URA volatilité 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.44.4%
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%
Écart IV − HV20
+7.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 06:44 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 41.7% | -0.2pt | ±3.7% |
| Oct 30, 2026 | 10 | 43.5% | +1.7pt | ±6.1% |
| Nov 06, 2026 | 17 | 42.0% | -2.7pt | ±7.5% |
| Nov 13, 2026 | 24 | 45.1% | -1.7pt | ±9.5% |
| Nov 20, 2026 | 31 | 44.4% | -4.4pt | ±10.6% |
| Nov 27, 2026 | 38 | 43.8% | -0.2pt | ±11.5% |
| Dec 18, 2026 | 59 | 44.9% | -3.2pt | ±14.6% |
| Jan 15, 2027 | 87 | 36.4% | -4.7pt | ±17.1% |
| Apr 16, 2027 | 178 | 40.5% | +1.6pt | ±24.4% |
| Jun 17, 2027 | 240 | 41.8% | +1.2pt | ±28.9% |
| Sep 17, 2027 | 332 | 43.5% | -1.7pt | ±34.3% |
| Jan 21, 2028 | 458 | 45.1% | -5.4pt | ±41.5% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20