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Sprott Uranium Miners ETF URNM

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Market datapartial · fetched 2026-10-22T20:32:21.336Z

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 · 2026-10-22T20:32:01.301015552Z

FundamentalsAlpha Vantage · unavailable

Share price$41.43
1D-2.4%
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$0.44$1.87$3.30$4.73$6.15$34.80$39.32$43.84$48.36$52.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URNM spot · $41.43URNM PRICE$0.61$0.78$0.96$1.20$1.44$1.82$2.31$2.59$2.83$3.24$4.23$4.99$5.74$0.59$0.77$1.00$1.26$1.64$1.91$1.94$2.28$2.89$3.72$3.81$3.91$4.91
PutsFair1.00×
CallsExpensive1.25×
SkewBullish-9.18 pp
Implied moveBullish±$4.25
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.2750.0%15.6%37.7543.0%10.3%
25Δ45.9548.0%12.8%38.6541.6%8.6%
30Δ44.8846.2%10.6%39.3541.7%7.4%
35Δ44.1046.6%9.3%39.9642.7%6.6%
40Δ43.3446.4%8.1%40.5945.2%6.0%
45Δ42.6649.2%7.4%41.1944.9%5.2%
50Δ42.0454.4%7.1%41.7739.1%3.9%
55Δ41.2652.4%5.8%42.4138.6%3.1%
60Δ40.5349.3%4.7%43.1442.1%2.8%
65Δ39.7648.9%3.8%44.0846.7%2.6%
70Δ38.7056.7%3.6%44.4542.1%1.9%
75Δ37.6858.1%3.0%44.8337.5%1.2%
80Δ36.6557.1%2.3%46.0138.9%0.8%

20Δ

Calls
Pseudo strike
47.27
IV
50.0%
B/E move
15.6%
Puts
Pseudo strike
37.75
IV
43.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
45.95
IV
48.0%
B/E move
12.8%
Puts
Pseudo strike
38.65
IV
41.6%
B/E move
8.6%

30Δ

Calls
Pseudo strike
44.88
IV
46.2%
B/E move
10.6%
Puts
Pseudo strike
39.35
IV
41.7%
B/E move
7.4%

35Δ

Calls
Pseudo strike
44.10
IV
46.6%
B/E move
9.3%
Puts
Pseudo strike
39.96
IV
42.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
43.34
IV
46.4%
B/E move
8.1%
Puts
Pseudo strike
40.59
IV
45.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
42.66
IV
49.2%
B/E move
7.4%
Puts
Pseudo strike
41.19
IV
44.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
42.04
IV
54.4%
B/E move
7.1%
Puts
Pseudo strike
41.77
IV
39.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
41.26
IV
52.4%
B/E move
5.8%
Puts
Pseudo strike
42.41
IV
38.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
40.53
IV
49.3%
B/E move
4.7%
Puts
Pseudo strike
43.14
IV
42.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
39.76
IV
48.9%
B/E move
3.8%
Puts
Pseudo strike
44.08
IV
46.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
38.70
IV
56.7%
B/E move
3.6%
Puts
Pseudo strike
44.45
IV
42.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
37.68
IV
58.1%
B/E move
3.0%
Puts
Pseudo strike
44.83
IV
37.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
36.65
IV
57.1%
B/E move
2.3%
Puts
Pseudo strike
46.01
IV
38.9%
B/E move
0.8%

Options history

No recorded observations