URA volatilitas 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.45.9%
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%
Selisih IV − HV20
+8.5pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 18:45 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 | 47.3% | +3.3pt | ±3.5% |
| Oct 30, 2026 | 10 | 47.5% | +3.9pt | ±6.4% |
| Nov 06, 2026 | 17 | 44.6% | +2.0pt | ±7.8% |
| Nov 13, 2026 | 24 | 45.9% | +0.3pt | ±9.5% |
| Nov 20, 2026 | 31 | 45.9% | -0.2pt | ±10.7% |
| Nov 27, 2026 | 38 | 44.8% | +1.2pt | ±11.6% |
| Dec 18, 2026 | 59 | 44.3% | +2.5pt | ±14.3% |
| Jan 15, 2027 | 87 | 35.4% | -0.5pt | ±16.7% |
| Apr 16, 2027 | 178 | 40.9% | +3.8pt | ±24.4% |
| Jun 17, 2027 | 240 | 42.7% | -0.4pt | ±28.4% |
| Sep 17, 2027 | 332 | 42.7% | -0.9pt | ±33.6% |
| Jan 21, 2028 | 458 | 44.5% | -4.1pt | ±40.8% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20