URA Volatilität Global X - Uranium ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.45.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.40.1%
HV6044.7%
IV − HV20-Spread
+5.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:45 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 45.9% | +4.3pt | ±3.9% |
| Oct 30, 2026 | 11 | 45.6% | +7.5pt | ±6.4% |
| Nov 06, 2026 | 18 | 46.4% | -2.6pt | ±8.3% |
| Nov 13, 2026 | 25 | 46.5% | -1.1pt | ±9.8% |
| Nov 20, 2026 | 32 | 45.2% | -1.4pt | ±10.8% |
| Nov 27, 2026 | 39 | 44.0% | +1.6pt | ±11.5% |
| Dec 18, 2026 | 60 | 43.4% | +0.8pt | ±14.3% |
| Jan 15, 2027 | 88 | 34.8% | -3.9pt | ±16.5% |
| Apr 16, 2027 | 179 | 40.4% | +2.4pt | ±24.5% |
| Jun 17, 2027 | 241 | 40.5% | +1.1pt | ±28.3% |
| Sep 17, 2027 | 333 | 41.2% | +0.2pt | ±33.4% |
| Jan 21, 2028 | 459 | 45.8% | -7.9pt | ±42.2% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20