IntraAlpha
Create free account Start free

Sprott Uranium Miners ETF URNM

i

Market datapartial · fetched 2026-10-23T15:47:46.113Z

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 · 2026-10-23T15:47:43.652238134Z

FundamentalsAlpha Vantage · unavailable

Share price$41.35
1D+0.1%
$40.58$40.79$41.01$41.22$41.445:30 AM6:30 AM9:00 AM1:00 PMURNM
Sold putSold call

Sprott Uranium Miners ETF options

Live interpolated URNM call and put midpoint premiums by absolute delta.Sprott Uranium Miners ETF$0.38$2.04$3.71$5.37$7.03$33.99$38.73$43.48$48.22$52.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URNM spot · $41.35URNM PRICE$0.56$0.75$0.95$1.18$1.32$1.59$1.89$2.22$2.55$2.85$3.07$3.40$3.99$0.65$0.84$1.08$1.38$1.67$1.99$2.39$2.75$3.17$3.80$4.46$5.60$6.55
PutsExpensive1.13×
CallsExpensive1.05×
SkewBearish+4.22 pp
Implied moveBearish±$4.27
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.6446.6%14.2%37.2948.1%11.4%
25Δ45.6346.5%12.2%38.3745.7%9.2%
30Δ44.7546.4%10.5%39.1145.9%8.0%
35Δ43.9746.9%9.2%39.7847.1%7.1%
40Δ43.0643.1%7.3%40.4647.2%6.2%
45Δ42.4243.6%6.4%41.1547.0%5.3%
50Δ41.7944.3%5.6%41.8447.8%4.6%
55Δ41.1545.1%4.9%42.5247.1%3.8%
60Δ40.5144.7%4.1%43.2346.8%3.1%
65Δ39.8943.5%3.4%44.0748.4%2.6%
70Δ39.3640.7%2.6%44.9549.0%2.1%
75Δ38.7739.0%2.0%46.2552.6%1.7%
80Δ38.0240.0%1.6%47.4152.7%1.2%

20Δ

Calls
Pseudo strike
46.64
IV
46.6%
B/E move
14.2%
Puts
Pseudo strike
37.29
IV
48.1%
B/E move
11.4%

25Δ

Calls
Pseudo strike
45.63
IV
46.5%
B/E move
12.2%
Puts
Pseudo strike
38.37
IV
45.7%
B/E move
9.2%

30Δ

Calls
Pseudo strike
44.75
IV
46.4%
B/E move
10.5%
Puts
Pseudo strike
39.11
IV
45.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
43.97
IV
46.9%
B/E move
9.2%
Puts
Pseudo strike
39.78
IV
47.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
43.06
IV
43.1%
B/E move
7.3%
Puts
Pseudo strike
40.46
IV
47.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
42.42
IV
43.6%
B/E move
6.4%
Puts
Pseudo strike
41.15
IV
47.0%
B/E move
5.3%

50Δ

Calls
Pseudo strike
41.79
IV
44.3%
B/E move
5.6%
Puts
Pseudo strike
41.84
IV
47.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
41.15
IV
45.1%
B/E move
4.9%
Puts
Pseudo strike
42.52
IV
47.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
40.51
IV
44.7%
B/E move
4.1%
Puts
Pseudo strike
43.23
IV
46.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
39.89
IV
43.5%
B/E move
3.4%
Puts
Pseudo strike
44.07
IV
48.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
39.36
IV
40.7%
B/E move
2.6%
Puts
Pseudo strike
44.95
IV
49.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
38.77
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
46.25
IV
52.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
38.02
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
47.41
IV
52.7%
B/E move
1.2%

Options history

No recorded observations