URA volatility 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.45.1%
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
+5.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 18:44 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 48.5% | -1.5pt | ±4.1% |
| Oct 30, 2026 | 11 | 46.8% | -0.9pt | ±6.5% |
| Nov 06, 2026 | 18 | 45.4% | -2.0pt | ±8.2% |
| Nov 13, 2026 | 25 | 44.9% | -2.4pt | ±9.4% |
| Nov 20, 2026 | 32 | 45.1% | -2.3pt | ±10.7% |
| Nov 27, 2026 | 39 | 43.6% | -1.7pt | ±11.4% |
| Dec 18, 2026 | 60 | 43.4% | -1.4pt | ±14.1% |
| Jan 15, 2027 | 88 | 35.6% | -4.2pt | ±16.9% |
| Apr 16, 2027 | 179 | 39.7% | +1.4pt | ±24.0% |
| Jun 17, 2027 | 241 | 40.7% | +0.7pt | ±28.3% |
| Sep 17, 2027 | 333 | 40.6% | +1.4pt | ±33.5% |
| Jan 21, 2028 | 459 | 43.3% | -7.9pt | ±39.9% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20