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 ±8.7% (87.95–104.81) · ATM IV 43.5% · P/C open interest 13.95

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
29.60	33.60			61.4%	0.99	0.0019	-0.009	65	0	0.9500		2	99.9%	-0.01	0.0019	-0.013
24.70	27.85				0.98	0.0030	-0.012	70	0	0.6600			78.0%	-0.02	0.0030	-0.015
20.45	22.90			48.0%	0.97	0.0050	-0.017	75	0	0.7500		6	65.7%	-0.03	0.0051	-0.019
15.30	17.85				0.95	0.0092	-0.025	80	0.0200	0.3800		9	45.4%	-0.05	0.0093	-0.027
13.70	15.70			33.3%	0.93	0.0120	-0.030	82	0.0300	0.5300	1	16.6K	43.5%	-0.07	0.0121	-0.032
12.75	14.70			32.7%	0.92	0.0137	-0.034	83	0.0100	0.7100	2	5	43.5%	-0.08	0.0138	-0.035
11.85	13.75			34.1%	0.90	0.0157	-0.038	84	0.2100	0.6400		11	42.6%	-0.10	0.0158	-0.039
11.15	12.80	20	13	37.5%	0.89	0.0178	-0.043	85	0.4100	0.7700	17	1,272	43.7%	-0.11	0.0180	-0.044
10.25	11.95			37.9%	0.87	0.0202	-0.048	86	0.5800	1.00		9	44.8%	-0.13	0.0203	-0.049
9.30	11.35		3	39.6%	0.84	0.0225	-0.053	87	0.7000	1.26		20	45.0%	-0.16	0.0227	-0.055
8.50	10.20			37.0%	0.82	0.0249	-0.059	88	0.8700	1.45		27	44.6%	-0.18	0.0251	-0.061
7.70	9.60			38.9%	0.79	0.0272	-0.065	89	1.07	1.75	1	11	44.8%	-0.21	0.0274	-0.067
7.35	9.55		6	46.5%	0.76	0.0293	-0.071	90	1.31	1.78	3	99	43.1%	-0.24	0.0296	-0.072
6.45	7.90			39.2%	0.73	0.0313	-0.076	91	1.65	2.11	1	28	43.7%	-0.28	0.0315	-0.077
6.20	7.20	1	1	41.8%	0.69	0.0330	-0.081	92	1.91	2.49	8	25	43.5%	-0.31	0.0333	-0.082
5.80	6.50		1	42.8%	0.66	0.0345	-0.085	93	2.26	2.94	3	445	43.9%	-0.34	0.0348	-0.086
5.10	5.95		7	42.5%	0.62	0.0357	-0.088	94	2.70	3.30	11	34	43.9%	-0.38	0.0360	-0.089
4.65	5.25	7	2	42.4%	0.58	0.0366	-0.090	95	3.25	3.75	3	209	44.5%	-0.42	0.0369	-0.091
4.15	4.80		8	42.9%	0.55	0.0372	-0.092	96	3.65	4.25		17	44.2%	-0.46	0.0375	-0.093
3.50	4.30		11	42.0%	0.51	0.0374	-0.092	97	4.10	5.05	2	157	45.4%	-0.49	0.0378	-0.093
3.25	3.90	4	27	43.2%	0.47	0.0374	-0.092	98	4.70	5.70		9	46.1%	-0.53	0.0378	-0.093
2.73	3.40		17	42.2%	0.44	0.0370	-0.091	99	5.25	6.50		118	47.0%	-0.57	0.0375	-0.092
2.67	3.10	26	163	44.2%	0.40	0.0364	-0.089	100	5.70	6.40		23	42.2%	-0.60	0.0368	-0.090
2.09	2.78	20	73	43.1%	0.37	0.0354	-0.087	101	6.55	7.70		7	46.7%	-0.64	0.0359	-0.088
1.92	2.46	25	62	43.8%	0.33	0.0342	-0.084	102	7.25	8.30		4	46.3%	-0.67	0.0348	-0.085
1.57	2.21	11	26	43.5%	0.30	0.0328	-0.080	103	7.55	9.20	4	2	45.0%	-0.70	0.0334	-0.081
1.46	1.96	2	28	44.3%	0.27	0.0312	-0.076	104	8.65	9.75		11	45.9%	-0.73	0.0318	-0.077
1.30	1.73	8	89	44.7%	0.25	0.0295	-0.073	105	9.00	10.95	4	34	45.9%	-0.76	0.0301	-0.073
1.03	1.55	6	27	44.4%	0.22	0.0276	-0.069	106	10.25	11.90		72	50.0%	-0.79	0.0283	-0.069
0.9500	1.36	4	79	45.0%	0.20	0.0258	-0.065	107	11.10	12.70	2		50.3%	-0.81	0.0264	-0.065
0.8000	1.20	1	27	45.1%	0.18	0.0239	-0.061	108	11.45	13.60		1	47.4%	-0.83	0.0246	-0.061
0.6100	1.07	5	8	44.8%	0.16	0.0221	-0.057	109	12.60	14.45			49.8%	-0.85	0.0228	-0.058
0.6200	0.9300	12	353	45.8%	0.14	0.0204	-0.054	110	13.65	15.35	5	28	51.7%	-0.86	0.0211	-0.054
0.5300	1.03		40	48.1%	0.13	0.0188	-0.051	111	14.40	16.25			51.0%	-0.88	0.0194	-0.051
0.3400	0.9700		76	47.7%	0.12	0.0174	-0.048	112	15.00	17.45			51.2%	-0.89	0.0180	-0.048
0.3300	0.8800		4	48.6%	0.11	0.0160	-0.046	113	16.25	18.55			56.6%	-0.90	0.0167	-0.045
0.2600	0.8000			48.9%	0.10	0.0148	-0.043	114	17.20	19.40			56.9%	-0.91	0.0154	-0.043
0.3500	0.5200	4	58	48.3%	0.09	0.0136	-0.041	115	17.90	20.20	4	7	53.5%	-0.92	0.0143	-0.041
0.0700	0.9400			51.9%	0.08	0.0126	-0.039	116	18.75	21.30			54.8%	-0.93	0.0134	-0.039
0.0600	0.7500		5	51.0%	0.08	0.0117	-0.037	117	19.75	22.30			56.6%	-0.93	0.0125	-0.037
0.0400	0.9900		2	55.8%	0.07	0.0108	-0.035	118	20.70	23.30			57.8%	-0.94	0.0117	-0.035
0.0300	0.7500			53.9%	0.07	0.0100	-0.034	119	21.70	24.25			58.9%	-0.95	0.0109	-0.034
0	0.4400	8	77	49.5%	0.06	0.0093	-0.032	120	22.35	25.10		1	52.0%	-0.95	0.0102	-0.032
0.0200	0.7500			57.0%	0.06	0.0087	-0.031	121	23.70	26.20			61.6%	-0.96	0.0097	-0.032
0	0.7500		45	62.9%	0.04	0.0066	-0.026	125	26.65	30.65			54.7%	-0.97	0.0079	-0.030
0	0.7500		43	70.2%	0.03	0.0048	-0.022	130	32.65	34.90			69.3%	-0.98	0.0057	-0.024
0	0.9500			80.8%	0.02	0.0036	-0.018	135	37.65	39.90			76.2%	-0.99	0.0040	-0.019

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 25, 2026

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

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CCJ option chain Cameco Corporation

Volatility smile — Sep 25, 2026

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