thetaOwl

CCJ

Cameco CorporationClose $85.18EOD only
Max Pain
$92.00
Next expiry Oct 9, 2026
Expected Move
±$3.61
4.2% from close
Price Gap
+6.82
Distance to max pain
IV Rank
4
Low premium
P/C OI
1.38
Slightly put-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot

This page reflects CCJ options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Oct 2, 2026 close
CCJ Options Chain
Data as of market close Oct 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 7)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
85.002.051.822.11-0.45122940.2%0.5320.0839-0.1400.0470.008
89.000.850.520.74-0.15247441.4%0.2350.0630-0.1090.0360.004
90.000.520.360.47-0.168112439.3%0.1660.0538-0.0840.0290.003
91.000.400.240.35-0.04348140.1%0.1260.0437-0.0710.0240.002
92.000.320.150.32-0.133738443.4%0.1080.0362-0.0690.0220.002
93.000.180.050.45-0.174924052.6%0.1240.0329-0.0920.0240.002
94.000.100.080.27-0.14430049.4%0.0820.0259-0.0640.0180.001
95.000.120.010.26-0.03149052.8%0.0740.0226-0.0630.0170.001
96.000.160.050.81-0.0147664.4%0.0990.0229-0.0950.0210.002
97.000.070.030.12-0.1184951.1%0.0370.0133-0.0350.0090.001
98.000.080.000.06-0.03514248.0%0.0200.0084-0.0190.0060.000
99.000.290.000.750.0054173.2%0.0770.0168-0.0900.0170.001
100.000.040.000.08-0.06235650.8%0.0130.0055-0.0140.0040.000
101.000.100.000.100.05144955.1%0.0140.0056-0.0170.0040.000
102.000.090.000.750.0015783.7%0.0680.0133-0.0930.0160.001
103.000.050.000.140.0028763.3%0.0170.0057-0.0230.0050.000
104.000.090.000.750.0033590.3%0.0630.0117-0.0950.0150.001
105.000.050.000.390.0016881.7%0.0370.0084-0.0560.0100.001
106.000.110.000.750.0015696.8%0.0600.0104-0.0970.0140.001
107.000.440.000.750.00415899.9%0.0580.0098-0.0980.0140.001
108.000.240.000.750.00120102.9%0.0560.0093-0.0990.0130.001
109.000.490.000.750.00235106.0%0.0550.0089-0.0990.0130.001
110.000.040.000.240.0313588.3%0.0210.0049-0.0380.0060.000
111.000.050.000.750.0014111.9%0.0520.0081-0.1010.0130.001
112.000.200.000.750.00310114.7%0.0510.0077-0.1010.0120.001
113.000.440.000.760.00218118.0%0.0500.0074-0.1030.0120.001
114.000.210.000.750.0037120.4%0.0490.0071-0.1030.0120.001
115.000.070.000.750.00446123.2%0.0480.0068-0.1030.0120.001
116.000.040.000.750.002229125.9%0.0470.0066-0.1040.0110.001
117.000.490.000.750.0033128.6%0.0460.0063-0.1040.0110.001
118.000.130.000.760.0014131.6%0.0450.0061-0.1060.0110.001
119.000.400.000.750.0014133.8%0.0440.0059-0.1050.0110.001
120.000.100.000.760.00122136.7%0.0440.0057-0.1070.0110.001
121.000.560.000.760.0013139.4%0.0430.0055-0.1070.0110.001
125.000.510.000.750.0012148.8%0.0400.0049-0.1080.0100.001
130.000.200.000.800.0004162.5%0.0390.0044-0.1160.0100.001

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
65.000.110.000.750.0001120.5%-0.0440.0065-0.0940.011-0.001
70.000.050.000.05-0.032957.8%-0.0060.0026-0.0080.002-0.000
75.000.040.000.20-0.3162957.4%-0.0490.0151-0.0490.012-0.001
78.000.250.000.720.0011150.6%-0.0960.0286-0.0720.020-0.002
79.000.200.100.26-0.051001241.1%-0.0860.0324-0.0530.019-0.001
80.000.280.220.36-0.092114939.9%-0.1190.0423-0.0660.024-0.002
81.000.420.350.54-0.201234439.9%-0.1700.0538-0.0840.030-0.003
82.000.700.530.70-0.173230038.0%-0.2220.0664-0.0930.035-0.004
83.000.920.631.02-0.182619138.6%-0.2990.0763-0.1100.041-0.005
84.001.161.001.54-0.169121241.6%-0.3880.0781-0.1300.045-0.007
85.001.711.411.88-0.0729923839.2%-0.4680.0861-0.1260.047-0.008
86.002.282.132.62-0.301601,41443.3%-0.5460.0776-0.1390.047-0.009
87.002.682.583.35-0.44510345.8%-0.6140.0708-0.1410.045-0.011
88.003.512.994.25-0.3476150.9%-0.6610.0610-0.1500.043-0.012
89.004.374.154.850.07384848.4%-0.7290.0581-0.1270.039-0.013
90.005.294.955.600.2741636147.9%-0.7830.0519-0.1100.035-0.014
91.005.435.406.85-0.221412559.9%-0.7720.0428-0.1440.036-0.014
92.007.105.957.500.00514155.5%-0.8300.0387-0.1090.030-0.015
93.007.456.808.60-0.4236163.3%-0.8290.0341-0.1260.030-0.015
94.008.627.859.350.001119359.8%-0.8720.0296-0.0950.025-0.016
95.008.658.6510.35-0.8218164.1%-0.8800.0264-0.0980.024-0.016
96.0011.529.6512.150.00233493.2%-0.8040.0252-0.2080.033-0.015
97.008.5110.6012.950.00285792.2%-0.8280.0234-0.1880.030-0.016
98.0013.6011.6013.950.00393496.7%-0.8350.0218-0.1920.029-0.016
99.009.1012.6014.450.0021184.1%-0.8900.0190-0.1230.022-0.017
100.0013.6213.4015.750.1211798.8%-0.8640.0187-0.1710.026-0.017
101.0014.5515.0016.251.77102183.0%-0.9220.0149-0.0910.017-0.018
102.0010.2015.6017.550.003099.4%-0.8910.0159-0.1450.022-0.018
103.0014.4216.3018.850.0054114.1%-0.8680.0159-0.1940.025-0.018
104.0015.9717.7519.900.0020119.6%-0.8680.0151-0.2040.025-0.018
105.0017.1318.3520.450.0010106.1%-0.9110.0129-0.1330.019-0.019
106.0017.6219.3521.900.0020127.1%-0.8750.0137-0.2090.024-0.018
107.0020.1220.3522.700.0010123.3%-0.8940.0126-0.1790.022-0.019
108.0020.8221.6023.700.0020126.8%-0.8960.0121-0.1810.021-0.019
109.0016.1722.6024.200.0030106.3%-0.9450.0089-0.0880.013-0.020
110.0020.2823.3525.850.0030139.4%-0.8890.0115-0.2100.022-0.019
112.0023.4025.6027.250.0020118.2%-0.9440.0081-0.1000.013-0.021
115.0026.3327.8530.850.0010155.8%-0.9000.0096-0.2180.021-0.021
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.