CCJ catena di opzioni Cameco Corporation

Scadenza Cboe delayed options data · aggiornato al 15:33 UTC

Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.

Questa scadenza prezza una mossa di circa ±7.1% (92.86–107.11) · ATM IV 43.6% · P/C open interest 0.84

CALL								Strike	PUT
Bid	Chiedi	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	Chiedi	Vol	OI	IV	Δ	Γ	Θ
49.60	51.35		99	195.4%	1.00	0.0004	0.000	50	0	0.2000		60	153.1%	-0.00	0.0004	-0.009
44.00	46.20		90	138.2%	1.00	0.0006	0.000	55	0	0.6500		286	160.9%	-0.01	0.0006	-0.010
39.00	41.25		14	122.0%	0.99	0.0009	0.000	60	0	0.7000		143	142.2%	-0.01	0.0009	-0.012
34.15	36.85		43	132.2%	0.99	0.0013	0.000	65	0	0.9500		318	130.5%	-0.01	0.0013	-0.014
29.15	31.75		135	110.0%	0.99	0.0020	-0.002	70	0	0.5200		1,193	99.0%	-0.01	0.0020	-0.017
24.20	26.95		111	97.2%	0.98	0.0033	-0.009	75	0	0.7100		3,256	87.9%	-0.02	0.0033	-0.021
19.20	21.95		208	79.2%	0.97	0.0057	-0.017	80	0	0.2000		16.5K	56.3%	-0.03	0.0057	-0.027
14.40	17.15		452	67.6%	0.94	0.0106	-0.030	85	0.1000	0.2500	5	3,606	47.7%	-0.06	0.0107	-0.038
12.45	14.85			57.1%	0.93	0.0140	-0.038	87	0.1000	0.6000		6	49.2%	-0.07	0.0141	-0.044
11.50	13.95			55.5%	0.91	0.0161	-0.042	88	0.3000	0.5200		56	48.1%	-0.09	0.0162	-0.049
10.65	13.00			54.3%	0.90	0.0185	-0.048	89	0.2300	0.8100		214	47.8%	-0.10	0.0186	-0.054
9.95	11.65	1	753	50.1%	0.88	0.0213	-0.054	90	0.4200	0.6400	18	3,317	44.7%	-0.12	0.0214	-0.059
9.05	11.30			53.9%	0.86	0.0243	-0.061	91	0.3600	0.8000		36	42.5%	-0.14	0.0245	-0.066
8.00	10.45			50.8%	0.83	0.0275	-0.069	92	0.5800	1.00		30	43.6%	-0.17	0.0277	-0.073
7.50	9.35		4	50.1%	0.80	0.0308	-0.077	93	0.7400	1.24		36	43.5%	-0.20	0.0309	-0.081
6.75	8.40	1	2	48.2%	0.77	0.0339	-0.085	94	1.02	1.36		33	42.8%	-0.23	0.0341	-0.089
6.10	6.80	8	1,893	41.6%	0.73	0.0367	-0.093	95	1.18	1.73	9	11.8K	42.7%	-0.27	0.0370	-0.097
5.40	7.15		49	49.1%	0.69	0.0392	-0.101	96	1.48	2.12		144	43.2%	-0.31	0.0395	-0.103
4.70	6.20		1	46.4%	0.65	0.0413	-0.107	97	1.99	2.46	18	32	44.0%	-0.35	0.0416	-0.109
4.25	5.75		5	48.2%	0.61	0.0428	-0.112	98	2.40	2.74	5	67	43.3%	-0.39	0.0432	-0.114
3.80	4.40	1	38	43.4%	0.57	0.0438	-0.115	99	2.83	3.30	2	27	43.9%	-0.44	0.0442	-0.117
3.35	3.75	14	8,290	42.9%	0.52	0.0442	-0.117	100	3.30	3.85	1	4,383	44.3%	-0.48	0.0446	-0.118
2.83	4.00		8	47.2%	0.48	0.0441	-0.117	101	3.70	4.45		42	43.5%	-0.53	0.0445	-0.118
2.36	3.50		35	46.4%	0.43	0.0435	-0.117	102	4.35	5.05		33	44.1%	-0.57	0.0439	-0.117
2.17	2.91	3	75	46.2%	0.39	0.0424	-0.114	103	5.00	5.65		11	44.1%	-0.61	0.0428	-0.114
1.76	2.60	2	26	46.1%	0.35	0.0408	-0.111	104	5.25	6.45		1,542	42.2%	-0.65	0.0413	-0.110
1.61	2.08	68	2,329	45.6%	0.32	0.0390	-0.106	105	5.85	7.35		1,276	42.7%	-0.69	0.0394	-0.105
1.25	2.14		52	47.4%	0.28	0.0368	-0.101	106	7.10	8.00	2	219	45.8%	-0.72	0.0373	-0.099
1.09	1.82		509	47.5%	0.25	0.0344	-0.095	107	7.30	9.15		61	44.4%	-0.76	0.0349	-0.093
0.8500	1.65	2	203	47.6%	0.22	0.0319	-0.089	108	8.05	9.70		7	41.6%	-0.79	0.0324	-0.087
0.7400	1.41		329	47.9%	0.19	0.0294	-0.083	109	9.05	10.50		113	42.7%	-0.81	0.0298	-0.080
0.7100	0.8900	66	21.9K	45.7%	0.17	0.0268	-0.077	110	9.95	11.25		1,091	41.9%	-0.84	0.0273	-0.074
0.4400	1.04		44	47.4%	0.15	0.0244	-0.071	111	10.70	12.20			40.8%	-0.86	0.0249	-0.067
0.4200	0.7800	7	1,529	47.0%	0.13	0.0222	-0.066	112	11.40	13.15		2	37.5%	-0.88	0.0225	-0.061
0.2600	0.7000		10	46.5%	0.12	0.0200	-0.061	113	12.25	14.55		2	44.1%	-0.89	0.0204	-0.055
0.2700	0.4800		24	45.9%	0.10	0.0181	-0.056	114	13.45	15.05			40.8%	-0.91	0.0185	-0.050
0.1600	0.4600	2	2,054	46.1%	0.09	0.0163	-0.051	115	13.85	16.25	1	1,269		-0.92	0.0167	-0.045
0.0700	0.8200	1	5	52.5%	0.08	0.0146	-0.047	116	14.75	17.20				-0.93	0.0152	-0.040
0.1100	0.7500		3	54.3%	0.07	0.0132	-0.043	117	15.55	18.25				-0.94	0.0140	-0.036
0.1000	0.9500		26	59.3%	0.06	0.0118	-0.040	118	16.55	19.15				-0.95	0.0129	-0.032
0.0800	0.7500		26	58.1%	0.06	0.0107	-0.037	119	17.45	20.10				-0.95	0.0119	-0.029
0.0600	0.4400	10	1,772	54.0%	0.05	0.0096	-0.034	120	18.95	20.90		427		-0.96	0.0110	-0.027
0.0300	0.7500		1	61.4%	0.04	0.0086	-0.031	121	19.45	22.10				-0.97	0.0102	-0.025
0.0100	0.9100		1,464	71.8%	0.03	0.0057	-0.022	125	23.30	26.05		4		-0.99	0.0065	-0.025
0	0.3000	1	5,656	65.9%	0.02	0.0035	-0.015	130	28.25	30.95		18		-1.00	0.0027	-0.033
0	0.7500		861	86.4%	0.01	0.0023	-0.011	135	33.30	36.00				-1.00	0.0008	-0.041
0	0.7500		899	94.5%	0.01	0.0015	-0.008	140	38.25	41.15		26		-1.00	0.0002	-0.046
0	0.6900		1,305	100.6%	0.01	0.0010	-0.006	145	43.25	45.95				-1.00	0.0000	-0.049

Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.

Volatility smile — Sep 18, 2026

Pagina della volatilità →

Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.

callput

CCJ catena di opzioni Cameco Corporation

Volatility smile — Sep 18, 2026

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