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 ±9.9% (86.81–105.95) · ATM IV 43.4% · P/C open interest 14.93

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
30.40	32.90				0.98	0.0021	-0.008	65	0	0.9500			87.6%	-0.02	0.0021	-0.012
25.40	28.10			52.4%	0.98	0.0033	-0.010	70	0	0.7500			70.3%	-0.02	0.0033	-0.014
20.20	22.85				0.96	0.0055	-0.015	75	0	0.7500			57.8%	-0.04	0.0055	-0.018
15.35	17.80				0.94	0.0100	-0.024	80	0.0900	0.5700	5	12.2K	44.4%	-0.07	0.0100	-0.026
11.40	13.20			38.0%	0.86	0.0181	-0.042	85	0.7200	1.12	3	41	44.3%	-0.14	0.0182	-0.043
10.55	12.40		1	38.5%	0.84	0.0200	-0.046	86	0.6600	1.24	1	8	42.0%	-0.16	0.0201	-0.048
9.80	11.75			40.4%	0.82	0.0218	-0.051	87	1.07	1.38	1	6	43.2%	-0.18	0.0220	-0.052
9.10	10.80			40.0%	0.80	0.0236	-0.055	88	1.26	1.64	2	8	43.1%	-0.21	0.0238	-0.057
8.35	9.95			39.5%	0.77	0.0253	-0.060	89	1.57	1.93		5	43.7%	-0.23	0.0255	-0.061
8.35	9.25			43.8%	0.74	0.0269	-0.064	90	1.83	2.20	13	150	43.4%	-0.26	0.0271	-0.065
7.15	8.40			40.1%	0.71	0.0283	-0.068	91	2.16	2.54		73	43.6%	-0.29	0.0286	-0.069
6.85	7.85		3	42.6%	0.68	0.0296	-0.071	92	2.47	2.89	1	12	43.4%	-0.32	0.0299	-0.072
6.40	7.10		5	42.8%	0.65	0.0306	-0.074	93	2.80	3.35	1	20	43.5%	-0.35	0.0310	-0.075
5.70	6.70		2	43.1%	0.62	0.0315	-0.077	94	3.25	3.75	1	7	43.6%	-0.39	0.0318	-0.078
5.30	6.10		3	43.5%	0.58	0.0322	-0.078	95	3.70	4.45	23	48	44.7%	-0.42	0.0325	-0.080
4.65	5.45		14	42.3%	0.55	0.0326	-0.080	96	4.25	4.80		42	44.4%	-0.45	0.0330	-0.081
4.30	5.05		2	43.3%	0.52	0.0328	-0.080	97	4.70	5.30		94	44.0%	-0.49	0.0332	-0.081
3.80	4.60		1	43.1%	0.49	0.0328	-0.080	98	5.25	5.80	2	10	43.8%	-0.52	0.0332	-0.081
3.45	4.15		4	43.2%	0.45	0.0326	-0.080	99	5.80	6.40		10	43.7%	-0.55	0.0331	-0.081
3.00	3.80	21	107	43.1%	0.42	0.0322	-0.079	100	6.45	7.20	1	7	44.7%	-0.58	0.0327	-0.080
2.79	3.45	1	9	43.8%	0.39	0.0316	-0.078	101	7.05	7.85	2	4	44.6%	-0.61	0.0321	-0.078
2.41	3.15	6	14	43.7%	0.36	0.0308	-0.076	102	7.80	9.00		4	47.2%	-0.64	0.0314	-0.077
2.22	2.72		8	43.6%	0.33	0.0299	-0.074	103	8.50	9.60		2	46.8%	-0.67	0.0305	-0.074
1.90	2.54		1	43.9%	0.31	0.0288	-0.071	104	9.05	10.65		2	47.7%	-0.70	0.0294	-0.072
1.69	2.30	2	19	44.1%	0.28	0.0276	-0.068	105	9.95	10.90		2	45.9%	-0.73	0.0283	-0.069
1.55	2.06	3	11	44.6%	0.26	0.0263	-0.066	106	10.35	12.30		1	47.4%	-0.75	0.0270	-0.066
1.37	1.89	4	22	45.0%	0.24	0.0250	-0.063	107	11.05	13.25		1	47.9%	-0.77	0.0257	-0.063
1.15	1.69	3	10	44.7%	0.22	0.0236	-0.060	108	12.05	14.10			49.3%	-0.79	0.0244	-0.060
1.10	1.52	1	6	45.5%	0.20	0.0222	-0.057	109	12.75	14.95		2	48.8%	-0.81	0.0230	-0.057
0.9700	1.37	15	41	45.7%	0.18	0.0209	-0.054	110	13.85	15.20			46.6%	-0.83	0.0216	-0.054
0.7400	1.17	1	5	44.6%	0.16	0.0196	-0.051	111	14.75	16.70			51.4%	-0.85	0.0203	-0.052
0.7000	1.27	1	11	46.9%	0.15	0.0183	-0.049	112	15.30	17.55		10	49.2%	-0.86	0.0190	-0.049
0.6600	1.26		1	48.4%	0.14	0.0171	-0.046	113	16.05	18.50			48.7%	-0.87	0.0178	-0.046
0.5600	1.15		1	48.5%	0.13	0.0160	-0.044	114	17.60	19.40			54.1%	-0.89	0.0166	-0.044
0.4100	1.05	3	22	48.1%	0.12	0.0149	-0.042	115	18.30	20.55		11	54.8%	-0.90	0.0156	-0.042
0.4000	0.7200			46.4%	0.11	0.0139	-0.040	116	19.15	21.40			54.1%	-0.91	0.0146	-0.040
0.2000	0.8500		1	47.3%	0.10	0.0130	-0.038	117	20.20	22.40			56.3%	-0.91	0.0136	-0.038
0.2200	0.8000		1	48.5%	0.09	0.0121	-0.037	118	21.10	23.45			57.5%	-0.92	0.0128	-0.036
0.2600	0.7500			49.9%	0.09	0.0113	-0.035	119	21.80	24.40			55.8%	-0.93	0.0121	-0.034
0.0100	0.7500		110	48.2%	0.08	0.0106	-0.034	120	22.80	25.35			56.9%	-0.93	0.0115	-0.033
0.0200	0.7500			49.8%	0.07	0.0099	-0.032	121	23.75	26.45			59.0%	-0.94	0.0108	-0.031
0.0100	0.7500	1	26	55.1%	0.06	0.0077	-0.027	125	27.50	30.40			61.5%	-0.96	0.0087	-0.028
0.0100	0.7500		7	61.5%	0.04	0.0057	-0.023	130	32.65	34.95			63.8%	-0.98	0.0074	-0.025
0	0.4200	8	386	60.7%	0.03	0.0044	-0.019	135	37.65	39.85			68.2%	-0.99	0.0052	-0.020
0	0.2200			59.9%	0.03	0.0034	-0.016	140	42.20	44.85				-0.99	0.0034	-0.017

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 — Oct 02, 2026

Volatility page →

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 — Oct 02, 2026

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