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Sprott Uranium Miners ETF URNM

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Market datapartial · fetched 2026-11-13T10:48:54.309Z

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 · 2026-11-13T09:02:49.956519713Z

FundamentalsAlpha Vantage · unavailable

Share price$39.95
1D
Price history unavailable.

Sprott Uranium Miners ETF options

Live interpolated URNM call and put midpoint premiums by absolute delta.Sprott Uranium Miners ETF$0.21$1.47$2.73$3.98$5.24$36.37$38.58$40.80$43.01$45.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URNM spot · $39.95URNM PRICE$0.43$0.52$0.64$0.85$1.07$1.25$1.42$1.74$2.13$2.72$3.38$4.09$4.88$0.35$0.45$0.56$0.66$0.79$0.92$1.06$1.23$1.40$1.58$1.70$1.82$1.95
PutsFair0.96×
CallsExpensive1.45×
SkewBullish-31.71 pp
Implied moveBullish±$2.48
TiltBullish26.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.8273.9%10.8%37.6553.1%6.6%
25Δ42.7366.1%8.3%38.1353.0%5.7%
30Δ42.0463.8%6.8%38.5950.9%4.8%
35Δ41.6067.0%6.3%39.0448.9%3.9%
40Δ41.1770.6%5.7%39.3847.9%3.4%
45Δ40.6970.5%5.0%39.7246.8%2.9%
50Δ40.1768.1%4.1%40.0645.9%2.4%
55Δ39.6570.9%3.6%40.3745.2%2.0%
60Δ39.1376.3%3.3%40.6944.6%1.7%
65Δ38.4485.0%3.0%41.0043.9%1.3%
70Δ37.6593.4%2.7%41.2340.9%1.1%
75Δ36.7798.8%2.3%41.4538.0%0.8%
80Δ35.78102.0%1.8%41.6835.0%0.6%

20Δ

Calls
Pseudo strike
43.82
IV
73.9%
B/E move
10.8%
Puts
Pseudo strike
37.65
IV
53.1%
B/E move
6.6%

25Δ

Calls
Pseudo strike
42.73
IV
66.1%
B/E move
8.3%
Puts
Pseudo strike
38.13
IV
53.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
42.04
IV
63.8%
B/E move
6.8%
Puts
Pseudo strike
38.59
IV
50.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
41.60
IV
67.0%
B/E move
6.3%
Puts
Pseudo strike
39.04
IV
48.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
41.17
IV
70.6%
B/E move
5.7%
Puts
Pseudo strike
39.38
IV
47.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
40.69
IV
70.5%
B/E move
5.0%
Puts
Pseudo strike
39.72
IV
46.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
40.17
IV
68.1%
B/E move
4.1%
Puts
Pseudo strike
40.06
IV
45.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.65
IV
70.9%
B/E move
3.6%
Puts
Pseudo strike
40.37
IV
45.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
39.13
IV
76.3%
B/E move
3.3%
Puts
Pseudo strike
40.69
IV
44.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
38.44
IV
85.0%
B/E move
3.0%
Puts
Pseudo strike
41.00
IV
43.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
37.65
IV
93.4%
B/E move
2.7%
Puts
Pseudo strike
41.23
IV
40.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
36.77
IV
98.8%
B/E move
2.3%
Puts
Pseudo strike
41.45
IV
38.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
35.78
IV
102.0%
B/E move
1.8%
Puts
Pseudo strike
41.68
IV
35.0%
B/E move
0.6%

Options history

IV · four-Friday blend48.37%
Daily EOD
URNM44.6%46.6%48.6%2026-10-19: 45.87%2026-10-20: 45.62%2026-10-21: 44.91%2026-10-22: 45.88%2026-10-23: 46.34%2026-10-26: 46.15%2026-10-27: 45.47%2026-10-28: 46.34%2026-10-29: 45.64%2026-10-30: 48.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.87%
45.62%
44.91%
45.88%
46.34%
46.15%
45.47%
46.34%
45.64%
48.37%