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Sprott Uranium Miners ETF URNM

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Market datapartial · fetched 2026-10-22T16:19:01.390Z

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 · 2026-10-22T16:18:47.637724579Z

FundamentalsAlpha Vantage · unavailable

Share price$41.89
1D-1.8%
$41.41$41.74$42.08$42.42$42.755:30 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$0.48$1.65$2.81$3.98$5.15$34.99$39.72$44.45$49.17$53.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URNM spot · $41.88URNM PRICE$0.60$0.83$1.02$1.20$1.47$1.83$2.19$2.52$2.83$3.42$4.01$4.56$0.62$0.80$1.04$1.31$1.58$1.79$2.09$2.49$3.08$3.40$3.55$4.05$4.81
PutsFair0.98×
CallsExpensive1.21×
SkewBullish-7.67 pp
Implied moveBullish±$4.28
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.5248.0%14.9%38.1144.3%10.5%
25Δ46.7350.4%13.5%39.0142.9%8.8%
30Δ45.5948.6%11.3%39.7043.3%7.7%
35Δ44.5646.0%9.2%40.3743.6%6.7%
40Δ43.8046.5%8.1%41.0343.8%5.8%
45Δ43.1649.3%7.4%41.6741.7%4.8%
50Δ42.4450.5%6.6%42.3141.0%4.0%
55Δ41.7050.2%5.6%42.9441.8%3.4%
60Δ40.9648.7%4.5%43.7244.1%3.0%
65Δ40.1451.5%4.0%44.2842.6%2.4%
70Δ39.2952.7%3.4%44.7338.9%1.7%
75Δ38.4552.3%2.7%45.4437.9%1.2%
80Δ46.3538.7%0.8%

20Δ

Calls
Pseudo strike
47.52
IV
48.0%
B/E move
14.9%
Puts
Pseudo strike
38.11
IV
44.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
46.73
IV
50.4%
B/E move
13.5%
Puts
Pseudo strike
39.01
IV
42.9%
B/E move
8.8%

30Δ

Calls
Pseudo strike
45.59
IV
48.6%
B/E move
11.3%
Puts
Pseudo strike
39.70
IV
43.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
44.56
IV
46.0%
B/E move
9.2%
Puts
Pseudo strike
40.37
IV
43.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
43.80
IV
46.5%
B/E move
8.1%
Puts
Pseudo strike
41.03
IV
43.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
43.16
IV
49.3%
B/E move
7.4%
Puts
Pseudo strike
41.67
IV
41.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
42.44
IV
50.5%
B/E move
6.6%
Puts
Pseudo strike
42.31
IV
41.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
41.70
IV
50.2%
B/E move
5.6%
Puts
Pseudo strike
42.94
IV
41.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
40.96
IV
48.7%
B/E move
4.5%
Puts
Pseudo strike
43.72
IV
44.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
40.14
IV
51.5%
B/E move
4.0%
Puts
Pseudo strike
44.28
IV
42.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
39.29
IV
52.7%
B/E move
3.4%
Puts
Pseudo strike
44.73
IV
38.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
38.45
IV
52.3%
B/E move
2.7%
Puts
Pseudo strike
45.44
IV
37.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.35
IV
38.7%
B/E move
0.8%

Options history

No recorded observations