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Uranium Royalty Corp UROY

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-22T23:30:26.063Z

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 · 2026-10-22T23:11:29.180975352Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T23:23:20.724249+00:00

Share price$3.37
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 options

Live interpolated UROY call and put midpoint premiums by absolute delta.Uranium Royalty Corp$0.04$0.29$0.55$0.80$1.05$2.44$2.98$3.52$4.07$4.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UROY spot · $3.37UROY PRICE$0.07$0.09$0.12$0.14$0.17$0.19$0.24$0.30$0.36$0.42$0.48$0.56$0.68$0.12$0.15$0.18$0.20$0.22$0.24$0.25$0.27$0.38$0.50$0.63$0.77$0.98
PutsFair1.02×
CallsExpensive1.10×
SkewBearish+2.77 pp
Implied moveBalanced±$0.50
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.1272.2%24.3%2.7894.0%21.1%
25Δ3.9468.3%19.5%2.9293.5%18.0%
30Δ3.8467.8%17.2%3.0490.1%15.2%
35Δ3.7367.4%15.0%3.1383.3%13.1%
40Δ3.6366.9%12.7%3.2276.4%11.0%
45Δ3.5366.4%10.4%3.3169.5%8.9%
50Δ3.4368.6%9.1%3.3962.7%6.8%
55Δ3.3471.8%8.1%3.4855.8%4.7%
60Δ3.2575.0%7.2%3.6160.2%4.0%
65Δ3.1678.2%6.2%3.7567.2%3.6%
70Δ3.0681.4%5.3%3.8974.2%3.1%
75Δ2.9584.5%4.3%4.0580.5%2.7%
80Δ2.8087.4%3.4%4.2884.2%2.0%

20Δ

Calls
Pseudo strike
4.12
IV
72.2%
B/E move
24.3%
Puts
Pseudo strike
2.78
IV
94.0%
B/E move
21.1%

25Δ

Calls
Pseudo strike
3.94
IV
68.3%
B/E move
19.5%
Puts
Pseudo strike
2.92
IV
93.5%
B/E move
18.0%

30Δ

Calls
Pseudo strike
3.84
IV
67.8%
B/E move
17.2%
Puts
Pseudo strike
3.04
IV
90.1%
B/E move
15.2%

35Δ

Calls
Pseudo strike
3.73
IV
67.4%
B/E move
15.0%
Puts
Pseudo strike
3.13
IV
83.3%
B/E move
13.1%

40Δ

Calls
Pseudo strike
3.63
IV
66.9%
B/E move
12.7%
Puts
Pseudo strike
3.22
IV
76.4%
B/E move
11.0%

45Δ

Calls
Pseudo strike
3.53
IV
66.4%
B/E move
10.4%
Puts
Pseudo strike
3.31
IV
69.5%
B/E move
8.9%

50Δ

Calls
Pseudo strike
3.43
IV
68.6%
B/E move
9.1%
Puts
Pseudo strike
3.39
IV
62.7%
B/E move
6.8%

55Δ

Calls
Pseudo strike
3.34
IV
71.8%
B/E move
8.1%
Puts
Pseudo strike
3.48
IV
55.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
3.25
IV
75.0%
B/E move
7.2%
Puts
Pseudo strike
3.61
IV
60.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
3.16
IV
78.2%
B/E move
6.2%
Puts
Pseudo strike
3.75
IV
67.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
3.06
IV
81.4%
B/E move
5.3%
Puts
Pseudo strike
3.89
IV
74.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
2.95
IV
84.5%
B/E move
4.3%
Puts
Pseudo strike
4.05
IV
80.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
2.80
IV
87.4%
B/E move
3.4%
Puts
Pseudo strike
4.28
IV
84.2%
B/E move
2.0%

Options history

No recorded observations