CCJ option chain Cameco Corporation

Expiration Cboe delayed options data · as of 00:33 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±7.1% (89.49–103.27) · ATM IV 42.7% · P/C open interest 0.84

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
46.15	47.25		99	158.2%	1.00	0.0002	0.000	50	0	0.2000		60	143.2%	-0.00	0.0002	-0.004
39.95	42.50		90		1.00	0.0004	0.000	55	0	0.6500		286	149.9%	-0.00	0.0004	-0.004
34.90	37.50		14		1.00	0.0006	-0.001	60	0	0.7000		143	131.4%	-0.00	0.0006	-0.005
29.90	32.50		43		0.99	0.0010	-0.003	65	0	0.5100		318	105.8%	-0.01	0.0010	-0.007
24.90	27.55		135		0.99	0.0018	-0.006	70	0.0100	0.0800		1,193	67.7%	-0.01	0.0018	-0.009
19.85	22.50		111		0.98	0.0033	-0.010	75	0	0.0900	1	3,255	54.6%	-0.02	0.0033	-0.013
15.20	17.20	1	209		0.97	0.0070	-0.019	80	0.0300	0.2100	6	16.5K	49.3%	-0.03	0.0070	-0.021
10.60	12.40		452		0.92	0.0161	-0.037	85	0.1000	0.4300	2	3,607	42.2%	-0.08	0.0162	-0.039
8.85	10.70			33.6%	0.89	0.0222	-0.050	87	0.3800	0.5900	1	5	42.6%	-0.11	0.0223	-0.051
8.00	10.25			40.6%	0.86	0.0256	-0.058	88	0.4700	0.8200	31	25	43.0%	-0.14	0.0258	-0.059
7.20	9.10			37.6%	0.83	0.0292	-0.066	89	0.7100	0.9000	6	208	42.6%	-0.17	0.0294	-0.067
6.50	7.90		753	35.1%	0.80	0.0327	-0.075	90	0.8600	1.12	50	3,324	42.2%	-0.20	0.0329	-0.076
6.25	7.35			41.8%	0.76	0.0359	-0.083	91	1.02	1.40	6	35	41.8%	-0.24	0.0361	-0.084
5.75	6.50			42.4%	0.72	0.0388	-0.090	92	1.28	1.71	3	27	41.8%	-0.28	0.0390	-0.092
5.10	5.75		4	42.0%	0.68	0.0412	-0.097	93	1.76	2.03		36	42.8%	-0.32	0.0415	-0.098
4.25	5.10		2	40.4%	0.64	0.0432	-0.102	94	2.11	2.40	2	33	42.6%	-0.37	0.0435	-0.103
4.10	4.60	72	1,922	43.7%	0.59	0.0446	-0.106	95	2.53	2.83	40	11.8K	42.6%	-0.41	0.0450	-0.107
3.35	4.05	46	4	42.2%	0.55	0.0454	-0.109	96	2.98	3.40	46	105	43.1%	-0.46	0.0458	-0.110
2.83	3.50	1		41.6%	0.50	0.0457	-0.110	97	3.40	3.85		32	42.1%	-0.50	0.0461	-0.110
2.51	3.00	2	4	42.0%	0.46	0.0454	-0.109	98	4.05	4.45		67	42.9%	-0.55	0.0459	-0.110
2.14	2.70	6	36	42.7%	0.41	0.0446	-0.107	99	4.50	5.05	13	17	41.9%	-0.59	0.0451	-0.108
1.99	2.37	88	8,284	44.2%	0.37	0.0432	-0.103	100	5.30	5.70	40	4,402	42.9%	-0.64	0.0437	-0.104
1.54	1.98	1	7	42.8%	0.33	0.0414	-0.099	101	6.00	7.05	5	44	47.5%	-0.68	0.0419	-0.100
1.29	1.78	1	34	43.5%	0.29	0.0392	-0.093	102	6.65	7.30	2	34	43.7%	-0.72	0.0397	-0.094
1.09	1.52	51	26	43.8%	0.26	0.0367	-0.088	103	7.25	8.95		11	49.3%	-0.75	0.0372	-0.088
0.9000	1.24	3	25	43.4%	0.22	0.0340	-0.081	104	8.00	9.75	1	1,542	49.4%	-0.78	0.0345	-0.082
0.8000	1.00	69	2,324	43.6%	0.19	0.0312	-0.075	105	8.80	9.95	15	1,274	44.2%	-0.81	0.0317	-0.075
0.5700	0.9500	12	41	43.9%	0.17	0.0283	-0.069	106	9.95	11.05	16	226	49.5%	-0.84	0.0289	-0.069
0.5400	0.8400	1	508	45.3%	0.15	0.0256	-0.063	107	10.65	11.80	9	57	47.1%	-0.86	0.0261	-0.063
0.4400	0.7700	16	195	46.1%	0.13	0.0231	-0.058	108	11.50	13.00	3	4	50.4%	-0.88	0.0236	-0.058
0.3100	0.7100	2	329	46.4%	0.11	0.0207	-0.053	109	12.55	14.15		113	55.3%	-0.90	0.0213	-0.053
0.3500	0.4600	80	21.8K	46.0%	0.10	0.0185	-0.049	110	13.35	15.10	3	1,088	55.2%	-0.91	0.0193	-0.048
0.1500	0.5100		44	46.0%	0.09	0.0165	-0.044	111	14.25	16.05			56.0%	-0.92	0.0175	-0.044
0.1700	0.5200	4	1,529	48.7%	0.07	0.0148	-0.041	112	14.70	17.35		2	55.2%	-0.94	0.0158	-0.041
0.1500	0.2500	9	6	45.2%	0.07	0.0132	-0.037	113	15.75	18.20		2	56.1%	-0.94	0.0142	-0.039
0.1500	0.5200	9	15	52.6%	0.06	0.0118	-0.034	114	16.70	19.20			57.6%	-0.95	0.0129	-0.037
0.0500	0.4800	11	2,055	52.0%	0.05	0.0105	-0.031	115	18.50	20.00	4	1,272	65.0%	-0.96	0.0120	-0.034
0.0100	0.5000	2	3	53.6%	0.05	0.0094	-0.029	116	18.80	21.05			61.2%	-0.97	0.0109	-0.032
0.0300	0.4900		3	55.8%	0.04	0.0084	-0.026	117	19.70	22.25			65.0%	-0.97	0.0100	-0.029
0.0100	0.4200		26	55.6%	0.04	0.0076	-0.024	118	20.70	23.25			67.1%	-0.98	0.0091	-0.028
0	0.4000		26	56.7%	0.03	0.0068	-0.022	119	21.70	24.25			69.2%	-0.98	0.0081	-0.025
0.0500	0.2000	33	1,760	53.9%	0.03	0.0061	-0.020	120	22.60	25.10		469	66.6%	-0.99	0.0072	-0.021
0	0.3600		1	59.1%	0.03	0.0055	-0.019	121	23.65	26.20			71.5%	-0.99	0.0064	-0.018
0.0300	0.1000		1,464	56.4%	0.02	0.0037	-0.014	125	27.95	30.05		4	82.0%	-1.00	0.0026	-0.013
0	0.2600	2	5,657	70.2%	0.01	0.0023	-0.009	130	32.95	35.00		18	90.3%	-1.00	0.0004	-0.012
0	0.2800		861	78.3%	0.01	0.0015	-0.007	135	37.65	40.20			96.9%	-1.00	0.0000	-0.012
0	0.2500	2	900	83.9%	0.00	0.0010	-0.005	140	42.85	45.10		26	107.3%	-1.00	0.0000	-0.012

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Sep 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

CCJ option chain Cameco Corporation

Volatility smile — Sep 18, 2026

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Energy