CCJ option chain Cameco Corporation

Expiration Cboe delayed options data · as of 09:34 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 ±8.4% (74.70–88.33) · ATM IV 53.1% · P/C open interest 6.93

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
15.20	17.25				0.97	0.0066	-0.024	65	0	0.7500	1	6	80.5%	-0.03	0.0067	-0.024
10.70	12.45	1			0.93	0.0154	-0.043	70	0.1900	0.3600	10	98	54.9%	-0.07	0.0155	-0.044
9.85	11.65			38.5%	0.91	0.0183	-0.050	71	0.2000	0.5000	1		54.1%	-0.09	0.0184	-0.051
9.00	11.10			50.7%	0.89	0.0214	-0.058	72	0.3700	0.6200	1		55.1%	-0.11	0.0216	-0.059
8.15	10.20			50.7%	0.87	0.0248	-0.067	73	0.5200	0.7600	1		55.1%	-0.14	0.0250	-0.067
7.35	9.30			50.5%	0.84	0.0284	-0.075	74	0.5900	0.9200		1	53.5%	-0.16	0.0286	-0.076
6.65	8.50		1	51.9%	0.81	0.0320	-0.084	75	0.8300	1.08	6	8,228	53.3%	-0.20	0.0322	-0.085
5.75	7.15			44.0%	0.77	0.0354	-0.093	76	1.04	1.49		71	54.7%	-0.23	0.0357	-0.093
5.30	6.60			49.2%	0.73	0.0387	-0.100	77	1.35	1.59	19	22	53.2%	-0.27	0.0390	-0.101
4.70	5.80			49.0%	0.69	0.0416	-0.107	78	1.66	2.04	57	27	54.1%	-0.31	0.0419	-0.108
4.05	5.05		8	48.0%	0.65	0.0441	-0.113	79	2.01	2.40	45	109	53.7%	-0.36	0.0444	-0.114
3.60	4.40	5	9	48.8%	0.60	0.0460	-0.117	80	2.40	2.80	117	15.1K	53.3%	-0.40	0.0463	-0.118
3.10	4.10	1	4	51.0%	0.55	0.0472	-0.119	81	2.80	3.40	3	53	53.9%	-0.45	0.0476	-0.120
2.88	3.30	36	50	50.7%	0.51	0.0478	-0.120	82	3.30	4.15	9	1,363	55.6%	-0.50	0.0481	-0.121
2.24	2.78	6	20	48.5%	0.46	0.0476	-0.119	83	3.60	4.80	3	118	54.3%	-0.54	0.0480	-0.120
1.86	2.40	7	14	48.6%	0.41	0.0467	-0.117	84	4.30	5.15	7	84	53.0%	-0.59	0.0471	-0.118
1.87	2.01	150	88	51.2%	0.37	0.0453	-0.113	85	5.10	5.65	13	177	53.0%	-0.64	0.0457	-0.114
1.26	1.94	14	10	50.6%	0.33	0.0433	-0.108	86	5.70	7.05	4	38	58.3%	-0.68	0.0438	-0.109
1.09	1.66	5	43	51.4%	0.29	0.0409	-0.101	87	6.40	7.35	2	58	54.4%	-0.72	0.0414	-0.102
0.9100	1.24	44	48	50.1%	0.25	0.0382	-0.094	88	6.60	8.70	2	32	54.7%	-0.76	0.0388	-0.095
0.8700	1.09	9	34	52.2%	0.21	0.0353	-0.086	89	8.00	8.85	5	203	54.4%	-0.79	0.0358	-0.087
0.6200	0.9300	20	100	51.4%	0.18	0.0321	-0.078	90	8.80	9.90	120	213	56.7%	-0.82	0.0328	-0.079
0.5100	0.8200	7	41	52.3%	0.16	0.0290	-0.070	91	9.80	10.85	9	68	59.9%	-0.85	0.0296	-0.071
0.4100	0.7000	11	20	52.7%	0.13	0.0259	-0.063	92	10.70	11.50	1	35	57.9%	-0.87	0.0265	-0.064
0.3000	0.5900	7	66	52.6%	0.11	0.0230	-0.057	93	10.80	13.00		26	55.5%	-0.89	0.0236	-0.058
0.2400	0.5200	3	430	53.4%	0.10	0.0204	-0.051	94	11.55	14.05		471	55.2%	-0.91	0.0210	-0.053
0.2300	0.5700	7	410	57.0%	0.09	0.0181	-0.047	95	13.25	14.90	8	46	67.1%	-0.92	0.0186	-0.048
0.2000	0.5000	6	43	57.9%	0.08	0.0161	-0.043	96	13.70	15.85		4	60.0%	-0.93	0.0166	-0.045
0.0200	0.7400		84	61.9%	0.07	0.0144	-0.040	97	14.50	17.15		18	64.8%	-0.94	0.0147	-0.041
0.1000	0.3500	11	1,065	57.5%	0.06	0.0129	-0.037	98	15.45	18.15	3	5	66.6%	-0.95	0.0132	-0.038
0.0200	0.2700	7	76	55.2%	0.05	0.0116	-0.035	99	16.40	19.15		13	68.2%	-0.96	0.0118	-0.036
0.0300	0.4000	8	355	61.9%	0.05	0.0105	-0.033	100	17.45	19.85	1	30	64.6%	-0.96	0.0106	-0.033
0.0200	0.3700		12	63.1%	0.04	0.0095	-0.031	101	18.35	20.85		20	63.8%	-0.96	0.0096	-0.031
0	0.7500		58	74.7%	0.04	0.0086	-0.029	102	19.40	21.80		1	66.2%	-0.97	0.0086	-0.029
0	0.7500		49	77.2%	0.04	0.0079	-0.028	103	20.40	23.00			74.7%	-0.97	0.0078	-0.028
0	0.7500		17	79.6%	0.03	0.0072	-0.026	104	22.20	23.75	2	2	89.4%	-0.97	0.0071	-0.026
0	0.1500		114	61.6%	0.03	0.0066	-0.025	105	22.40	24.85		15	74.7%	-0.98	0.0064	-0.024
0	0.7500		4	84.3%	0.03	0.0061	-0.024	106	23.35	26.00			80.2%	-0.98	0.0059	-0.023
0	0.7500		10	86.6%	0.03	0.0056	-0.023	107	24.95	26.85			93.8%	-0.98	0.0054	-0.022
0	0.7500		44	88.9%	0.03	0.0052	-0.022	108	25.35	27.95			83.0%	-0.98	0.0049	-0.020
0.0100	0.2600	10	10	75.7%	0.02	0.0048	-0.021	109	26.35	29.00			86.8%	-0.98	0.0045	-0.019
0	0.2500	21	43	76.7%	0.02	0.0045	-0.020	110	27.35	29.80			81.1%	-0.99	0.0042	-0.018
0	0.7500		21	95.5%	0.02	0.0042	-0.019	111	28.70	30.70			92.7%	-0.99	0.0038	-0.017
0	0.7500		27	97.7%	0.02	0.0039	-0.018	112	29.50	31.95			96.3%	-0.99	0.0035	-0.016
0	0.8300		4	101.8%	0.02	0.0036	-0.018	113	30.35	32.80			87.0%	-0.99	0.0032	-0.015
0	0.8300		5	104.0%	0.02	0.0034	-0.017	114	31.35	33.90			93.5%	-0.99	0.0030	-0.015
0	0.7500		81	103.9%	0.02	0.0032	-0.016	115	32.35	34.85			93.2%	-0.99	0.0028	-0.014
0	0.0500		328	77.1%	0.01	0.0024	-0.014	120	37.35	39.95			106.9%	-0.99	0.0019	-0.010

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 30, 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 — Oct 30, 2026

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