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Cameco Corporation CCJ

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-30T19:20:56.011Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-30T19:20:46.570256645Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-30T19:20:55.354471+00:00

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

Share price$75.37
1D-1.1%
$74.07$74.72$75.36$76.00$76.655:30 AM6:30 AM9:00 AM1:00 PMCCJ
Sold putSold call

Cameco Corporation options

Live interpolated CCJ call and put midpoint premiums by absolute delta.Cameco Corporation$0.43$1.81$3.20$4.58$5.97$63.72$69.49$75.26$81.03$86.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCJ spot · $75.37CCJ PRICE$0.58$0.77$1.00$1.25$1.50$1.83$2.11$2.36$2.71$3.13$3.56$3.89$5.02$0.64$0.87$1.09$1.41$1.74$1.93$2.24$2.66$3.17$3.39$3.77$4.76$5.57
PutsCheap0.58×
CallsFair0.97×
SkewBearish+0.85 pp
Implied moveBearish±$4.36
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.2451.0%7.2%71.1052.7%6.5%
25Δ79.3351.4%6.3%71.9054.0%5.8%
30Δ78.5352.1%5.5%72.7452.9%4.9%
35Δ77.7852.9%4.9%73.4754.5%4.4%
40Δ77.0252.7%4.2%74.1556.0%3.9%
45Δ76.3353.9%3.7%74.9152.3%3.2%
50Δ75.6353.1%3.1%75.5951.3%2.7%
55Δ74.9350.8%2.5%76.3051.9%2.3%
60Δ74.2650.5%2.1%77.0553.6%2.0%
65Δ73.5750.6%1.8%77.6049.8%1.5%
70Δ72.8850.3%1.4%78.2647.9%1.2%
75Δ72.2947.5%1.1%79.3952.0%1.0%
80Δ71.0353.7%0.9%80.3752.4%0.7%

20Δ

Calls
Pseudo strike
80.24
IV
51.0%
B/E move
7.2%
Puts
Pseudo strike
71.10
IV
52.7%
B/E move
6.5%

25Δ

Calls
Pseudo strike
79.33
IV
51.4%
B/E move
6.3%
Puts
Pseudo strike
71.90
IV
54.0%
B/E move
5.8%

30Δ

Calls
Pseudo strike
78.53
IV
52.1%
B/E move
5.5%
Puts
Pseudo strike
72.74
IV
52.9%
B/E move
4.9%

35Δ

Calls
Pseudo strike
77.78
IV
52.9%
B/E move
4.9%
Puts
Pseudo strike
73.47
IV
54.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
77.02
IV
52.7%
B/E move
4.2%
Puts
Pseudo strike
74.15
IV
56.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
76.33
IV
53.9%
B/E move
3.7%
Puts
Pseudo strike
74.91
IV
52.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
75.63
IV
53.1%
B/E move
3.1%
Puts
Pseudo strike
75.59
IV
51.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
74.93
IV
50.8%
B/E move
2.5%
Puts
Pseudo strike
76.30
IV
51.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
74.26
IV
50.5%
B/E move
2.1%
Puts
Pseudo strike
77.05
IV
53.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
73.57
IV
50.6%
B/E move
1.8%
Puts
Pseudo strike
77.60
IV
49.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
72.88
IV
50.3%
B/E move
1.4%
Puts
Pseudo strike
78.26
IV
47.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
72.29
IV
47.5%
B/E move
1.1%
Puts
Pseudo strike
79.39
IV
52.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
71.03
IV
53.7%
B/E move
0.9%
Puts
Pseudo strike
80.37
IV
52.4%
B/E move
0.7%

Options history

CCJ37.1453.7470.342026-08-03: 54.95%2026-08-04: 53.54%2026-08-05: 54.18%2026-08-06: 50.66%2026-08-07: 47.50%2026-08-10: 49.06%2026-08-11: 47.68%2026-08-12: 45.88%2026-08-13: 43.54%2026-08-14: 42.41%2026-08-17: 45.42%2026-08-18: 44.64%2026-08-19: 46.12%2026-08-20: 45.81%2026-08-21: 48.56%2026-08-24: 49.35%2026-08-25: 50.25%2026-08-26: 48.70%2026-08-27: 47.17%2026-08-28: 43.46%2026-08-31: 46.83%2026-09-01: 45.79%2026-09-02: 44.38%2026-09-03: 45.90%2026-09-04: 43.47%2026-09-08: 51.26%2026-09-09: 50.61%2026-09-10: 49.24%2026-09-11: 45.20%2026-09-14: 48.51%2026-09-15: 46.33%2026-09-16: 48.22%2026-09-17: 45.44%2026-09-18: 47.64%2026-09-21: 50.64%2026-09-22: 49.65%2026-09-23: 46.82%2026-09-24: 44.14%2026-09-25: 39.43%2026-09-28: 43.70%2026-09-29: 43.80%2026-09-30: 44.54%2026-10-01: 45.31%2026-10-02: 41.50%2026-10-05: 43.66%2026-10-06: 46.05%2026-10-07: 45.43%2026-10-08: 47.65%2026-10-09: 43.61%2026-10-12: 45.72%2026-10-13: 46.99%2026-10-14: 48.30%2026-10-15: 48.57%2026-10-16: 49.09%2026-10-19: 51.08%2026-10-20: 51.10%2026-10-21: 50.58%2026-10-22: 54.45%2026-10-23: 53.35%2026-10-26: 57.62%2026-10-27: 59.26%2026-10-28: 67.79%2026-10-29: 68.05%Aug 3Oct 29
Table
DateIV
54.95%
53.54%
54.18%
50.66%
47.50%
49.06%
47.68%
45.88%
43.54%
42.41%
45.42%
44.64%
46.12%
45.81%
48.56%
49.35%
50.25%
48.70%
47.17%
43.46%
46.83%
45.79%
44.38%
45.90%
43.47%
51.26%
50.61%
49.24%
45.20%
48.51%
46.33%
48.22%
45.44%
47.64%
50.64%
49.65%
46.82%
44.14%
39.43%
43.70%
43.80%
44.54%
45.31%
41.50%
43.66%
46.05%
45.43%
47.65%
43.61%
45.72%
46.99%
48.30%
48.57%
49.09%
51.08%
51.10%
50.58%
54.45%
53.35%
57.62%
59.26%
67.79%
68.05%

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
Action Type Relative size
SELL Equity +61%
SELL Equity +10%
SELL Equity +100%
SELL Equity +38%
SELL Equity +18%
SELL Equity +58%
BUY Equity +1%
BUY Equity +2%
BUY Equity +0%
BUY Equity +1%
BUY Equity +1%
BUY Equity +1%
BUY Equity +1%
BUY Equity +1%
BUY Equity +1%
BUY Equity +3%
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.