IntraAlpha
Create free account Start free

Sprott Funds Trust Sprott Junior Uranium Miners ETF URNJ

i

Market datapartial · fetched 2026-10-22T23:21:47.447Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:05:54.467693559Z

FundamentalsAlpha Vantage · unavailable

Share price$16.63
1D-3.5%
AH$16.58$16.77$16.96$17.15$17.345:30 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$0.28$1.03$1.78$2.53$3.27$12.88$15.44$18.00$20.56$23.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URNJ spot · $16.63URNJ PRICE$0.37$0.36$0.41$0.53$0.66$0.79$0.96$1.18$1.40$1.65$1.91$2.18$3.06$0.49$0.41$0.52$0.63$0.77$0.91$1.06$1.20$1.35$1.50$1.65$2.69$2.92
PutsCheap0.92×
CallsExpensive1.18×
SkewBullish-6.44 pp
Implied moveBearish±$2.01
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4176.0%25.0%14.0883.5%18.3%
25Δ18.8356.4%15.4%15.2154.2%11.0%
30Δ18.1650.0%11.7%15.5753.2%9.5%
35Δ17.7849.7%10.1%15.9352.2%8.0%
40Δ17.4851.5%9.1%16.2451.7%6.9%
45Δ17.1953.3%8.1%16.5551.3%6.0%
50Δ16.8755.5%7.2%16.8551.0%5.0%
55Δ16.5358.5%6.5%17.1449.9%4.2%
60Δ16.1861.4%5.8%17.4248.2%3.4%
65Δ15.8163.4%5.0%17.6946.4%2.7%
70Δ15.4064.1%4.1%17.9644.7%1.9%
75Δ14.9964.8%3.3%18.9960.4%2.0%
80Δ14.0982.0%3.1%19.3256.2%1.4%

20Δ

Calls
Pseudo strike
20.41
IV
76.0%
B/E move
25.0%
Puts
Pseudo strike
14.08
IV
83.5%
B/E move
18.3%

25Δ

Calls
Pseudo strike
18.83
IV
56.4%
B/E move
15.4%
Puts
Pseudo strike
15.21
IV
54.2%
B/E move
11.0%

30Δ

Calls
Pseudo strike
18.16
IV
50.0%
B/E move
11.7%
Puts
Pseudo strike
15.57
IV
53.2%
B/E move
9.5%

35Δ

Calls
Pseudo strike
17.78
IV
49.7%
B/E move
10.1%
Puts
Pseudo strike
15.93
IV
52.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
17.48
IV
51.5%
B/E move
9.1%
Puts
Pseudo strike
16.24
IV
51.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
17.19
IV
53.3%
B/E move
8.1%
Puts
Pseudo strike
16.55
IV
51.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
16.87
IV
55.5%
B/E move
7.2%
Puts
Pseudo strike
16.85
IV
51.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
16.53
IV
58.5%
B/E move
6.5%
Puts
Pseudo strike
17.14
IV
49.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
16.18
IV
61.4%
B/E move
5.8%
Puts
Pseudo strike
17.42
IV
48.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
15.81
IV
63.4%
B/E move
5.0%
Puts
Pseudo strike
17.69
IV
46.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
15.40
IV
64.1%
B/E move
4.1%
Puts
Pseudo strike
17.96
IV
44.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
14.99
IV
64.8%
B/E move
3.3%
Puts
Pseudo strike
18.99
IV
60.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
14.09
IV
82.0%
B/E move
3.1%
Puts
Pseudo strike
19.32
IV
56.2%
B/E move
1.4%

Options history

No recorded observations