CCJ cadeia de opções Cameco Corporation

Expiração Cboe delayed options data · em 21:33 UTC

Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.

Este vencimento precifica um movimento de aproximadamente ±7.1% (93.20–107.36) · IV ATM 43.5% · P/C open interest 0.84

CALLS								Strike	PUTS
Bid	Perguntar	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	Perguntar	Vol	OI	IV	Δ	Γ	Θ
44.45	47.00		90	164.0%	1.00	0.0003	0.000	55	0	0.6500		286	163.0%	-0.00	0.0003	-0.004
39.45	42.00		14	142.3%	1.00	0.0005	0.000	60	0	0.7000		143	144.2%	-0.00	0.0005	-0.005
34.45	37.00		43	122.4%	1.00	0.0008	0.000	65	0	0.9500		318	132.5%	-0.00	0.0008	-0.006
29.45	31.95		135	102.1%	0.99	0.0012	0.000	70	0	0.5200		1,193	100.6%	-0.01	0.0012	-0.008
24.50	26.95		111	86.3%	0.99	0.0021	0.000	75	0	0.5900		3,256	86.3%	-0.01	0.0021	-0.011
19.70	22.05	8	208	76.5%	0.98	0.0039	-0.005	80	0	0.0800		16.5K	50.3%	-0.02	0.0039	-0.015
14.80	16.90	1	452	58.8%	0.96	0.0083	-0.016	85	0.1000	0.1400	9	3,606	45.7%	-0.04	0.0083	-0.024
12.75	15.25			56.9%	0.95	0.0116	-0.024	87	0.1100	0.3000		6	44.9%	-0.05	0.0116	-0.031
11.75	14.15			52.0%	0.94	0.0138	-0.029	88	0.2300	0.5200	1	56	48.4%	-0.06	0.0138	-0.035
10.80	13.40			52.6%	0.92	0.0164	-0.035	89	0.1700	0.4900	1	214	43.8%	-0.08	0.0164	-0.041
10.25	11.10	8	753	36.6%	0.91	0.0193	-0.042	90	0.4000	0.4500	36	3,317	43.5%	-0.09	0.0195	-0.047
9.45	10.30			39.9%	0.88	0.0226	-0.050	91	0.4300	0.8000		36	45.0%	-0.12	0.0228	-0.055
8.20	9.55			36.6%	0.86	0.0262	-0.059	92	0.5000	0.8200	1	30	42.5%	-0.14	0.0263	-0.063
7.25	9.60		4	44.7%	0.83	0.0297	-0.069	93	0.7400	0.9600	10	36	42.6%	-0.17	0.0299	-0.073
6.90	8.30	1	2	43.8%	0.79	0.0331	-0.078	94	0.8800	1.19	6	33	42.1%	-0.21	0.0333	-0.082
6.35	6.95	21	1,893	40.5%	0.75	0.0362	-0.088	95	1.21	1.46	21	11.8K	42.8%	-0.25	0.0365	-0.091
5.70	6.25		49	41.1%	0.71	0.0389	-0.097	96	1.55	1.77	2	144	43.4%	-0.29	0.0391	-0.099
5.05	5.65	1	1	41.7%	0.67	0.0411	-0.104	97	1.91	2.12	20	32	43.4%	-0.33	0.0414	-0.106
4.35	4.95	4	5	40.6%	0.63	0.0428	-0.110	98	2.26	2.52	5	67	43.5%	-0.37	0.0431	-0.112
3.85	4.40	1	38	41.3%	0.58	0.0440	-0.114	99	2.52	2.96	2	27	42.4%	-0.42	0.0443	-0.116
3.65	3.85	53	8,290	43.2%	0.54	0.0447	-0.117	100	3.20	3.45	44	4,383	43.7%	-0.46	0.0450	-0.118
2.89	3.35	41	8	41.4%	0.50	0.0448	-0.118	101	3.70	4.00	10	42	43.8%	-0.51	0.0452	-0.119
2.76	2.93	260	35	43.4%	0.45	0.0445	-0.117	102	4.05	4.60		33	42.6%	-0.55	0.0449	-0.117
2.38	2.57	5	75	43.7%	0.41	0.0436	-0.115	103	4.85	5.20		11	43.8%	-0.60	0.0440	-0.115
2.05	2.26	18	26	44.1%	0.37	0.0422	-0.111	104	5.50	5.85		1,542	43.8%	-0.64	0.0427	-0.111
1.76	1.93	145	2,329	44.1%	0.33	0.0405	-0.107	105	6.10	6.80	1	1,276	45.0%	-0.68	0.0410	-0.106
1.27	1.66	2	52	42.7%	0.29	0.0383	-0.101	106	6.90	7.55	4	219	45.7%	-0.72	0.0389	-0.100
1.08	1.38	2	509	42.8%	0.26	0.0359	-0.095	107	7.45	8.50		61	45.6%	-0.75	0.0365	-0.093
0.9400	1.19	69	203	43.4%	0.22	0.0333	-0.088	108	8.30	9.30	2	7	46.3%	-0.78	0.0339	-0.086
0.7500	1.03	1	329	43.5%	0.20	0.0306	-0.082	109	8.95	10.15		113	45.2%	-0.81	0.0312	-0.079
0.7000	0.8800	163	21.9K	44.5%	0.17	0.0280	-0.076	110	9.85	11.00	10	1,091	45.8%	-0.84	0.0284	-0.072
0.5200	0.7500	2	44	44.1%	0.15	0.0253	-0.070	111	10.25	12.30			45.5%	-0.86	0.0258	-0.066
0.4300	0.8200	11	1,529	46.6%	0.13	0.0228	-0.064	112	11.10	13.05		2	43.3%	-0.88	0.0232	-0.059
0.3400	0.7000		10	46.6%	0.11	0.0205	-0.058	113	11.95	13.90		2	41.2%	-0.90	0.0208	-0.053
0.2800	0.7100		24	48.4%	0.10	0.0184	-0.053	114	13.10	15.05			48.3%	-0.91	0.0186	-0.047
0.2900	0.3700	73	2,054	46.0%	0.09	0.0165	-0.049	115	13.55	15.85	1	1,269		-0.92	0.0166	-0.042
0.1600	0.3800	1	5	46.0%	0.08	0.0147	-0.045	116	14.50	16.70				-0.93	0.0153	-0.037
0.1100	0.7500		3	53.5%	0.07	0.0132	-0.041	117	15.35	17.90				-0.94	0.0140	-0.033
0.0800	0.9500		26	58.3%	0.06	0.0118	-0.037	118	16.25	18.85				-0.95	0.0129	-0.028
0.0600	0.7500		26	57.1%	0.05	0.0105	-0.034	119	17.25	19.80				-0.96	0.0123	-0.026
0.0800	0.2500	14	1,772	49.3%	0.05	0.0094	-0.031	120	18.55	20.65		427		-0.97	0.0116	-0.023
0.0300	0.7500		1	60.8%	0.04	0.0084	-0.028	121	19.30	21.75				-0.97	0.0109	-0.021
0.0300	0.7100		1,464	67.9%	0.03	0.0054	-0.020	125	23.55	25.75		4		-0.99	0.0065	-0.025
0	0.1600	1	5,656	59.5%	0.01	0.0033	-0.013	130	28.60	30.40		18		-1.00	0.0014	-0.039
0	0.1800	7	861	67.8%	0.01	0.0020	-0.009	135	33.25	35.70				-1.00	0.0000	-0.048
0	0.1000	2	899	69.3%	0.01	0.0013	-0.006	140	38.15	40.70		26		-1.00	0.0000	-0.052
0	0.1300		1,305	78.0%	0.00	0.0009	-0.005	145	43.15	45.70				-1.00	0.0000	-0.053
0	0.0700		2,157	78.2%	0.00	0.0006	-0.004	150	48.15	50.70				-1.00	0.0000	-0.054

Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.

Sorriso de volatilidade — Sep 18, 2026

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Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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CCJ cadeia de opções Cameco Corporation

Sorriso de volatilidade — Sep 18, 2026

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