URA cadena de opciones Global X - Uranium ETF
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 ±10.7% (31.41–38.96) · ATM IV 45.1% · P/C interés abierto 0.79
| 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 | |
| 5.50 | 6.20 | 14 | 56.2% | 0.89 | 0.0373 | -0.014 | 30 | 0.0500 | 0.3500 | 58 | 43.7% | -0.11 | 0.0376 | -0.015 | ||
| 4.60 | 5.50 | 55.8% | 0.85 | 0.0483 | -0.017 | 31 | 0.3500 | 0.4000 | 45.2% | -0.15 | 0.0488 | -0.017 | ||||
| 4.20 | 5.10 | 54.9% | 0.83 | 0.0544 | -0.018 | 31.5 | 0.2500 | 0.5500 | 42.5% | -0.18 | 0.0550 | -0.019 | ||||
| 3.90 | 4.20 | 1 | 181 | 47.3% | 0.80 | 0.0606 | -0.020 | 32 | 0.5500 | 0.6000 | 36 | 441 | 44.8% | -0.21 | 0.0614 | -0.021 |
| 3.10 | 3.60 | 47.4% | 0.73 | 0.0717 | -0.024 | 33 | 0.8000 | 0.9000 | 11 | 157 | 44.6% | -0.28 | 0.0727 | -0.024 | ||
| 2.50 | 3.00 | 3 | 48.0% | 0.65 | 0.0798 | -0.027 | 34 | 1.15 | 1.30 | 19 | 254 | 44.9% | -0.36 | 0.0810 | -0.027 | |
| 2.25 | 2.65 | 47.5% | 0.61 | 0.0826 | -0.028 | 34.5 | 1.30 | 1.45 | 12 | 43.3% | -0.40 | 0.0839 | -0.029 | |||
| 2.00 | 2.30 | 2 | 140 | 46.6% | 0.56 | 0.0844 | -0.029 | 35 | 1.50 | 1.75 | 4 | 386 | 43.6% | -0.44 | 0.0860 | -0.029 |
| 1.75 | 1.95 | 45.2% | 0.52 | 0.0854 | -0.029 | 35.5 | 1.80 | 1.95 | 14 | 43.5% | -0.49 | 0.0872 | -0.029 | |||
| 1.50 | 1.80 | 1 | 22 | 45.8% | 0.48 | 0.0854 | -0.029 | 36 | 2.10 | 2.25 | 20 | 693 | 43.9% | -0.53 | 0.0873 | -0.029 |
| 1.30 | 1.85 | 48.8% | 0.44 | 0.0845 | -0.029 | 36.5 | 2.35 | 2.55 | 43.3% | -0.57 | 0.0866 | -0.029 | ||||
| 1.15 | 1.25 | 104 | 284 | 44.1% | 0.40 | 0.0827 | -0.028 | 37 | 2.70 | 2.90 | 40 | 1,089 | 44.0% | -0.61 | 0.0850 | -0.029 |
| 1.00 | 1.45 | 48.9% | 0.36 | 0.0800 | -0.027 | 37.5 | 3.00 | 3.30 | 44.3% | -0.65 | 0.0826 | -0.028 | ||||
| 0.8500 | 0.9500 | 20 | 210 | 44.3% | 0.32 | 0.0767 | -0.026 | 38 | 3.20 | 3.60 | 1 | 495 | 41.2% | -0.69 | 0.0795 | -0.027 |
| 0.7500 | 1.20 | 49.9% | 0.29 | 0.0729 | -0.025 | 38.5 | 3.80 | 4.00 | 44.7% | -0.72 | 0.0758 | -0.025 | ||||
| 0.6500 | 0.7500 | 6 | 157 | 45.6% | 0.26 | 0.0686 | -0.024 | 39 | 4.10 | 4.40 | 10 | 273 | 43.4% | -0.76 | 0.0717 | -0.024 |
| 0.5500 | 0.9500 | 50.2% | 0.23 | 0.0642 | -0.022 | 39.5 | 4.00 | 4.80 | 32.9% | -0.79 | 0.0674 | -0.023 | ||||
| 0.5000 | 0.5500 | 1,708 | 1,953 | 46.1% | 0.20 | 0.0595 | -0.021 | 40 | 4.90 | 5.20 | 10 | 223 | 42.2% | -0.82 | 0.0630 | -0.021 |
| 0.4000 | 0.4500 | 2 | 45.4% | 0.18 | 0.0549 | -0.019 | 40.5 | 4.90 | 5.70 | -0.84 | 0.0585 | -0.020 | ||||
| 0.3000 | 0.4000 | 2 | 97 | 45.0% | 0.16 | 0.0504 | -0.018 | 41 | 5.60 | 6.10 | 1 | 101 | 36.7% | -0.86 | 0.0541 | -0.018 |
| 0.2500 | 0.4000 | 46.4% | 0.14 | 0.0460 | -0.016 | 41.5 | 5.70 | 6.60 | -0.88 | 0.0499 | -0.017 | |||||
| 0.2500 | 0.3000 | 25 | 264 | 46.5% | 0.12 | 0.0417 | -0.015 | 42 | 6.60 | 7.00 | 2 | 124 | -0.90 | 0.0457 | -0.016 | |
| 0.1500 | 0.2500 | 12 | 115 | 46.9% | 0.09 | 0.0341 | -0.013 | 43 | 7.40 | 8.00 | 3 | 77 | -0.93 | 0.0382 | -0.013 | |
| 0.1000 | 0.2000 | 25 | 142 | 47.7% | 0.07 | 0.0276 | -0.010 | 44 | 8.20 | 8.90 | 75 | -0.96 | 0.0324 | -0.011 | ||
| 0.1000 | 0.1500 | 12 | 771 | 49.5% | 0.06 | 0.0223 | -0.009 | 45 | 9.20 | 10.00 | 74 | -0.98 | 0.0272 | -0.009 | ||
| 0.0500 | 0.1000 | 7 | 227 | 48.1% | 0.04 | 0.0181 | -0.007 | 46 | 10.50 | 10.90 | 15 | -0.99 | 0.0179 | -0.008 | ||
| 0.0500 | 0.1000 | 37 | 149 | 51.3% | 0.04 | 0.0149 | -0.006 | 47 | 11.20 | 12.00 | 8 | -0.99 | 0.0115 | -0.006 | ||
| 0 | 0.1000 | 226 | 50.9% | 0.03 | 0.0125 | -0.006 | 48 | 11.80 | 13.30 | 4 | -1.00 | 0.0056 | -0.006 | |||
| 0 | 0.0500 | 11 | 150 | 48.6% | 0.03 | 0.0107 | -0.005 | 49 | 13.40 | 14.00 | -1.00 | 0.0022 | -0.006 | |||
| 0 | 0.1000 | 22 | 450 | 56.4% | 0.02 | 0.0094 | -0.005 | 50 | 13.90 | 15.10 | 1 | -1.00 | 0.0005 | -0.006 | ||
| 0 | 0.1000 | 110 | 59.1% | 0.02 | 0.0083 | -0.004 | 51 | 14.70 | 15.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0500 | 10 | 105 | 56.1% | 0.02 | 0.0075 | -0.004 | 52 | 15.70 | 17.10 | -1.00 | 0.0000 | -0.006 | |||
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 — Nov 20, 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.