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Cameco Corp CCJ

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-16T01:46:30.199Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:46:32.084179567Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:46:29.733466+00:00

Research2026-08-31 · 15 entries · 17 trades · 0 option records · 6747 price bars

Share price$84.36
1D+4.7%
AH$79$80$82$83$855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCJ
Sold putSold callAH

Cameco Corp options

Live interpolated CCJ call and put midpoint premiums by absolute delta.Cameco Corp$0.00$3.83$7.66$11.50$15.33$77.94$80.82$83.69$86.57$89.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCJ spot · $84.36CCJ PRICE$0.32$0.23$0.23$0.26$0.29$0.33$0.36$0.40$0.43$0.47$0.42$0.50$0.58$0.82$1.12$1.42$1.62$1.81$2.97$4.31$3.77$7.61$14.21
PutsExpensive1.44×
CallsCheap0.29×
SkewBearish+90.03 pp
Implied moveBearish±$1.98
TiltBearish85.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.0584.7%4.8%81.3484.4%4.1%
25Δ85.5436.2%1.7%82.2274.1%3.1%
30Δ85.0127.0%1.0%82.8467.8%2.5%
35Δ84.8825.5%0.9%83.2673.2%2.3%
40Δ84.7524.2%0.8%83.6282.4%2.2%
45Δ84.6322.9%0.7%83.9791.5%2.1%
50Δ84.5021.5%0.6%84.4489.1%1.8%
55Δ84.3820.2%0.5%84.9385.6%1.5%
60Δ84.2518.8%0.4%85.90118.9%1.7%
65Δ84.1317.5%0.3%87.24145.9%1.7%
70Δ87.20114.6%1.1%
75Δ90.78192.4%1.4%
80Δ97.22338.5%1.6%

20Δ

Calls
Pseudo strike
88.05
IV
84.7%
B/E move
4.8%
Puts
Pseudo strike
81.34
IV
84.4%
B/E move
4.1%

25Δ

Calls
Pseudo strike
85.54
IV
36.2%
B/E move
1.7%
Puts
Pseudo strike
82.22
IV
74.1%
B/E move
3.1%

30Δ

Calls
Pseudo strike
85.01
IV
27.0%
B/E move
1.0%
Puts
Pseudo strike
82.84
IV
67.8%
B/E move
2.5%

35Δ

Calls
Pseudo strike
84.88
IV
25.5%
B/E move
0.9%
Puts
Pseudo strike
83.26
IV
73.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
84.75
IV
24.2%
B/E move
0.8%
Puts
Pseudo strike
83.62
IV
82.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
84.63
IV
22.9%
B/E move
0.7%
Puts
Pseudo strike
83.97
IV
91.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
84.50
IV
21.5%
B/E move
0.6%
Puts
Pseudo strike
84.44
IV
89.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
84.38
IV
20.2%
B/E move
0.5%
Puts
Pseudo strike
84.93
IV
85.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
84.25
IV
18.8%
B/E move
0.4%
Puts
Pseudo strike
85.90
IV
118.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
84.13
IV
17.5%
B/E move
0.3%
Puts
Pseudo strike
87.24
IV
145.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.20
IV
114.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.78
IV
192.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.22
IV
338.5%
B/E move
1.6%

Company coverage

Moat

Strong

~20% of global uranium production. Operates the world's highest-grade uranium mines in Saskatchewan's Athabasca Basin: McArthur River (world's largest high-grade), Cigar Lake (world's highest-grade), and Key Lake (world's largest uranium mill). Long…

Physical assets

Strong

Tier-one mining and milling operations with licensed capacity for 30M+ lbs annually. Proven/probable reserves exceeding 433M lbs. McArthur River and Cigar Lake are irreplaceable, high-grade deposits. Production expected at 22.4M lbs in 2025.

Software / hardware

Software3%
Hardware97%

Growth. World's highest-grade uranium mines restart at full capacity as nuclear renaissance (AI data center power demand) drives spot uranium toward $100+/lb. Primary assets. McArthur River mine (world's largest high-grade), Cigar Lake mine (world's…

Latest entries
  1. manual · sw-hw

    Growth. World's highest-grade uranium mines restart at full capacity as nuclear renaissance (AI data center power demand) drives spot uranium toward $100+/lb. Primary assets. McArthur River mine (world's largest high-grade), Ciga…

  2. manual · physical-assets

    Tier-one mining and milling operations with licensed capacity for 30M+ lbs annually. Proven/probable reserves exceeding 433M lbs. McArthur River and Cigar Lake are irreplaceable, high-grade deposits. Production expected at 22.4M…

  3. manual · moat

    ~20% of global uranium production. Operates the world's highest-grade uranium mines in Saskatchewan's Athabasca Basin: McArthur River (world's largest high-grade), Cigar Lake (world's highest-grade), and Key Lake (world's largest…

Recent records
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BUY Equity +27%

Notes

Full portfolio moat / asset analysis

~20% of global uranium production. Operates the world's highest-grade uranium mines in Saskatchewan's Athabasca Basin: McArthur River (world's largest high-grade), Cigar Lake (world's highest-grade), and Key Lake (world's largest uranium mill). Long-term contracts (230M lbs under contract as of end-2025) and a 49% stake in Westinghouse provide exposure acro…

Full portfolio moat / asset analysis

Tier-one mining and milling operations with licensed capacity for 30M+ lbs annually. Proven/probable reserves exceeding 433M lbs. McArthur River and Cigar Lake are irreplaceable, high-grade deposits. Production expected at 22.4M lbs in 2025.