CCJ option chain Cameco Corporation
Cboe delayed options data · as of 18:34 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 ±35.0% (52.34–108.73) · ATM IV 46.6% · P/C open interest 10.21
| 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 | |
| 37.15 | 40.30 | 2 | 49.1% | 0.95 | 0.0031 | -0.002 | 45 | 0.8700 | 1.25 | 4 | 48.2% | -0.06 | 0.0031 | -0.006 | ||
| 33.05 | 36.10 | 3 | 47.9% | 0.92 | 0.0043 | -0.005 | 50 | 1.55 | 2.11 | 5 | 48.3% | -0.09 | 0.0044 | -0.009 | ||
| 29.25 | 32.20 | 2 | 47.4% | 0.88 | 0.0055 | -0.008 | 55 | 2.49 | 3.35 | 24 | 48.6% | -0.13 | 0.0057 | -0.011 | ||
| 25.75 | 28.80 | 47.7% | 0.84 | 0.0068 | -0.011 | 60 | 3.95 | 4.30 | 311 | 47.8% | -0.17 | 0.0071 | -0.014 | |||
| 22.50 | 25.10 | 1 | 46.4% | 0.79 | 0.0079 | -0.013 | 65 | 5.55 | 6.05 | 89 | 47.9% | -0.22 | 0.0084 | -0.016 | ||
| 19.55 | 22.20 | 1 | 46.4% | 0.74 | 0.0090 | -0.015 | 70 | 7.40 | 7.85 | 2,890 | 47.4% | -0.27 | 0.0095 | -0.018 | ||
| 17.25 | 18.95 | 3 | 45.8% | 0.69 | 0.0098 | -0.017 | 75 | 9.60 | 10.00 | 334 | 47.0% | -0.33 | 0.0106 | -0.020 | ||
| 15.50 | 16.65 | 75 | 46.9% | 0.64 | 0.0105 | -0.019 | 80 | 11.60 | 12.65 | 1 | 1,179 | 46.2% | -0.38 | 0.0114 | -0.021 | |
| 12.90 | 14.60 | 26 | 46.0% | 0.58 | 0.0110 | -0.019 | 85 | 13.85 | 15.55 | 183 | 45.3% | -0.44 | 0.0120 | -0.021 | ||
| 11.65 | 12.45 | 5 | 62 | 46.4% | 0.53 | 0.0112 | -0.020 | 90 | 17.30 | 18.40 | 478 | 45.5% | -0.50 | 0.0125 | -0.022 | |
| 9.55 | 11.15 | 1 | 19 | 46.1% | 0.48 | 0.0112 | -0.020 | 95 | 20.70 | 21.85 | 41 | 45.7% | -0.55 | 0.0127 | -0.022 | |
| 8.50 | 9.65 | 20 | 126 | 46.5% | 0.44 | 0.0111 | -0.020 | 100 | 24.20 | 25.85 | 245 | 46.2% | -0.61 | 0.0128 | -0.021 | |
| 7.00 | 8.45 | 104 | 46.0% | 0.40 | 0.0108 | -0.020 | 105 | 27.95 | 29.20 | 10 | 45.3% | -0.66 | 0.0127 | -0.021 | ||
| 6.40 | 7.40 | 1 | 63 | 46.8% | 0.36 | 0.0105 | -0.019 | 110 | 31.90 | 33.40 | 60 | 45.6% | -0.70 | 0.0124 | -0.020 | |
| 5.20 | 6.55 | 40 | 46.4% | 0.32 | 0.0100 | -0.018 | 115 | 35.90 | 38.20 | 46.6% | -0.75 | 0.0121 | -0.019 | |||
| 4.40 | 5.75 | 27 | 46.4% | 0.29 | 0.0095 | -0.018 | 120 | 40.25 | 42.90 | 47.7% | -0.79 | 0.0116 | -0.018 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs