URA volatilità 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.43.8%
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%
Spread IV − HV20
-1.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:39 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 48.0% | +7.1pt | ±2.9% |
| Sep 11, 2026 | 8 | 42.0% | -1.9pt | ±5.3% |
| Sep 18, 2026 | 15 | 42.7% | -0.2pt | ±7.2% |
| Sep 25, 2026 | 22 | 42.6% | -0.6pt | ±8.6% |
| Oct 02, 2026 | 29 | 43.0% | -1.2pt | ±9.9% |
| Oct 09, 2026 | 36 | 47.6% | -2.3pt | ±12.1% |
| Oct 16, 2026 | 43 | 44.3% | +1.5pt | ±12.3% |
| Dec 18, 2026 | 106 | 43.7% | +1.5pt | ±18.9% |
| Jan 15, 2027 | 134 | 40.4% | -6.4pt | ±21.2% |
| Apr 16, 2027 | 225 | 44.4% | -1.5pt | ±28.2% |
| Jan 21, 2028 | 505 | 51.4% | — | ±47.5% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20