CCJ catena di opzioni Cameco Corporation
Cboe delayed options data · aggiornato al 18:34 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 ±11.4% (71.73–90.19) · ATM IV 48.1% · P/C open interest 4.56
| 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 | |
| 30.40 | 32.65 | 68 | 95.1% | 0.99 | 0.0010 | -0.000 | 50 | 0 | 0.0500 | 1 | 66.0% | -0.01 | 0.0010 | -0.004 | ||
| 25.45 | 27.70 | 4 | 80.5% | 0.99 | 0.0019 | -0.003 | 55 | 0 | 0.1600 | 9 | 63.0% | -0.01 | 0.0019 | -0.006 | ||
| 20.75 | 22.95 | 11 | 74.4% | 0.98 | 0.0041 | -0.007 | 60 | 0.0300 | 0.2100 | 12 | 53.9% | -0.02 | 0.0041 | -0.010 | ||
| 15.95 | 18.00 | 61.4% | 0.94 | 0.0094 | -0.018 | 65 | 0.2300 | 0.3900 | 3 | 120 | 50.2% | -0.06 | 0.0094 | -0.021 | ||
| 11.70 | 12.55 | 65 | 50 | 48.4% | 0.87 | 0.0184 | -0.037 | 70 | 0.7400 | 0.8900 | 71 | 359 | 48.2% | -0.13 | 0.0185 | -0.038 |
| 10.85 | 12.70 | 56.1% | 0.85 | 0.0204 | -0.041 | 71 | 0.7200 | 1.25 | 48.1% | -0.15 | 0.0206 | -0.043 | ||||
| 10.05 | 11.90 | 55.4% | 0.82 | 0.0225 | -0.045 | 72 | 0.9100 | 1.40 | 1 | 47.6% | -0.18 | 0.0226 | -0.047 | |||
| 9.15 | 11.10 | 53.7% | 0.80 | 0.0245 | -0.049 | 73 | 1.19 | 1.62 | 47.9% | -0.20 | 0.0247 | -0.051 | ||||
| 8.35 | 10.35 | 52.8% | 0.77 | 0.0264 | -0.053 | 74 | 1.50 | 1.85 | 48.0% | -0.23 | 0.0266 | -0.055 | ||||
| 8.05 | 9.60 | 23 | 54.8% | 0.74 | 0.0282 | -0.057 | 75 | 1.88 | 2.05 | 28 | 42.2K | 48.0% | -0.26 | 0.0285 | -0.058 | |
| 7.30 | 8.70 | 52.6% | 0.71 | 0.0299 | -0.060 | 76 | 2.03 | 2.47 | 47.5% | -0.29 | 0.0302 | -0.061 | ||||
| 6.50 | 8.30 | 52.9% | 0.68 | 0.0314 | -0.063 | 77 | 2.37 | 2.74 | 1 | 46.9% | -0.33 | 0.0316 | -0.064 | |||
| 6.15 | 7.70 | 54.1% | 0.64 | 0.0326 | -0.066 | 78 | 2.63 | 3.25 | 46.8% | -0.36 | 0.0329 | -0.067 | ||||
| 5.50 | 6.35 | 49.3% | 0.61 | 0.0336 | -0.068 | 79 | 3.10 | 3.65 | 2 | 46.9% | -0.39 | 0.0340 | -0.069 | |||
| 5.05 | 5.35 | 5 | 727 | 47.3% | 0.58 | 0.0343 | -0.069 | 80 | 3.80 | 4.05 | 8 | 1,277 | 47.8% | -0.43 | 0.0348 | -0.070 |
| 4.55 | 5.25 | 1 | 49.4% | 0.54 | 0.0348 | -0.070 | 81 | 4.05 | 4.60 | 6 | 46.8% | -0.46 | 0.0353 | -0.071 | ||
| 4.10 | 4.50 | 5 | 47.9% | 0.51 | 0.0350 | -0.070 | 82 | 4.85 | 5.10 | 1 | 47.9% | -0.50 | 0.0355 | -0.071 | ||
| 3.55 | 4.15 | 47.8% | 0.47 | 0.0350 | -0.070 | 83 | 5.20 | 5.65 | 46.7% | -0.53 | 0.0355 | -0.071 | ||||
| 3.25 | 3.75 | 2 | 48.2% | 0.44 | 0.0347 | -0.070 | 84 | 5.75 | 6.35 | 46.9% | -0.57 | 0.0353 | -0.070 | |||
| 2.92 | 3.15 | 95 | 1,043 | 47.2% | 0.41 | 0.0341 | -0.068 | 85 | 6.60 | 6.85 | 2 | 16.6K | 47.3% | -0.60 | 0.0348 | -0.069 |
| 2.55 | 3.05 | 48.2% | 0.37 | 0.0334 | -0.067 | 86 | 7.15 | 7.75 | 47.9% | -0.63 | 0.0341 | -0.067 | ||||
| 2.26 | 2.51 | 2 | 47.0% | 0.34 | 0.0324 | -0.065 | 87 | 7.30 | 8.60 | 45.7% | -0.67 | 0.0332 | -0.065 | |||
| 2.03 | 2.23 | 11 | 47.3% | 0.31 | 0.0313 | -0.062 | 88 | 8.60 | 9.10 | 47.7% | -0.70 | 0.0321 | -0.063 | |||
| 1.77 | 2.02 | 7 | 47.5% | 0.28 | 0.0300 | -0.059 | 89 | 9.40 | 10.05 | 49.2% | -0.73 | 0.0308 | -0.060 | |||
| 1.56 | 1.68 | 177 | 1,884 | 46.9% | 0.26 | 0.0286 | -0.056 | 90 | 9.75 | 10.65 | 8,807 | 17.0K | 45.3% | -0.75 | 0.0295 | -0.057 |
| 1.30 | 1.84 | 48.9% | 0.23 | 0.0270 | -0.053 | 91 | 10.90 | 11.70 | 49.3% | -0.78 | 0.0280 | -0.054 | ||||
| 1.18 | 1.35 | 25 | 47.2% | 0.21 | 0.0255 | -0.050 | 92 | 11.10 | 12.60 | 45.3% | -0.80 | 0.0265 | -0.051 | |||
| 0.9800 | 1.15 | 1 | 46.7% | 0.19 | 0.0238 | -0.047 | 93 | 11.85 | 13.50 | 44.8% | -0.83 | 0.0249 | -0.048 | |||
| 0.8900 | 1.06 | 2 | 47.5% | 0.17 | 0.0222 | -0.044 | 94 | 13.00 | 14.40 | 1 | 47.5% | -0.85 | 0.0233 | -0.044 | ||
| 0.7600 | 0.9000 | 102 | 1,505 | 47.2% | 0.15 | 0.0206 | -0.041 | 95 | 13.75 | 15.20 | 3,391 | 45.4% | -0.86 | 0.0218 | -0.041 | |
| 0.4000 | 0.4600 | 283 | 7,568 | 48.3% | 0.09 | 0.0135 | -0.028 | 100 | 18.35 | 19.85 | 2 | 208 | 43.4% | -0.93 | 0.0149 | -0.028 |
| 0.1400 | 0.2600 | 9 | 939 | 48.5% | 0.05 | 0.0086 | -0.018 | 105 | 23.10 | 24.70 | 63 | -0.97 | 0.0104 | -0.019 | ||
| 0.1000 | 0.1900 | 10 | 749 | 52.5% | 0.03 | 0.0055 | -0.013 | 110 | 28.05 | 30.25 | 27 | 61.3% | -0.99 | 0.0048 | -0.013 | |
| 0.0300 | 0.1500 | 4 | 167 | 54.6% | 0.02 | 0.0036 | -0.009 | 115 | 32.85 | 35.70 | 73.8% | -1.00 | 0.0003 | -0.011 | ||
| 0 | 0.0500 | 1 | 1,889 | 51.4% | 0.01 | 0.0024 | -0.006 | 120 | 38.05 | 40.05 | 66.0% | -1.00 | 0.0000 | -0.011 | ||
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 — Nov 20, 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