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 ±12.9% (71.97–93.22) · ATM IV 47.5% · P/C open interest 1.19
| 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 | |
| 15.55 | 18.40 | 24.0% | 0.92 | 0.0102 | -0.024 | 65 | 0 | 0.8000 | 1 | 47.9% | -0.08 | 0.0103 | -0.024 | |||
| 10.85 | 14.15 | 37.9% | 0.85 | 0.0172 | -0.037 | 70 | 0.2900 | 1.64 | 2 | 46.3% | -0.15 | 0.0174 | -0.037 | |||
| 10.85 | 13.25 | 44.8% | 0.83 | 0.0188 | -0.039 | 71 | 0.7800 | 1.71 | 3 | 1 | 47.6% | -0.17 | 0.0190 | -0.040 | ||
| 10.05 | 12.60 | 45.8% | 0.81 | 0.0204 | -0.042 | 72 | 1.14 | 1.80 | 47.7% | -0.19 | 0.0207 | -0.042 | ||||
| 9.25 | 11.95 | 46.2% | 0.79 | 0.0220 | -0.045 | 73 | 1.41 | 3.50 | 56.5% | -0.21 | 0.0223 | -0.045 | ||||
| 8.45 | 11.20 | 45.7% | 0.77 | 0.0236 | -0.047 | 74 | 1.55 | 2.77 | 49.6% | -0.24 | 0.0239 | -0.048 | ||||
| 7.70 | 10.40 | 1 | 1 | 44.9% | 0.74 | 0.0251 | -0.050 | 75 | 1.77 | 2.80 | 4 | 16 | 47.5% | -0.26 | 0.0255 | -0.050 |
| 7.50 | 9.70 | 1 | 1 | 47.3% | 0.72 | 0.0266 | -0.052 | 76 | 2.07 | 3.25 | 2 | 3 | 48.0% | -0.29 | 0.0269 | -0.052 |
| 6.35 | 9.10 | 1 | 1 | 44.9% | 0.69 | 0.0279 | -0.054 | 77 | 2.55 | 3.75 | 3 | 10 | 49.2% | -0.32 | 0.0283 | -0.054 |
| 6.35 | 8.35 | 1 | 1 | 47.2% | 0.66 | 0.0290 | -0.056 | 78 | 2.70 | 4.15 | 7 | 7 | 48.1% | -0.35 | 0.0295 | -0.056 |
| 5.75 | 7.25 | 44.6% | 0.63 | 0.0300 | -0.057 | 79 | 2.26 | 4.80 | 44 | 45.0% | -0.38 | 0.0305 | -0.058 | |||
| 5.65 | 6.25 | 2 | 12 | 44.6% | 0.60 | 0.0308 | -0.058 | 80 | 2.96 | 4.75 | 7 | 27 | 43.8% | -0.41 | 0.0313 | -0.059 |
| 4.85 | 6.70 | 2 | 1 | 47.7% | 0.57 | 0.0314 | -0.059 | 81 | 4.25 | 5.25 | 2 | 4 | 47.6% | -0.44 | 0.0319 | -0.060 |
| 4.25 | 5.60 | 2 | 2 | 44.4% | 0.53 | 0.0317 | -0.059 | 82 | 4.00 | 6.05 | 27 | 45.4% | -0.47 | 0.0323 | -0.061 | |
| 4.00 | 5.65 | 3 | 3 | 47.6% | 0.50 | 0.0318 | -0.060 | 83 | 5.10 | 6.50 | 4 | 5 | 47.5% | -0.51 | 0.0324 | -0.061 |
| 3.60 | 4.60 | 13 | 13 | 44.8% | 0.47 | 0.0317 | -0.060 | 84 | 4.85 | 7.75 | 13 | 46.8% | -0.54 | 0.0324 | -0.061 | |
| 3.25 | 5.15 | 8 | 6 | 49.3% | 0.44 | 0.0314 | -0.059 | 85 | 6.35 | 7.55 | 4 | 7 | 47.2% | -0.57 | 0.0321 | -0.061 |
| 2.74 | 4.70 | 7 | 5 | 48.3% | 0.41 | 0.0309 | -0.059 | 86 | 6.10 | 8.70 | 7 | 45.4% | -0.60 | 0.0317 | -0.060 | |
| 2.65 | 3.35 | 7 | 14 | 44.8% | 0.38 | 0.0302 | -0.058 | 87 | 7.70 | 8.95 | 5 | 5 | 47.9% | -0.63 | 0.0310 | -0.059 |
| 2.29 | 3.75 | 12 | 4 | 47.9% | 0.36 | 0.0294 | -0.056 | 88 | 8.25 | 10.15 | 3 | 49.7% | -0.65 | 0.0303 | -0.058 | |
| 2.05 | 3.65 | 6 | 5 | 49.1% | 0.33 | 0.0284 | -0.055 | 89 | 8.25 | 10.70 | 40 | 41 | 45.3% | -0.68 | 0.0294 | -0.057 |
| 1.90 | 2.72 | 23 | 45 | 46.4% | 0.31 | 0.0274 | -0.053 | 90 | 9.90 | 11.55 | 3 | 5 | 50.6% | -0.71 | 0.0284 | -0.055 |
| 1.50 | 2.25 | 9 | 9 | 44.3% | 0.28 | 0.0263 | -0.052 | 91 | 9.80 | 12.50 | 47.1% | -0.73 | 0.0274 | -0.054 | ||
| 1.31 | 2.33 | 8 | 8 | 46.1% | 0.26 | 0.0251 | -0.050 | 92 | 10.50 | 13.30 | 46.7% | -0.75 | 0.0262 | -0.052 | ||
| 0.9200 | 2.43 | 10 | 9 | 46.7% | 0.24 | 0.0240 | -0.048 | 93 | 11.30 | 14.10 | 46.6% | -0.77 | 0.0251 | -0.050 | ||
| 1.06 | 1.77 | 8 | 5 | 45.7% | 0.22 | 0.0228 | -0.046 | 94 | 12.10 | 14.75 | 45.2% | -0.79 | 0.0240 | -0.049 | ||
| 0.9600 | 1.66 | 8 | 9 | 46.5% | 0.20 | 0.0216 | -0.044 | 95 | 12.95 | 15.65 | 5 | 45.6% | -0.81 | 0.0228 | -0.047 | |
| 0.6200 | 1.92 | 1 | 47.9% | 0.19 | 0.0204 | -0.042 | 96 | 13.85 | 17.25 | 51.0% | -0.83 | 0.0217 | -0.045 | |||
| 0.7200 | 1.78 | 2 | 49.6% | 0.17 | 0.0192 | -0.040 | 97 | 14.80 | 18.15 | 52.0% | -0.84 | 0.0206 | -0.043 | |||
| 0.3500 | 1.75 | 1 | 48.6% | 0.16 | 0.0181 | -0.038 | 98 | 15.65 | 19.10 | 52.5% | -0.86 | 0.0195 | -0.041 | |||
| 0.4900 | 1.71 | 2 | 51.2% | 0.15 | 0.0170 | -0.037 | 99 | 16.55 | 20.00 | 53.2% | -0.87 | 0.0184 | -0.040 | |||
| 0.2900 | 1.38 | 30 | 48.7% | 0.14 | 0.0160 | -0.035 | 100 | 17.55 | 20.95 | 54.2% | -0.89 | 0.0174 | -0.038 | |||
| 0.2100 | 2.61 | 1 | 59.2% | 0.12 | 0.0150 | -0.033 | 101 | 18.40 | 21.90 | 54.4% | -0.90 | 0.0164 | -0.036 | |||
| 0.0500 | 2.63 | 1 | 60.0% | 0.12 | 0.0141 | -0.031 | 102 | 19.35 | 22.85 | 55.2% | -0.91 | 0.0154 | -0.035 | |||
| 0 | 2.48 | 12 | 63.5% | 0.09 | 0.0116 | -0.027 | 105 | 22.20 | 24.95 | 4 | 4 | 46.7% | -0.93 | 0.0128 | -0.030 | |
| 0 | 2.36 | 6 | 70.3% | 0.06 | 0.0083 | -0.021 | 110 | 27.45 | 30.55 | 17 | 65.7% | -0.96 | 0.0088 | -0.022 | ||
| 0 | 1.97 | 1 | 73.9% | 0.04 | 0.0060 | -0.016 | 115 | 32.10 | 35.55 | 68.3% | -0.98 | 0.0054 | -0.015 | |||
| 0 | 0.2600 | 54.5% | 0.03 | 0.0044 | -0.013 | 120 | 36.40 | 40.30 | -0.99 | 0.0030 | -0.008 | |||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs