IntraAlpha
Create free account Start free

Sprott Funds Trust Sprott Junior Uranium Miners ETF URNJ

i

Market dataready · fetched 2026-11-12T03:09:23.761Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:08:16.502896612Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:09:23.423209+00:00

Share price$17.41
1D-0.5%
AH$17.32$17.43$17.54$17.65$17.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMURNJ
Sold putSold callAH

Sprott Funds Trust Sprott Junior Uranium Miners ETF options

Live interpolated URNJ call and put midpoint premiums by absolute delta.Sprott Funds Trust Sprott Junior Uranium Miners ETF$0.12$0.89$1.65$2.42$3.18$15.06$16.22$17.39$18.55$19.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive URNJ spot · $17.41URNJ PRICE$0.21$0.26$0.30$0.34$0.41$0.50$0.59$0.68$0.77$2.41$2.96$0.28$0.34$0.37$0.41$0.53$0.73$0.93$1.13$1.26$1.33$1.40$1.48$1.55
PutsExpensive1.05×
Calls——
Skew——
Implied moveBearish±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.2469.0%11.7%15.6488.0%11.8%
25Δ18.8868.4%9.9%16.1280.0%9.3%
30Δ18.5062.0%8.0%16.4870.8%7.5%
35Δ18.1255.5%6.0%16.8361.5%5.7%
40Δ17.8753.6%5.0%17.1360.4%4.6%
45Δ17.6853.8%4.4%17.3866.6%4.4%
50Δ17.4954.0%3.9%17.6372.9%4.1%
55Δ17.3054.2%3.3%17.8879.2%3.8%
60Δ17.1154.4%2.7%18.0979.1%3.4%
65Δ18.2573.2%2.8%
70Δ18.4267.2%2.3%
75Δ15.56122.2%3.2%18.5961.3%1.7%
80Δ14.92133.8%2.7%18.7655.4%1.1%

20Δ

Calls
Pseudo strike
19.24
IV
69.0%
B/E move
11.7%
Puts
Pseudo strike
15.64
IV
88.0%
B/E move
11.8%

25Δ

Calls
Pseudo strike
18.88
IV
68.4%
B/E move
9.9%
Puts
Pseudo strike
16.12
IV
80.0%
B/E move
9.3%

30Δ

Calls
Pseudo strike
18.50
IV
62.0%
B/E move
8.0%
Puts
Pseudo strike
16.48
IV
70.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
18.12
IV
55.5%
B/E move
6.0%
Puts
Pseudo strike
16.83
IV
61.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
17.87
IV
53.6%
B/E move
5.0%
Puts
Pseudo strike
17.13
IV
60.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
17.68
IV
53.8%
B/E move
4.4%
Puts
Pseudo strike
17.38
IV
66.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
17.49
IV
54.0%
B/E move
3.9%
Puts
Pseudo strike
17.63
IV
72.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
17.30
IV
54.2%
B/E move
3.3%
Puts
Pseudo strike
17.88
IV
79.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
17.11
IV
54.4%
B/E move
2.7%
Puts
Pseudo strike
18.09
IV
79.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.25
IV
73.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.42
IV
67.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
15.56
IV
122.2%
B/E move
3.2%
Puts
Pseudo strike
18.59
IV
61.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
14.92
IV
133.8%
B/E move
2.7%
Puts
Pseudo strike
18.76
IV
55.4%
B/E move
1.1%

Options history

IV · four-Friday blend58.16%
Daily EOD
URNJ54.0%56.3%58.5%2026-10-19: 58.07%2026-10-20: 57.09%2026-10-21: 54.61%2026-10-22: 54.48%2026-10-23: 54.35%2026-10-26: 55.31%2026-10-27: 55.39%2026-10-28: 56.19%2026-10-29: 55.04%2026-10-30: 58.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.07%
57.09%
54.61%
54.48%
54.35%
55.31%
55.39%
56.19%
55.04%
58.16%