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Sprott Uranium Miners ETF URNM

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Market datapartial · fetched 2026-10-22T23:52:05.863Z

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 · 2026-10-22T22:30:00.003393029Z

FundamentalsAlpha Vantage · unavailable

Share price$41.54
1D-2.9%
AH$41.27$41.64$42.02$42.39$42.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMURNM
Sold putSold callAH

Sprott Uranium Miners ETF options

Live interpolated URNM call and put midpoint premiums by absolute delta.Sprott Uranium Miners ETF$0.45$1.88$3.30$4.73$6.16$34.75$39.28$43.82$48.35$52.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URNM spot · $41.54URNM PRICE$0.61$0.77$0.95$1.18$1.42$1.77$2.26$2.56$2.79$3.00$4.07$4.81$5.52$0.60$0.79$1.02$1.30$1.70$1.91$1.95$2.42$3.15$3.75$3.85$4.00$5.75
PutsFair1.03×
CallsExpensive1.21×
SkewBullish-6.35 pp
Implied moveBullish±$4.20
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.3049.2%15.3%37.8343.5%10.4%
25Δ46.0047.3%12.6%38.7142.2%8.7%
30Δ44.9245.3%10.4%39.4142.6%7.6%
35Δ44.1645.7%9.1%40.0443.8%6.7%
40Δ43.4145.5%7.9%40.6746.5%6.2%
45Δ42.7347.6%7.1%41.3045.0%5.2%
50Δ42.1152.7%6.8%41.9039.0%3.8%
55Δ41.3751.5%5.7%42.5840.6%3.3%
60Δ40.6548.5%4.6%43.4345.4%3.1%
65Δ40.0045.1%3.5%44.1947.0%2.6%
70Δ38.9054.3%3.5%44.6042.3%1.9%
75Δ37.9156.1%2.9%45.0537.9%1.2%
80Δ36.9454.5%2.2%46.8944.8%1.0%

20Δ

Calls
Pseudo strike
47.30
IV
49.2%
B/E move
15.3%
Puts
Pseudo strike
37.83
IV
43.5%
B/E move
10.4%

25Δ

Calls
Pseudo strike
46.00
IV
47.3%
B/E move
12.6%
Puts
Pseudo strike
38.71
IV
42.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
44.92
IV
45.3%
B/E move
10.4%
Puts
Pseudo strike
39.41
IV
42.6%
B/E move
7.6%

35Δ

Calls
Pseudo strike
44.16
IV
45.7%
B/E move
9.1%
Puts
Pseudo strike
40.04
IV
43.8%
B/E move
6.7%

40Δ

Calls
Pseudo strike
43.41
IV
45.5%
B/E move
7.9%
Puts
Pseudo strike
40.67
IV
46.5%
B/E move
6.2%

45Δ

Calls
Pseudo strike
42.73
IV
47.6%
B/E move
7.1%
Puts
Pseudo strike
41.30
IV
45.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
42.11
IV
52.7%
B/E move
6.8%
Puts
Pseudo strike
41.90
IV
39.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
41.37
IV
51.5%
B/E move
5.7%
Puts
Pseudo strike
42.58
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
40.65
IV
48.5%
B/E move
4.6%
Puts
Pseudo strike
43.43
IV
45.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
40.00
IV
45.1%
B/E move
3.5%
Puts
Pseudo strike
44.19
IV
47.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
38.90
IV
54.3%
B/E move
3.5%
Puts
Pseudo strike
44.60
IV
42.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
37.91
IV
56.1%
B/E move
2.9%
Puts
Pseudo strike
45.05
IV
37.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
36.94
IV
54.5%
B/E move
2.2%
Puts
Pseudo strike
46.89
IV
44.8%
B/E move
1.0%

Options history

No recorded observations