	376	41.9%	0.84	0.0612	-0.031	42	0.3000	0.4000	6	261	43.0%	-0.17	0.0616	-0.033
3.00	4.10		1	42.0%	0.80	0.0693	-0.035	42.5	0.4000	0.5500	1	114	43.9%	-0.20	0.0698	-0.037
3.00	3.30	6	62	41.3%	0.77	0.0772	-0.039	43	0.5500	0.6500	4	1,264	44.0%	-0.24	0.0778	-0.041
2.70	2.90			41.7%	0.72	0.0846	-0.043	43.5	0.6000	0.8000		25	42.5%	-0.28	0.0853	-0.044
2.35	2.55	6	77	41.3%	0.68	0.0911	-0.046	44	0.7500	0.9000	2	226	41.3%	-0.32	0.0918	-0.047
2.05	2.25		3	41.7%	0.63	0.0962	-0.049	44.5	0.9500	1.15		21	42.4%	-0.37	0.0971	-0.050
1.75	1.95	235	620	41.3%	0.58	0.0998	-0.051	45	1.20	1.35	13	1,709	42.6%	-0.42	0.1006	-0.051
1.50	1.70		3	41.6%	0.53	0.1015	-0.052	45.5	1.40	1.65	3	115	42.9%	-0.47	0.1024	-0.052
1.30	1.50	155	2,196	42.6%	0.48	0.1013	-0.052	46	1.65	1.90	6	167	42.5%	-0.52	0.1024	-0.052
1.10	1.30	30	80	42.8%	0.43	0.0994	-0.052	46.5	1.95	2.20		1	42.7%	-0.57	0.1006	-0.052
0.9000	1.10	178	804	42.5%	0.39	0.0961	-0.051	47	2.30	2.55	2	738	43.7%	-0.62	0.0972	-0.050
0.7500	0.9500	21	85	42.9%	0.34	0.0915	-0.049	47.5	2.60	2.90		198	43.4%	-0.66	0.0927	-0.049
0.6500	0.8500	50	1,205	44.2%	0.30	0.0860	-0.047	48	3.00	3.30	6	453	44.7%	-0.71	0.0873	-0.046
0.5500	0.7000	14	67	44.2%	0.26	0.0800	-0.044	48.5	3.40	3.60		4	43.9%	-0.74	0.0812	-0.043
0.4500	0.6500	11	147	45.5%	0.23	0.0736	-0.041	49	3.60	4.10		29	42.2%	-0.78	0.0749	-0.040
0.3500	0.5000	51	312	44.3%	0.20	0.0672	-0.038	49.5	4.20	4.50			45.6%	-0.81	0.0684	-0.037
0.3500	0.4000	35	28.3K	45.5%	0.17	0.0609	-0.035	50	4.60	5.00	10	234	46.9%	-0.83	0.0620	-0.034
0.2000	0.3000	30	432	45.7%	0.13	0.0492	-0.030	51	5.30	5.90		44	42.7%	-0.88	0.0501	-0.028
0.1500	0.3000	3	198	49.7%	0.10	0.0393	-0.025	52	6.20	6.80		268	39.3%	-0.91	0.0398	-0.022
0.1000	0.2000	44	662	49.7%	0.08	0.0313	-0.021	53	7.00	7.80	4	6		-0.93	0.0324	-0.018
0	0.6000		90	64.3%	0.06	0.0253	-0.018	54	7.90	8.90		19		-0.95	0.0274	-0.014
0.0500	0.1500	11	338	54.1%	0.05	0.0208	-0.017	55	9.00	9.70		19		-0.96	0.0242	-0.012
0	0.2000	1	73	58.2%	0.04	0.0173	-0.015	56	10.00	10.70		94		-0.97	0.0216	-0.011
0	0.5500		86	76.9%	0.04	0.0147	-0.014	57	11.10	11.70				-0.97	0.0193	-0.009
0	0.6000		160	83.0%	0.03	0.0126	-0.013	58	11.80	13.00				-0.98	0.0162	-0.010
0	0.6000		14	87.3%	0.03	0.0110	-0.012	59	12.70	14.00				-0.98	0.0137	-0.011
0	0.5000		1,950	87.8%	0.03	0.0096	-0.011	60	13.90	14.80				-0.99	0.0118	-0.011
0	0.1500		34	73.3%	0.02	0.0085	-0.011	61	15.00	15.60				-0.99	0.0101	-0.011
0	0.3000		19	86.4%	0.02	0.0075	-0.010	62	15.90	17.00				-0.99	0.0083	-0.012
0	0.5500		2	101.4%	0.02	0.0067	-0.009	63	16.70	18.00				-0.99	0.0066	-0.013
0	0.5500		46	105.2%	0.02	0.0060	-0.009	64	17.60	19.00				-1.00	0.0052	-0.015
0	0.2000		104	90.2%	0.02	0.0054	-0.008	65	18.60	20.00				-1.00	0.0040	-0.016

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Sep 18, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

callsputs

URA cadena de opciones Global X - Uranium ETF

Sonrisa de volatilidad — Sep 18, 2026

Consumo cíclico

ETF

Tecnología

Servicios Financieros

Industria

Energía