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Uranium Royalty Corp. Common Stock UROY

ENERGY · URANIUM
i

Market dataready · fetched 2026-11-12T02:58:34.307Z

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 · 2026-11-12T00:57:57.740682789Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T02:58:33.962741+00:00

Share price$2.98
1D-4.5%
AH$2.96$3.01$3.05$3.09$3.135:30 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$0.18$0.33$0.47$0.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUROY PRICE$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.22$0.29$0.36$0.43$0.50$0.58$0.05$0.07$0.09$0.10$0.12$0.14
Puts——
CallsCheap0.78×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.49108.7%18.9%2.6293.0%13.9%
25Δ3.41107.0%16.9%2.6890.2%12.3%
30Δ3.34105.4%15.0%2.7587.5%10.7%
35Δ3.26103.7%13.0%2.8184.7%9.1%
40Δ3.18102.0%11.1%2.8881.9%7.5%
45Δ3.10100.3%9.1%2.9479.2%5.8%
50Δ3.0298.6%7.2%
55Δ2.94105.1%6.1%
60Δ2.85115.4%5.5%
65Δ2.76125.7%5.0%
70Δ2.68136.0%4.4%
75Δ2.59146.3%3.8%
80Δ2.50156.9%3.2%

20Δ

Calls
Pseudo strike
3.49
IV
108.7%
B/E move
18.9%
Puts
Pseudo strike
2.62
IV
93.0%
B/E move
13.9%

25Δ

Calls
Pseudo strike
3.41
IV
107.0%
B/E move
16.9%
Puts
Pseudo strike
2.68
IV
90.2%
B/E move
12.3%

30Δ

Calls
Pseudo strike
3.34
IV
105.4%
B/E move
15.0%
Puts
Pseudo strike
2.75
IV
87.5%
B/E move
10.7%

35Δ

Calls
Pseudo strike
3.26
IV
103.7%
B/E move
13.0%
Puts
Pseudo strike
2.81
IV
84.7%
B/E move
9.1%

40Δ

Calls
Pseudo strike
3.18
IV
102.0%
B/E move
11.1%
Puts
Pseudo strike
2.88
IV
81.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
3.10
IV
100.3%
B/E move
9.1%
Puts
Pseudo strike
2.94
IV
79.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
3.02
IV
98.6%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.94
IV
105.1%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.85
IV
115.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.76
IV
125.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.68
IV
136.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.59
IV
146.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.50
IV
156.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.29%
Daily EOD
UROY64.1%69.7%75.3%2026-10-19: 64.90%2026-10-20: 74.57%2026-10-21: 65.82%2026-10-22: 71.57%2026-10-23: 70.43%2026-10-26: 65.66%2026-10-27: 70.33%2026-10-28: 66.57%2026-10-29: 69.86%2026-10-30: 72.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.90%
74.57%
65.82%
71.57%
70.43%
65.66%
70.33%
66.57%
69.86%
72.29%