IntraAlpha
Create free account Start free

Sprott Funds Trust Sprott Junior Uranium Miners ETF URNJ

i

Market dataready · fetched 2026-11-03T22:33:26.457Z

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 · 2026-11-03T21:00:00.639683152Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:33:24.641949+00:00

Share price$16.65
1D-1.9%
AH$16.57$16.71$16.85$16.99$17.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMURNJ
Sold putSold callAH

Sprott Funds Trust Sprott Junior Uranium Miners ETF options

Live interpolated URNJ call and put midpoint premiums by absolute delta.Sprott Funds Trust Sprott Junior Uranium Miners ETF$0.20$0.64$1.08$1.52$1.95$13.62$15.14$16.67$18.19$19.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URNJ spot · $16.65URNJ PRICE$0.25$0.28$0.36$0.45$0.55$0.65$0.87$1.13$1.39$1.57$1.65$1.74$1.83$0.35$0.39$0.43$0.48$0.57$0.66$0.75$0.84$0.97$1.10$1.22$1.35$1.49
PutsCheap0.76×
CallsCheap0.93×
SkewBullish-12.17 pp
Implied moveBullish±$1.62
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0166.2%15.6%14.5682.3%14.7%
25Δ18.3157.1%11.7%15.2169.2%11.0%
30Δ17.8553.7%9.4%15.6759.7%8.4%
35Δ17.5954.7%8.4%16.0652.4%6.4%
40Δ17.3355.7%7.4%16.2951.1%5.6%
45Δ17.0756.8%6.4%16.5249.7%4.7%
50Δ16.7762.7%6.0%16.7548.4%3.9%
55Δ16.4770.5%5.7%16.9847.0%3.1%
60Δ16.1678.2%5.4%17.1945.7%2.6%
65Δ15.8879.2%4.8%17.3944.3%2.1%
70Δ15.6372.6%3.8%17.6042.9%1.7%
75Δ15.3866.0%2.8%17.8041.6%1.2%
80Δ15.1359.4%1.9%18.0240.3%0.7%

20Δ

Calls
Pseudo strike
19.01
IV
66.2%
B/E move
15.6%
Puts
Pseudo strike
14.56
IV
82.3%
B/E move
14.7%

25Δ

Calls
Pseudo strike
18.31
IV
57.1%
B/E move
11.7%
Puts
Pseudo strike
15.21
IV
69.2%
B/E move
11.0%

30Δ

Calls
Pseudo strike
17.85
IV
53.7%
B/E move
9.4%
Puts
Pseudo strike
15.67
IV
59.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
17.59
IV
54.7%
B/E move
8.4%
Puts
Pseudo strike
16.06
IV
52.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
17.33
IV
55.7%
B/E move
7.4%
Puts
Pseudo strike
16.29
IV
51.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
17.07
IV
56.8%
B/E move
6.4%
Puts
Pseudo strike
16.52
IV
49.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
16.77
IV
62.7%
B/E move
6.0%
Puts
Pseudo strike
16.75
IV
48.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
16.47
IV
70.5%
B/E move
5.7%
Puts
Pseudo strike
16.98
IV
47.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.16
IV
78.2%
B/E move
5.4%
Puts
Pseudo strike
17.19
IV
45.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
15.88
IV
79.2%
B/E move
4.8%
Puts
Pseudo strike
17.39
IV
44.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
15.63
IV
72.6%
B/E move
3.8%
Puts
Pseudo strike
17.60
IV
42.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
15.38
IV
66.0%
B/E move
2.8%
Puts
Pseudo strike
17.80
IV
41.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
15.13
IV
59.4%
B/E move
1.9%
Puts
Pseudo strike
18.02
IV
40.3%
B/E move
0.7%

Options history

IV · four-Friday blend58.16%
Daily EOD
URNJ54.0%56.3%58.5%2026-10-19: 58.07%2026-10-20: 57.09%2026-10-21: 54.61%2026-10-22: 54.48%2026-10-23: 54.35%2026-10-26: 55.31%2026-10-27: 55.39%2026-10-28: 56.19%2026-10-29: 55.04%2026-10-30: 58.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.07%
57.09%
54.61%
54.48%
54.35%
55.31%
55.39%
56.19%
55.04%
58.16%