CCJ cadeia de opções Cameco Corporation
Cboe delayed options data · em 21:53 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 ±10.9% (71.72–89.28) · IV ATM 45.9% · P/C open interest 4.56
| 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 | |
| 30.40 | 32.30 | 68 | 96.6% | 0.99 | 0.0011 | -0.001 | 50 | 0 | 0.0500 | 1 | 65.7% | -0.01 | 0.0011 | -0.004 | ||
| 25.25 | 27.90 | 4 | 88.9% | 0.99 | 0.0021 | -0.003 | 55 | 0 | 0.1600 | 9 | 62.7% | -0.01 | 0.0021 | -0.006 | ||
| 20.75 | 22.95 | 11 | 80.1% | 0.98 | 0.0046 | -0.009 | 60 | 0 | 0.2100 | 12 | 52.4% | -0.03 | 0.0046 | -0.012 | ||
| 15.95 | 18.00 | 65.8% | 0.94 | 0.0099 | -0.021 | 65 | 0.1000 | 0.4500 | 3 | 120 | 48.5% | -0.06 | 0.0100 | -0.022 | ||
| 11.60 | 12.55 | 65 | 50 | 50.8% | 0.86 | 0.0188 | -0.038 | 70 | 0.7500 | 0.9500 | 78 | 359 | 48.4% | -0.14 | 0.0189 | -0.039 |
| 10.40 | 12.25 | 51.6% | 0.84 | 0.0209 | -0.041 | 71 | 0.8300 | 1.24 | 48.5% | -0.16 | 0.0210 | -0.043 | ||||
| 9.95 | 11.40 | 53.4% | 0.82 | 0.0230 | -0.045 | 72 | 1.00 | 1.41 | 3 | 47.8% | -0.18 | 0.0232 | -0.047 | |||
| 9.15 | 10.20 | 49.7% | 0.80 | 0.0251 | -0.049 | 73 | 1.25 | 1.64 | 5 | 47.9% | -0.21 | 0.0253 | -0.050 | |||
| 8.35 | 9.60 | 50.0% | 0.77 | 0.0272 | -0.052 | 74 | 1.47 | 1.73 | 1 | 46.4% | -0.23 | 0.0274 | -0.054 | |||
| 6.95 | 9.00 | 23 | 46.0% | 0.74 | 0.0291 | -0.056 | 75 | 1.80 | 1.97 | 67 | 42.2K | 46.3% | -0.26 | 0.0294 | -0.057 | |
| 6.30 | 7.95 | 43.9% | 0.71 | 0.0309 | -0.059 | 76 | 2.00 | 2.41 | 3 | 46.2% | -0.30 | 0.0312 | -0.060 | |||
| 6.40 | 7.15 | 47.3% | 0.67 | 0.0325 | -0.062 | 77 | 2.33 | 2.70 | 85 | 45.7% | -0.33 | 0.0329 | -0.063 | |||
| 5.85 | 6.60 | 61 | 47.9% | 0.64 | 0.0339 | -0.064 | 78 | 2.69 | 3.05 | 53 | 45.2% | -0.36 | 0.0343 | -0.065 | ||
| 5.20 | 5.95 | 12 | 46.9% | 0.61 | 0.0350 | -0.066 | 79 | 3.10 | 3.50 | 8 | 45.2% | -0.40 | 0.0354 | -0.067 | ||
| 4.75 | 5.20 | 72 | 727 | 46.2% | 0.57 | 0.0358 | -0.067 | 80 | 3.65 | 3.95 | 46 | 1,277 | 45.6% | -0.44 | 0.0363 | -0.068 |
| 4.25 | 4.85 | 3 | 46.9% | 0.53 | 0.0363 | -0.068 | 81 | 4.00 | 4.55 | 11 | 45.2% | -0.47 | 0.0368 | -0.069 | ||
| 3.80 | 4.25 | 112 | 46.2% | 0.50 | 0.0365 | -0.068 | 82 | 4.50 | 5.00 | 27 | 44.5% | -0.51 | 0.0370 | -0.069 | ||
| 3.40 | 3.95 | 44 | 47.0% | 0.46 | 0.0363 | -0.068 | 83 | 5.10 | 5.60 | 44.8% | -0.54 | 0.0369 | -0.068 | |||
| 3.00 | 3.55 | 115 | 46.9% | 0.43 | 0.0359 | -0.067 | 84 | 5.70 | 6.20 | 44.6% | -0.58 | 0.0366 | -0.068 | |||
| 2.55 | 2.89 | 190 | 1,043 | 44.7% | 0.39 | 0.0352 | -0.065 | 85 | 6.45 | 7.10 | 24 | 16.6K | 46.5% | -0.61 | 0.0359 | -0.066 |
| 2.34 | 2.70 | 11 | 46.1% | 0.36 | 0.0342 | -0.064 | 86 | 7.00 | 7.70 | 45.4% | -0.65 | 0.0350 | -0.064 | |||
| 1.94 | 2.59 | 18 | 46.6% | 0.33 | 0.0331 | -0.061 | 87 | 7.30 | 9.00 | 46.4% | -0.68 | 0.0339 | -0.062 | |||
| 1.80 | 2.16 | 11 | 46.4% | 0.30 | 0.0317 | -0.059 | 88 | 7.90 | 9.45 | 43.8% | -0.71 | 0.0326 | -0.060 | |||
| 1.59 | 1.91 | 8 | 46.5% | 0.27 | 0.0302 | -0.056 | 89 | 9.10 | 10.65 | 1 | 49.3% | -0.74 | 0.0312 | -0.057 | ||
| 1.36 | 1.60 | 197 | 1,884 | 45.8% | 0.24 | 0.0286 | -0.053 | 90 | 9.85 | 10.65 | 8,815 | 17.0K | 43.8% | -0.77 | 0.0297 | -0.054 |
| 1.08 | 1.76 | 47.6% | 0.22 | 0.0270 | -0.050 | 91 | 10.25 | 11.65 | 41.9% | -0.79 | 0.0280 | -0.051 | ||||
| 1.04 | 1.20 | 28 | 45.8% | 0.20 | 0.0253 | -0.047 | 92 | 10.90 | 12.60 | 40.8% | -0.82 | 0.0264 | -0.048 | |||
| 0.8700 | 1.10 | 1 | 46.1% | 0.18 | 0.0235 | -0.044 | 93 | 11.85 | 13.50 | 41.6% | -0.84 | 0.0247 | -0.045 | |||
| 0.7800 | 0.9400 | 8 | 46.2% | 0.16 | 0.0218 | -0.041 | 94 | 13.00 | 14.40 | 1 | 44.3% | -0.86 | 0.0230 | -0.041 | ||
| 0.6500 | 0.7600 | 182 | 1,505 | 45.5% | 0.14 | 0.0201 | -0.038 | 95 | 13.75 | 15.20 | 3,391 | 41.2% | -0.88 | 0.0214 | -0.038 | |
| 0.3100 | 0.3900 | 303 | 7,568 | 46.6% | 0.08 | 0.0129 | -0.025 | 100 | 18.70 | 19.80 | 2 | 208 | 39.0% | -0.94 | 0.0144 | -0.026 |
| 0.1400 | 0.2700 | 36 | 939 | 49.2% | 0.04 | 0.0080 | -0.017 | 105 | 23.15 | 25.55 | 2 | 63 | 54.1% | -0.98 | 0.0097 | -0.016 |
| 0.0600 | 0.1800 | 20 | 749 | 51.3% | 0.03 | 0.0050 | -0.011 | 110 | 28.05 | 30.35 | 27 | -1.00 | 0.0031 | -0.011 | ||
| 0 | 0.1500 | 4 | 167 | 53.7% | 0.02 | 0.0032 | -0.008 | 115 | 32.30 | 35.55 | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0500 | 1 | 1,889 | 51.8% | 0.01 | 0.0021 | -0.005 | 120 | 38.05 | 40.05 | -1.00 | 0.0000 | -0.011 | |||
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 — Nov 20, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs