Sprott Uranium Miners ETF (URNM) Options History
Historical options analytics archive for URNM with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
URNM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for URNM. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 52.7% | 50.5% | $60.00 | $2.8M | -$209.8M | 1.70 |
| 2026-05 | 20 | 54.8% | 55.0% | $60.00 | $4.0M | -$346.9M | 0.87 |
| 2026-04 | 21 | 55.5% | 56.6% | $67.00 | $5.7M | -$470.0M | 0.64 |
| 2026-03 | 22 | 60.0% | 66.7% | $60.00 | $4.0M | -$412.1M | 0.73 |
| 2026-02 | 19 | 57.6% | 61.3% | $70.00 | $6.0M | -$596.3M | 0.46 |
| 2026-01 | 20 | 50.7% | 46.0% | $65.00 | $6.8M | -$676.7M | 0.26 |
This archive aggregates URNM's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how URNM option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 52.7%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.70.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked URNM history questions
- How much options history is available for URNM?
- This archive holds 67 months of URNM options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of URNM's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the URNM archive.
- What data does each monthly URNM aggregate contain?
- Every monthly row summarizes that month of URNM option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 52.7%, an average IV rank of 50.5%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.70.
- How is the URNM options-history archive built and how often does it update?
- The archive is derived from URNM's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how URNM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.