CCJ volatility Cameco Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.43.4%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.45.1%
HV6045.6%
IV − HV20 spread
-1.7pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 00:33 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 46.9% | -2.4pt | ±2.8% |
| Sep 11, 2026 | 9 | 42.8% | -2.2pt | ±5.4% |
| Sep 18, 2026 | 16 | 42.7% | -1.9pt | ±7.1% |
| Sep 25, 2026 | 23 | 43.5% | -1.4pt | ±8.7% |
| Oct 02, 2026 | 30 | 43.4% | -1.2pt | ±9.9% |
| Oct 09, 2026 | 37 | 44.6% | -0.4pt | ±11.3% |
| Oct 16, 2026 | 44 | 44.8% | -1.4pt | ±12.4% |
| Dec 18, 2026 | 107 | 46.4% | -0.5pt | ±19.9% |
| Jan 15, 2027 | 135 | 46.3% | -1.1pt | ±22.3% |
| Mar 19, 2027 | 198 | 48.9% | -0.6pt | ±28.5% |
| Jun 17, 2027 | 288 | 47.7% | +0.1pt | ±33.4% |
| Jan 21, 2028 | 506 | 49.6% | -0.8pt | ±45.4% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20