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.43.0%
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.45.0%
HV6045.8%
Écart IV − HV20
-2.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
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.
3/60 jours enregistrés
Cboe delayed options data · au 03:41 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 48.0% | +7.1pt | ±2.9% |
| Sep 11, 2026 | 9 | 42.0% | -1.9pt | ±5.3% |
| Sep 18, 2026 | 16 | 42.7% | -0.2pt | ±7.2% |
| Sep 25, 2026 | 23 | 42.6% | -0.6pt | ±8.6% |
| Oct 02, 2026 | 30 | 43.0% | -1.2pt | ±9.9% |
| Oct 09, 2026 | 37 | 47.6% | -2.3pt | ±12.1% |
| Oct 16, 2026 | 44 | 44.3% | +1.5pt | ±12.3% |
| Dec 18, 2026 | 107 | 43.7% | +1.5pt | ±18.9% |
| Jan 15, 2027 | 135 | 40.4% | -6.4pt | ±21.2% |
| Apr 16, 2027 | 226 | 44.4% | -1.5pt | ±28.2% |
| Jan 21, 2028 | 506 | 51.4% | — | ±47.5% |
Smile de volatilité — Sep 18, 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