CCJ option chain Cameco Corporation
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 ±17.5% (66.81–95.17) · ATM IV 45.3% · P/C open interest 0.55
| 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 | |
| 37.70 | 40.25 | 90 | 55.4% | 0.99 | 0.0010 | 0.000 | 42 | 0 | 0.3000 | 313 | 67.1% | -0.01 | 0.0010 | -0.003 | ||
| 34.75 | 37.30 | 286 | 52.3% | 0.99 | 0.0014 | 0.000 | 45 | 0.0300 | 0.2000 | 528 | 58.4% | -0.01 | 0.0014 | -0.004 | ||
| 32.80 | 35.35 | 184 | 51.7% | 0.99 | 0.0017 | 0.000 | 47 | 0.0400 | 0.2500 | 145 | 56.5% | -0.01 | 0.0017 | -0.004 | ||
| 29.90 | 32.45 | 991 | 50.9% | 0.98 | 0.0024 | -0.000 | 50 | 0.0900 | 0.2500 | 1,324 | 52.2% | -0.02 | 0.0025 | -0.006 | ||
| 25.15 | 27.70 | 419 | 49.1% | 0.96 | 0.0045 | -0.005 | 55 | 0.2400 | 0.4500 | 404 | 49.3% | -0.04 | 0.0045 | -0.009 | ||
| 21.25 | 23.00 | 2 | 566 | 52.1% | 0.93 | 0.0077 | -0.011 | 60 | 0.5100 | 0.8000 | 2,574 | 46.5% | -0.08 | 0.0078 | -0.015 | |
| 16.90 | 18.55 | 96 | 613 | 48.2% | 0.87 | 0.0119 | -0.019 | 65 | 1.08 | 1.50 | 1,259 | 45.3% | -0.14 | 0.0121 | -0.023 | |
| 13.00 | 14.55 | 505 | 46.1% | 0.79 | 0.0163 | -0.028 | 70 | 2.35 | 2.69 | 6 | 16.9K | 45.9% | -0.22 | 0.0166 | -0.030 | |
| 10.15 | 11.15 | 10 | 454 | 46.9% | 0.69 | 0.0199 | -0.035 | 75 | 4.05 | 4.30 | 1 | 1,486 | 45.6% | -0.32 | 0.0204 | -0.037 |
| 7.55 | 7.95 | 50 | 999 | 45.4% | 0.58 | 0.0221 | -0.039 | 80 | 6.30 | 6.55 | 77 | 3,627 | 45.1% | -0.43 | 0.0226 | -0.040 |
| 5.45 | 5.75 | 10 | 1,238 | 45.3% | 0.47 | 0.0225 | -0.040 | 85 | 9.15 | 9.40 | 42 | 923 | 45.1% | -0.55 | 0.0231 | -0.040 |
| 3.80 | 4.00 | 49 | 6,763 | 44.9% | 0.37 | 0.0213 | -0.037 | 90 | 11.80 | 13.00 | 4,117 | 43.4% | -0.65 | 0.0220 | -0.037 | |
| 2.43 | 2.79 | 111 | 2,816 | 44.3% | 0.28 | 0.0190 | -0.033 | 95 | 15.45 | 17.15 | 1,381 | 43.9% | -0.74 | 0.0197 | -0.032 | |
| 1.74 | 1.94 | 61 | 3,643 | 45.1% | 0.21 | 0.0161 | -0.029 | 100 | 20.15 | 21.15 | 5 | 981 | 45.5% | -0.81 | 0.0170 | -0.027 |
| 1.16 | 1.38 | 5 | 1,514 | 45.6% | 0.15 | 0.0132 | -0.024 | 105 | 24.05 | 25.55 | 15 | 716 | 41.5% | -0.87 | 0.0145 | -0.022 |
| 0.7800 | 1.06 | 18 | 2,797 | 46.7% | 0.11 | 0.0106 | -0.020 | 110 | 28.55 | 30.75 | 3,630 | 43.9% | -0.92 | 0.0124 | -0.018 | |
| 0.3600 | 0.8600 | 1,920 | 46.7% | 0.09 | 0.0084 | -0.016 | 115 | 33.35 | 35.80 | 3,576 | 46.8% | -0.95 | 0.0107 | -0.016 | ||
| 0.4100 | 0.5800 | 2 | 3,306 | 48.7% | 0.07 | 0.0067 | -0.014 | 120 | 38.85 | 40.15 | 1 | 701 | 47.5% | -0.98 | 0.0094 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs