Uranium Energy Corp. (UEC) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Uranium Energy Corp. (UEC) operates in the Energy sector, specifically the Uranium industry, with a market capitalization near $7.53B, listed on AMEX, employing roughly 94 people, carrying a beta of 1.18 to the broader market. Uranium Energy Corp. Led by Amir Adnani, public since 2007-04-05.
Snapshot as of May 15, 2026.
- Spot Price
- $13.77
- ATM IV
- 86.5%
- HV 20-Day
- 90.5%
- HV 60-Day
- 72.4%
- IV Rank
- 54.3%
- IV Percentile
- 67.9%
As of May 15, 2026, Uranium Energy Corp. (UEC) ATM implied volatility is 86.5%. 20-day realized volatility is 90.5%, producing an IV-HV spread of -4.1 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 54.3%.
How UEC iv/hv history Data Feeds Strategy Selection
Strategy selection on Uranium Energy Corp. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 86.5% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked UEC iv/hv history questions
- Is UEC options pricing rich or cheap right now?
- As of May 15, 2026, Uranium Energy Corp. (UEC) ATM IV is 86.5% against 20-day realized volatility of 90.5%. IV rank is 54.3%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the UEC variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. UEC is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does UEC IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. UEC's current rank of 54.3% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.