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 ±13.5% (86.75–113.81) · ATM IV 45.6% · P/C open interest —
| 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 | |
| 16.85 | 19.50 | 48.9% | 0.87 | 0.0119 | -0.025 | 84 | 0.6300 | 1.40 | 44.6% | -0.13 | 0.0120 | -0.035 | ||||
| 15.90 | 18.70 | 48.2% | 0.86 | 0.0128 | -0.028 | 85 | 0.7700 | 2.34 | 49.2% | -0.14 | 0.0130 | -0.038 | ||||
| 15.20 | 17.90 | 48.6% | 0.85 | 0.0138 | -0.031 | 86 | 0.9400 | 2.42 | 48.3% | -0.16 | 0.0139 | -0.040 | ||||
| 14.35 | 17.10 | 48.1% | 0.83 | 0.0148 | -0.034 | 87 | 1.04 | 3.55 | 52.2% | -0.17 | 0.0149 | -0.043 | ||||
| 13.55 | 16.30 | 47.7% | 0.81 | 0.0157 | -0.037 | 88 | 1.14 | 3.05 | 47.9% | -0.19 | 0.0158 | -0.045 | ||||
| 12.80 | 15.60 | 47.8% | 0.79 | 0.0166 | -0.040 | 89 | 1.39 | 3.20 | 47.3% | -0.21 | 0.0168 | -0.048 | ||||
| 12.05 | 14.85 | 47.5% | 0.78 | 0.0175 | -0.043 | 90 | 0.3100 | 4.20 | 1 | 44.5% | -0.23 | 0.0177 | -0.050 | |||
| 11.30 | 14.00 | 46.7% | 0.76 | 0.0184 | -0.046 | 91 | 0.5600 | 4.50 | 44.4% | -0.25 | 0.0186 | -0.052 | ||||
| 10.85 | 12.75 | 1 | 45.3% | 0.74 | 0.0192 | -0.048 | 92 | 2.16 | 3.20 | 43.1% | -0.27 | 0.0194 | -0.054 | |||
| 10.25 | 12.70 | 48.0% | 0.72 | 0.0200 | -0.051 | 93 | 1.44 | 5.10 | 45.3% | -0.29 | 0.0202 | -0.056 | ||||
| 9.25 | 11.90 | 45.9% | 0.69 | 0.0207 | -0.053 | 94 | 1.82 | 4.85 | 43.0% | -0.31 | 0.0210 | -0.058 | ||||
| 8.60 | 11.50 | 46.6% | 0.67 | 0.0214 | -0.055 | 95 | 2.22 | 5.75 | 45.1% | -0.33 | 0.0216 | -0.059 | ||||
| 8.00 | 10.75 | 45.9% | 0.65 | 0.0220 | -0.057 | 96 | 3.45 | 5.65 | 46.3% | -0.35 | 0.0222 | -0.061 | ||||
| 7.40 | 10.15 | 45.7% | 0.63 | 0.0225 | -0.059 | 97 | 2.90 | 6.55 | 44.5% | -0.38 | 0.0228 | -0.062 | ||||
| 6.85 | 9.50 | 45.3% | 0.60 | 0.0229 | -0.060 | 98 | 4.20 | 6.40 | 45.4% | -0.40 | 0.0232 | -0.063 | ||||
| 7.00 | 9.15 | 48.2% | 0.58 | 0.0232 | -0.061 | 99 | 4.10 | 7.10 | 44.1% | -0.43 | 0.0236 | -0.063 | ||||
| 6.75 | 7.35 | 3 | 44.6% | 0.56 | 0.0235 | -0.062 | 100 | 5.30 | 7.65 | 10 | 46.7% | -0.45 | 0.0239 | -0.064 | ||
| 5.30 | 6.85 | 41.2% | 0.53 | 0.0237 | -0.063 | 101 | 5.20 | 8.40 | 45.3% | -0.47 | 0.0241 | -0.064 | ||||
| 5.65 | 6.50 | 5 | 44.3% | 0.51 | 0.0238 | -0.063 | 102 | 5.80 | 8.90 | 45.3% | -0.50 | 0.0242 | -0.064 | |||
| 4.45 | 6.85 | 44.3% | 0.49 | 0.0238 | -0.063 | 103 | 6.35 | 9.45 | 45.2% | -0.52 | 0.0242 | -0.063 | ||||
| 3.90 | 7.25 | 46.5% | 0.46 | 0.0237 | -0.063 | 104 | 6.95 | 9.05 | 41.8% | -0.54 | 0.0242 | -0.063 | ||||
| 4.70 | 5.60 | 46.2% | 0.44 | 0.0236 | -0.063 | 105 | 8.20 | 9.80 | 1 | 44.4% | -0.57 | 0.0241 | -0.062 | |||
| 3.10 | 6.35 | 45.8% | 0.42 | 0.0233 | -0.062 | 106 | 8.40 | 11.25 | 45.7% | -0.59 | 0.0239 | -0.061 | ||||
| 2.74 | 6.05 | 45.9% | 0.40 | 0.0230 | -0.062 | 107 | 9.00 | 11.90 | 45.4% | -0.61 | 0.0236 | -0.060 | ||||
| 2.55 | 4.50 | 42.0% | 0.37 | 0.0227 | -0.061 | 108 | 10.80 | 11.65 | 46.1% | -0.63 | 0.0233 | -0.058 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs