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Uranium Energy Corp UEC

i

Share price$7.86

1D-4.4%

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Uranium Energy Corp options

EXP

PutsExpensive1.07×

CallsFair1.05×

SkewBearish+6.19 pp

Implied moveBearish±$0.62

TiltBearish5.5% PUT

Table

Values and derived Greeks for the plotted delta buckets
Delta	Calls			Puts
Delta	Pseudo strike	IV	B/E move	Pseudo strike	IV	B/E move
20Δ	8.95	90.6%	15.1%	6.86	118.3%	14.5%
25Δ	8.42	65.9%	8.5%	7.18	95.8%	10.6%
30Δ	8.31	64.6%	7.4%	7.50	73.2%	6.7%
35Δ	8.20	63.2%	6.3%	7.60	72.6%	5.9%
40Δ	8.08	61.9%	5.2%	7.70	72.4%	5.2%
45Δ	7.98	61.5%	4.3%	7.80	72.1%	4.5%
50Δ	7.88	63.7%	3.8%	7.90	71.9%	3.8%
55Δ	7.78	66.0%	3.4%	8.00	71.5%	3.1%
60Δ	7.69	68.3%	3.0%	8.10	69.5%	2.7%
65Δ	7.59	70.5%	2.5%	8.19	67.4%	2.2%
70Δ	7.50	72.7%	2.1%	8.29	65.3%	1.8%
75Δ	7.37	72.6%	1.7%	8.38	63.3%	1.3%
80Δ	7.23	72.5%	1.3%	8.48	61.2%	0.9%

20Δ

Calls

Pseudo strike: 8.95
IV: 90.6%
B/E move: 15.1%

Puts

Pseudo strike: 6.86
IV: 118.3%
B/E move: 14.5%

25Δ

Calls

Pseudo strike: 8.42
IV: 65.9%
B/E move: 8.5%

Puts

Pseudo strike: 7.18
IV: 95.8%
B/E move: 10.6%

30Δ

Calls

Pseudo strike: 8.31
IV: 64.6%
B/E move: 7.4%

Puts

Pseudo strike: 7.50
IV: 73.2%
B/E move: 6.7%

35Δ

Calls

Pseudo strike: 8.20
IV: 63.2%
B/E move: 6.3%

Puts

Pseudo strike: 7.60
IV: 72.6%
B/E move: 5.9%

40Δ

Calls

Pseudo strike: 8.08
IV: 61.9%
B/E move: 5.2%

Puts

Pseudo strike: 7.70
IV: 72.4%
B/E move: 5.2%

45Δ

Calls

Pseudo strike: 7.98
IV: 61.5%
B/E move: 4.3%

Puts

Pseudo strike: 7.80
IV: 72.1%
B/E move: 4.5%

50Δ

Calls

Pseudo strike: 7.88
IV: 63.7%
B/E move: 3.8%

Puts

Pseudo strike: 7.90
IV: 71.9%
B/E move: 3.8%

55Δ

Calls

Pseudo strike: 7.78
IV: 66.0%
B/E move: 3.4%

Puts

Pseudo strike: 8.00
IV: 71.5%
B/E move: 3.1%

60Δ

Calls

Pseudo strike: 7.69
IV: 68.3%
B/E move: 3.0%

Puts

Pseudo strike: 8.10
IV: 69.5%
B/E move: 2.7%

65Δ

Calls

Pseudo strike: 7.59
IV: 70.5%
B/E move: 2.5%

Puts

Pseudo strike: 8.19
IV: 67.4%
B/E move: 2.2%

70Δ

Calls

Pseudo strike: 7.50
IV: 72.7%
B/E move: 2.1%

Puts

Pseudo strike: 8.29
IV: 65.3%
B/E move: 1.8%

75Δ

Calls

Pseudo strike: 7.37
IV: 72.6%
B/E move: 1.7%

Puts

Pseudo strike: 8.38
IV: 63.3%
B/E move: 1.3%

80Δ

Calls

Pseudo strike: 7.23
IV: 72.5%
B/E move: 1.3%

Puts

Pseudo strike: 8.48
IV: 61.2%
B/E move: 0.9%