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Uranium Royalty Corp. Common Stock UROY

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Market datapartial · fetched 2026-10-22T22:26:18.584Z

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 · 2026-10-22T21:31:22.777324373Z

FundamentalsAlpha Vantage · unavailable

Share price$3.39
1D-1.2%
AH$3.32$3.34$3.37$3.40$3.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUROY
Sold putSold callAH

Uranium Royalty Corp. Common Stock options

Live interpolated UROY call and put midpoint premiums by absolute delta.Uranium Royalty Corp. Common Stock$0.04$0.32$0.61$0.89$1.17$2.42$2.97$3.51$4.06$4.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UROY spot · $3.39UROY PRICE$0.07$0.09$0.11$0.14$0.16$0.19$0.23$0.29$0.35$0.41$0.47$0.52$0.64$0.12$0.16$0.19$0.20$0.22$0.24$0.26$0.30$0.43$0.56$0.69$0.88$1.09
PutsExpensive1.07×
CallsFair1.05×
SkewBearish+9.91 pp
Implied moveBearish±$0.49
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.1371.1%23.9%2.7995.4%21.4%
25Δ3.9466.7%19.0%2.9395.0%18.1%
30Δ3.8466.0%16.8%3.0591.0%15.5%
35Δ3.7465.4%14.5%3.1583.9%13.2%
40Δ3.6464.7%12.3%3.2476.9%11.0%
45Δ3.5464.1%10.1%3.3369.9%8.8%
50Δ3.4565.3%8.6%3.4362.9%6.6%
55Δ3.3668.0%7.7%3.5359.2%4.8%
60Δ3.2770.6%6.8%3.6766.8%4.4%
65Δ3.1873.3%5.8%3.8274.4%3.9%
70Δ3.0976.0%4.9%3.9682.0%3.5%
75Δ3.0078.7%4.0%4.1787.8%2.9%
80Δ2.8679.4%3.2%4.4192.9%2.2%

20Δ

Calls
Pseudo strike
4.13
IV
71.1%
B/E move
23.9%
Puts
Pseudo strike
2.79
IV
95.4%
B/E move
21.4%

25Δ

Calls
Pseudo strike
3.94
IV
66.7%
B/E move
19.0%
Puts
Pseudo strike
2.93
IV
95.0%
B/E move
18.1%

30Δ

Calls
Pseudo strike
3.84
IV
66.0%
B/E move
16.8%
Puts
Pseudo strike
3.05
IV
91.0%
B/E move
15.5%

35Δ

Calls
Pseudo strike
3.74
IV
65.4%
B/E move
14.5%
Puts
Pseudo strike
3.15
IV
83.9%
B/E move
13.2%

40Δ

Calls
Pseudo strike
3.64
IV
64.7%
B/E move
12.3%
Puts
Pseudo strike
3.24
IV
76.9%
B/E move
11.0%

45Δ

Calls
Pseudo strike
3.54
IV
64.1%
B/E move
10.1%
Puts
Pseudo strike
3.33
IV
69.9%
B/E move
8.8%

50Δ

Calls
Pseudo strike
3.45
IV
65.3%
B/E move
8.6%
Puts
Pseudo strike
3.43
IV
62.9%
B/E move
6.6%

55Δ

Calls
Pseudo strike
3.36
IV
68.0%
B/E move
7.7%
Puts
Pseudo strike
3.53
IV
59.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
3.27
IV
70.6%
B/E move
6.8%
Puts
Pseudo strike
3.67
IV
66.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
3.18
IV
73.3%
B/E move
5.8%
Puts
Pseudo strike
3.82
IV
74.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
3.09
IV
76.0%
B/E move
4.9%
Puts
Pseudo strike
3.96
IV
82.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
3.00
IV
78.7%
B/E move
4.0%
Puts
Pseudo strike
4.17
IV
87.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
2.86
IV
79.4%
B/E move
3.2%
Puts
Pseudo strike
4.41
IV
92.9%
B/E move
2.2%

Options history

No recorded observations