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.37.3%
HV6044.3%
IV − HV20 spread
+7.8pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 12:45 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 | 3 | 45.1% | -0.2pt | ±3.8% |
| Oct 30, 2026 | 10 | 44.2% | +1.7pt | ±6.2% |
| Nov 06, 2026 | 17 | 43.3% | -2.7pt | ±7.8% |
| Nov 13, 2026 | 24 | 43.2% | -1.7pt | ±9.1% |
| Nov 20, 2026 | 31 | 45.4% | -4.4pt | ±10.8% |
| Nov 27, 2026 | 38 | 42.2% | -0.2pt | ±11.1% |
| Dec 18, 2026 | 59 | 44.9% | -3.2pt | ±14.7% |
| Jan 15, 2027 | 87 | 36.4% | -4.7pt | ±17.2% |
| Apr 16, 2027 | 178 | 40.5% | +1.6pt | ±24.5% |
| Jun 17, 2027 | 240 | 41.8% | +1.2pt | ±29.0% |
| Sep 17, 2027 | 332 | 43.5% | -1.7pt | ±34.5% |
| Jan 21, 2028 | 458 | 45.1% | -5.4pt | ±41.7% |
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