URA catena di opzioni Global X - Uranium ETF
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±10.6% (31.55–38.99) · ATM IV 44.4% · P/C open interest 0.79
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 5.50 | 6.20 | 14 | 53.8% | 0.89 | 0.0367 | -0.014 | 30 | 0.0500 | 0.5000 | 58 | 48.2% | -0.11 | 0.0370 | -0.015 | ||
| 4.60 | 5.30 | 50.1% | 0.85 | 0.0475 | -0.017 | 31 | 0.1000 | 0.4500 | 41.2% | -0.15 | 0.0479 | -0.018 | ||||
| 4.30 | 4.80 | 49.8% | 0.83 | 0.0534 | -0.019 | 31.5 | 0.1500 | 0.7500 | 44.8% | -0.18 | 0.0540 | -0.019 | ||||
| 3.90 | 4.30 | 1 | 181 | 47.3% | 0.80 | 0.0593 | -0.021 | 32 | 0.4000 | 0.6500 | 37 | 441 | 43.6% | -0.21 | 0.0600 | -0.021 |
| 3.10 | 3.60 | 46.1% | 0.73 | 0.0698 | -0.024 | 33 | 0.7000 | 0.9000 | 11 | 157 | 43.7% | -0.28 | 0.0707 | -0.025 | ||
| 2.55 | 3.00 | 3 | 47.6% | 0.65 | 0.0779 | -0.027 | 34 | 1.05 | 1.25 | 19 | 254 | 43.6% | -0.35 | 0.0791 | -0.028 | |
| 2.30 | 2.65 | 47.2% | 0.61 | 0.0809 | -0.028 | 34.5 | 1.25 | 1.50 | 12 | 44.0% | -0.40 | 0.0822 | -0.029 | |||
| 1.95 | 2.30 | 2 | 140 | 45.2% | 0.57 | 0.0831 | -0.029 | 35 | 1.50 | 1.85 | 5 | 386 | 45.6% | -0.44 | 0.0846 | -0.029 |
| 1.75 | 2.00 | 45.1% | 0.53 | 0.0844 | -0.029 | 35.5 | 1.70 | 2.00 | 14 | 43.7% | -0.48 | 0.0860 | -0.030 | |||
| 1.50 | 1.80 | 1 | 22 | 45.0% | 0.49 | 0.0847 | -0.029 | 36 | 1.80 | 2.30 | 25 | 693 | 41.8% | -0.52 | 0.0865 | -0.030 |
| 1.35 | 1.70 | 47.0% | 0.44 | 0.0841 | -0.029 | 36.5 | 2.30 | 2.60 | 44.3% | -0.57 | 0.0861 | -0.029 | ||||
| 1.20 | 1.35 | 141 | 284 | 45.4% | 0.40 | 0.0826 | -0.028 | 37 | 2.60 | 2.90 | 40 | 1,089 | 43.8% | -0.61 | 0.0847 | -0.029 |
| 1.00 | 1.45 | 48.3% | 0.37 | 0.0802 | -0.027 | 37.5 | 2.80 | 3.60 | 46.7% | -0.65 | 0.0826 | -0.028 | ||||
| 0.9000 | 1.00 | 41 | 210 | 45.1% | 0.33 | 0.0770 | -0.026 | 38 | 3.20 | 3.70 | 1 | 495 | 44.0% | -0.68 | 0.0796 | -0.027 |
| 0.7500 | 1.15 | 48.8% | 0.29 | 0.0733 | -0.025 | 38.5 | 3.40 | 4.00 | 40.3% | -0.72 | 0.0761 | -0.026 | ||||
| 0.6000 | 0.9500 | 6 | 157 | 47.3% | 0.26 | 0.0691 | -0.024 | 39 | 4.00 | 4.40 | 10 | 273 | 43.5% | -0.75 | 0.0721 | -0.024 |
| 0.5000 | 0.9500 | 49.0% | 0.23 | 0.0647 | -0.022 | 39.5 | 4.00 | 4.80 | 35.7% | -0.78 | 0.0678 | -0.023 | ||||
| 0.5000 | 0.6000 | 1,778 | 1,953 | 46.5% | 0.21 | 0.0601 | -0.021 | 40 | 4.80 | 5.30 | 11 | 223 | 44.4% | -0.81 | 0.0634 | -0.022 |
| 0.3500 | 0.5500 | 4 | 45.9% | 0.18 | 0.0555 | -0.019 | 40.5 | 4.90 | 5.60 | 31.3% | -0.84 | 0.0589 | -0.020 | |||
| 0.1500 | 0.4000 | 3 | 97 | 41.5% | 0.16 | 0.0509 | -0.018 | 41 | 5.60 | 6.20 | 1 | 101 | 43.4% | -0.86 | 0.0545 | -0.019 |
| 0.2500 | 0.4000 | 46.1% | 0.14 | 0.0465 | -0.017 | 41.5 | 5.70 | 6.60 | -0.88 | 0.0504 | -0.017 | |||||
| 0.2500 | 0.3000 | 29 | 264 | 46.2% | 0.13 | 0.0423 | -0.015 | 42 | 6.60 | 7.00 | 2 | 124 | 42.2% | -0.90 | 0.0463 | -0.016 |
| 0.1500 | 0.3000 | 12 | 115 | 48.0% | 0.10 | 0.0347 | -0.013 | 43 | 7.00 | 8.50 | 3 | 77 | 41.3% | -0.93 | 0.0389 | -0.014 |
| 0.0500 | 0.2500 | 31 | 142 | 47.4% | 0.08 | 0.0283 | -0.011 | 44 | 8.20 | 9.00 | 75 | -0.95 | 0.0322 | -0.011 | ||
| 0.1000 | 0.1500 | 12 | 771 | 49.2% | 0.06 | 0.0230 | -0.009 | 45 | 9.30 | 10.00 | 74 | -0.97 | 0.0283 | -0.010 | ||
| 0.0500 | 0.2500 | 7 | 227 | 54.7% | 0.05 | 0.0189 | -0.008 | 46 | 10.30 | 10.90 | 15 | -0.98 | 0.0207 | -0.008 | ||
| 0 | 0.1000 | 38 | 149 | 51.1% | 0.04 | 0.0158 | -0.007 | 47 | 11.20 | 12.30 | 8 | 55.4% | -0.99 | 0.0143 | -0.007 | |
| 0 | 0.1000 | 226 | 50.7% | 0.03 | 0.0133 | -0.006 | 48 | 11.80 | 13.30 | 4 | -1.00 | 0.0095 | -0.006 | |||
| 0 | 0.0500 | 11 | 150 | 48.5% | 0.03 | 0.0115 | -0.006 | 49 | 13.40 | 14.00 | -1.00 | 0.0054 | -0.006 | |||
| 0 | 0.0500 | 22 | 450 | 51.0% | 0.03 | 0.0101 | -0.005 | 50 | 13.90 | 15.10 | 1 | -1.00 | 0.0030 | -0.006 | ||
| 0 | 0.1000 | 110 | 58.9% | 0.02 | 0.0090 | -0.005 | 51 | 14.90 | 15.90 | -1.00 | 0.0014 | -0.006 | ||||
| 0 | 0.0500 | 10 | 105 | 56.0% | 0.02 | 0.0081 | -0.005 | 52 | 15.90 | 17.10 | -1.00 | 0.0005 | -0.006 | |||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 20, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.