CCJ option chain Cameco Corporation
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 ±11.1% (89.11–111.45) · ATM IV 44.4% · P/C open interest 1.10
| 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 | |
| 34.10 | 37.20 | 51.8% | 0.98 | 0.0020 | 0.000 | 65 | 0 | 0.5200 | 1 | 76.7% | -0.02 | 0.0020 | -0.013 | |||
| 28.95 | 32.25 | 0.98 | 0.0029 | -0.002 | 70 | 0 | 0.7500 | 70.2% | -0.02 | 0.0029 | -0.015 | |||||
| 24.40 | 27.35 | 51.9% | 0.97 | 0.0044 | -0.006 | 75 | 0 | 0.7500 | 7 | 59.0% | -0.03 | 0.0044 | -0.017 | |||
| 19.95 | 22.55 | 52.7% | 0.95 | 0.0072 | -0.013 | 80 | 0.0100 | 0.6600 | 7 | 47.1% | -0.05 | 0.0073 | -0.022 | |||
| 16.30 | 18.75 | 48.8% | 0.91 | 0.0112 | -0.023 | 84 | 0.3500 | 1.10 | 47.3% | -0.09 | 0.0112 | -0.030 | ||||
| 15.45 | 17.95 | 49.2% | 0.90 | 0.0124 | -0.027 | 85 | 0.4700 | 0.7800 | 22 | 33 | 43.2% | -0.10 | 0.0125 | -0.033 | ||
| 14.65 | 16.80 | 47.1% | 0.89 | 0.0138 | -0.030 | 86 | 0.7000 | 0.9100 | 1,326 | 44.0% | -0.11 | 0.0139 | -0.036 | |||
| 13.80 | 16.20 | 48.5% | 0.87 | 0.0152 | -0.034 | 87 | 0.7900 | 1.15 | 6 | 44.2% | -0.13 | 0.0153 | -0.040 | |||
| 12.80 | 15.45 | 47.6% | 0.85 | 0.0166 | -0.038 | 88 | 0.8000 | 1.54 | 44.7% | -0.15 | 0.0167 | -0.044 | ||||
| 12.00 | 14.30 | 45.2% | 0.83 | 0.0180 | -0.042 | 89 | 0.9200 | 1.68 | 43.8% | -0.17 | 0.0182 | -0.048 | ||||
| 11.35 | 13.55 | 46.1% | 0.81 | 0.0194 | -0.047 | 90 | 1.39 | 1.85 | 7 | 45.1% | -0.19 | 0.0196 | -0.052 | |||
| 10.80 | 13.00 | 48.2% | 0.79 | 0.0207 | -0.051 | 91 | 1.43 | 2.00 | 5 | 43.4% | -0.21 | 0.0209 | -0.055 | |||
| 9.85 | 11.80 | 1 | 44.5% | 0.77 | 0.0220 | -0.055 | 92 | 1.89 | 2.42 | 1 | 3 | 45.2% | -0.24 | 0.0222 | -0.059 | |
| 9.60 | 10.30 | 42.8% | 0.74 | 0.0232 | -0.059 | 93 | 2.17 | 2.69 | 1 | 45.0% | -0.26 | 0.0234 | -0.063 | |||
| 8.65 | 10.10 | 1 | 43.9% | 0.72 | 0.0242 | -0.062 | 94 | 2.26 | 3.20 | 44.8% | -0.29 | 0.0245 | -0.066 | |||
| 8.10 | 9.05 | 2 | 42.5% | 0.69 | 0.0252 | -0.065 | 95 | 2.85 | 3.30 | 3 | 62 | 44.7% | -0.31 | 0.0254 | -0.069 | |
| 7.65 | 8.60 | 5 | 44.1% | 0.66 | 0.0260 | -0.068 | 96 | 3.05 | 3.95 | 1 | 45.1% | -0.34 | 0.0263 | -0.071 | ||
| 6.90 | 8.65 | 1 | 46.1% | 0.63 | 0.0267 | -0.071 | 97 | 3.60 | 4.20 | 45.1% | -0.37 | 0.0270 | -0.073 | |||
| 6.50 | 7.40 | 6 | 3 | 43.9% | 0.61 | 0.0273 | -0.073 | 98 | 4.05 | 4.65 | 4 | 45.2% | -0.40 | 0.0276 | -0.075 | |
| 5.90 | 7.40 | 45.9% | 0.58 | 0.0277 | -0.074 | 99 | 4.15 | 5.20 | 5 | 44.0% | -0.43 | 0.0281 | -0.076 | |||
| 5.40 | 6.20 | 11 | 27 | 43.1% | 0.55 | 0.0280 | -0.075 | 100 | 4.95 | 5.80 | 2 | 14 | 45.7% | -0.45 | 0.0284 | -0.077 |
| 5.00 | 6.15 | 5 | 7 | 45.1% | 0.52 | 0.0281 | -0.076 | 101 | 5.25 | 6.20 | 3 | 44.3% | -0.48 | 0.0286 | -0.077 | |
| 4.60 | 5.55 | 4 | 44.7% | 0.50 | 0.0281 | -0.077 | 102 | 6.00 | 6.85 | 45.5% | -0.51 | 0.0286 | -0.077 | |||
| 4.15 | 4.90 | 1 | 4 | 43.7% | 0.47 | 0.0280 | -0.077 | 103 | 6.60 | 7.45 | 5 | 45.7% | -0.54 | 0.0285 | -0.077 | |
| 3.80 | 4.75 | 44.9% | 0.44 | 0.0277 | -0.076 | 104 | 7.20 | 8.05 | 1 | 45.6% | -0.57 | 0.0282 | -0.076 | |||
| 3.45 | 4.05 | 9 | 2 | 43.6% | 0.42 | 0.0274 | -0.076 | 105 | 7.90 | 8.85 | 46.6% | -0.59 | 0.0279 | -0.075 | ||
| 3.15 | 4.25 | 1 | 6 | 46.0% | 0.39 | 0.0268 | -0.075 | 106 | 8.55 | 9.40 | 46.2% | -0.62 | 0.0274 | -0.074 | ||
| 2.85 | 3.75 | 3 | 4 | 45.4% | 0.37 | 0.0263 | -0.073 | 107 | 9.25 | 10.10 | 2 | 1 | 46.4% | -0.64 | 0.0269 | -0.072 |
| 2.57 | 3.40 | 2 | 17 | 45.3% | 0.34 | 0.0256 | -0.072 | 108 | 9.95 | 10.90 | 8 | 46.8% | -0.67 | 0.0262 | -0.071 | |
| 2.32 | 3.20 | 2 | 45.7% | 0.32 | 0.0248 | -0.070 | 109 | 9.95 | 11.65 | 1 | 43.6% | -0.69 | 0.0255 | -0.068 | ||
| 2.14 | 2.67 | 2 | 23 | 44.8% | 0.30 | 0.0240 | -0.068 | 110 | 11.40 | 12.40 | 46.9% | -0.71 | 0.0247 | -0.066 | ||
| 1.91 | 2.35 | 2 | 2 | 44.4% | 0.28 | 0.0232 | -0.066 | 111 | 12.15 | 13.20 | 47.0% | -0.73 | 0.0238 | -0.064 | ||
| 1.72 | 2.48 | 1 | 3 | 46.2% | 0.26 | 0.0222 | -0.064 | 112 | 12.20 | 14.20 | 44.4% | -0.76 | 0.0230 | -0.061 | ||
| 1.54 | 2.09 | 1 | 13 | 45.4% | 0.24 | 0.0213 | -0.061 | 113 | 13.05 | 14.80 | 43.5% | -0.77 | 0.0221 | -0.058 | ||
| 1.28 | 2.09 | 1 | 46.0% | 0.22 | 0.0203 | -0.059 | 114 | 13.95 | 15.70 | 44.2% | -0.79 | 0.0211 | -0.055 | |||
| 1.22 | 1.88 | 2 | 4 | 46.3% | 0.20 | 0.0194 | -0.056 | 115 | 14.75 | 16.50 | 43.6% | -0.81 | 0.0202 | -0.052 | ||
| 1.08 | 1.76 | 4 | 46.7% | 0.19 | 0.0184 | -0.053 | 116 | 15.60 | 17.70 | 45.7% | -0.83 | 0.0192 | -0.050 | |||
| 0.9800 | 1.59 | 1 | 46.8% | 0.17 | 0.0174 | -0.051 | 117 | 16.10 | 18.50 | 42.6% | -0.84 | 0.0183 | -0.047 | |||
| 0.7000 | 1.48 | 2 | 45.9% | 0.16 | 0.0165 | -0.049 | 118 | 17.35 | 19.30 | 44.6% | -0.86 | 0.0173 | -0.044 | |||
| 0.6000 | 1.37 | 2 | 46.1% | 0.15 | 0.0155 | -0.046 | 119 | 18.10 | 20.35 | 44.6% | -0.87 | 0.0164 | -0.041 | |||
| 0.7200 | 1.24 | 4 | 47.6% | 0.14 | 0.0146 | -0.044 | 120 | 18.70 | 21.20 | 40.8% | -0.88 | 0.0155 | -0.038 | |||
| 0.5200 | 1.09 | 1 | 46.5% | 0.13 | 0.0138 | -0.042 | 121 | 19.65 | 22.15 | 40.9% | -0.89 | 0.0146 | -0.036 | |||
| 0.2300 | 0.7700 | 1 | 46.4% | 0.09 | 0.0107 | -0.034 | 125 | 23.30 | 25.85 | -0.93 | 0.0114 | -0.026 | ||||
| 0.0100 | 0.7500 | 49.6% | 0.06 | 0.0078 | -0.026 | 130 | 28.15 | 30.90 | -0.96 | 0.0094 | -0.015 | |||||
| 0.0100 | 0.7500 | 55.2% | 0.05 | 0.0058 | -0.021 | 135 | 32.95 | 36.40 | -0.98 | 0.0077 | -0.013 | |||||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs