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.44.5%
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.37.3%
HV6044.3%
IV − HV20-Spread
+7.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
61
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:44 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 | 41.7% | -0.2pt | ±3.7% |
| Oct 30, 2026 | 11 | 43.5% | +1.7pt | ±6.1% |
| Nov 06, 2026 | 18 | 42.0% | -2.7pt | ±7.5% |
| Nov 13, 2026 | 25 | 45.1% | -1.7pt | ±9.5% |
| Nov 20, 2026 | 32 | 44.4% | -4.4pt | ±10.6% |
| Nov 27, 2026 | 39 | 43.8% | -0.2pt | ±11.5% |
| Dec 18, 2026 | 60 | 44.9% | -3.2pt | ±14.6% |
| Jan 15, 2027 | 88 | 36.4% | -4.7pt | ±17.1% |
| Apr 16, 2027 | 179 | 40.5% | +1.6pt | ±24.4% |
| Jun 17, 2027 | 241 | 41.8% | +1.2pt | ±28.9% |
| Sep 17, 2027 | 333 | 43.5% | -1.7pt | ±34.3% |
| Jan 21, 2028 | 459 | 45.1% | -5.4pt | ±41.5% |
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