CCJ option chain Cameco Corporation
Cboe delayed options data · as of 12:34 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 ±12.1% (72.60–92.60) · ATM IV 46.9% · P/C open interest 4.56
| 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 | |
| 30.60 | 32.80 | 5 | 68 | 0.99 | 0.0013 | -0.006 | 50 | 0 | 0.2700 | 1 | 80.0% | -0.01 | 0.0013 | -0.006 | ||
| 25.65 | 27.95 | 4 | 40.9% | 0.99 | 0.0022 | -0.007 | 55 | 0 | 0.1000 | 9 | 57.3% | -0.01 | 0.0022 | -0.007 | ||
| 20.30 | 23.05 | 11 | 0.98 | 0.0044 | -0.011 | 60 | 0.0400 | 0.3700 | 1 | 12 | 57.7% | -0.03 | 0.0044 | -0.011 | ||
| 15.90 | 18.30 | 47.2% | 0.94 | 0.0092 | -0.021 | 65 | 0.2300 | 0.4800 | 68 | 120 | 50.7% | -0.06 | 0.0093 | -0.021 | ||
| 11.60 | 12.95 | 50 | 50 | 38.9% | 0.87 | 0.0174 | -0.037 | 70 | 0.7900 | 0.9300 | 353 | 359 | 48.4% | -0.13 | 0.0175 | -0.037 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.90 | 9.40 | 1 | 23 | 45.3% | 0.75 | 0.0265 | -0.055 | 75 | 1.87 | 2.13 | 970 | 42.2K | 48.1% | -0.25 | 0.0267 | -0.055 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.35 | 5.85 | 205 | 727 | 46.0% | 0.59 | 0.0325 | -0.066 | 80 | 3.60 | 4.00 | 192 | 1,277 | 46.8% | -0.41 | 0.0330 | -0.067 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.15 | 3.65 | 827 | 1,043 | 46.5% | 0.43 | 0.0331 | -0.067 | 85 | 6.30 | 6.90 | 86 | 16.6K | 47.3% | -0.58 | 0.0337 | -0.068 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.76 | 2.05 | 29 | 1,884 | 46.5% | 0.28 | 0.0286 | -0.057 | 90 | 9.80 | 10.75 | 48 | 17.0K | 49.2% | -0.73 | 0.0295 | -0.059 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9500 | 1.18 | 62 | 1,505 | 47.6% | 0.17 | 0.0215 | -0.042 | 95 | 13.95 | 15.30 | 13 | 3,391 | 53.4% | -0.84 | 0.0227 | -0.045 |
| 0.4400 | 0.6000 | 59 | 7,568 | 47.2% | 0.10 | 0.0147 | -0.030 | 100 | 18.45 | 19.90 | 11 | 208 | 56.5% | -0.92 | 0.0160 | -0.033 |
| 0.1700 | 0.3900 | 4 | 939 | 48.4% | 0.06 | 0.0098 | -0.021 | 105 | 22.50 | 24.65 | 63 | 48.6% | -0.96 | 0.0104 | -0.023 | |
| 0.0900 | 0.3000 | 15 | 749 | 51.8% | 0.04 | 0.0066 | -0.015 | 110 | 27.40 | 29.70 | 27 | 53.9% | -0.98 | 0.0062 | -0.015 | |
| 0.0500 | 0.2300 | 12 | 167 | 54.9% | 0.03 | 0.0045 | -0.012 | 115 | 32.35 | 34.65 | 54.5% | -0.99 | 0.0033 | -0.008 | ||
| 0 | 0.1600 | 3 | 1,889 | 55.8% | 0.02 | 0.0032 | -0.009 | 120 | 36.40 | 40.55 | 60.1% | -1.00 | 0.0016 | -0.003 | ||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs