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Cameco Corp CCJ

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-15T23:45:11.571Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:42:17.717438527Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:45:07.305031+00:00

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

Share price$83.88
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$0.75$5.92$11.09$16.26$21.44$66.52$76.19$85.86$95.52$105.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCJ spot · $83.88CCJ PRICE$1.30$1.72$2.18$2.65$3.23$3.81$4.40$5.15$5.91$6.66$7.61$8.66$9.72$1.56$2.14$2.72$3.35$4.15$4.96$5.81$6.96$8.10$9.56$11.63$14.84$19.94
PutsExpensive1.06×
CallsCheap0.91×
SkewBearish+6.58 pp
Implied moveBearish±$10.21
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.6647.3%16.8%74.8149.1%12.7%
25Δ94.0546.6%14.2%76.6849.1%11.1%
30Δ92.0146.3%12.3%78.5149.1%9.7%
35Δ89.9846.1%10.4%80.3049.1%8.3%
40Δ88.3445.9%9.2%81.9449.3%7.3%
45Δ86.7145.8%7.9%83.5949.5%6.3%
50Δ85.0845.6%6.7%85.2649.8%5.3%
55Δ83.5745.3%5.8%87.0450.1%4.5%
60Δ82.0744.9%4.9%88.8250.4%3.8%
65Δ80.5644.6%4.0%90.8751.3%3.1%
70Δ79.0144.0%3.3%93.4153.4%2.5%
75Δ77.4243.3%2.6%97.0158.2%2.0%
80Δ75.8342.6%2.0%102.4765.7%1.6%

20Δ

Calls
Pseudo strike
96.66
IV
47.3%
B/E move
16.8%
Puts
Pseudo strike
74.81
IV
49.1%
B/E move
12.7%

25Δ

Calls
Pseudo strike
94.05
IV
46.6%
B/E move
14.2%
Puts
Pseudo strike
76.68
IV
49.1%
B/E move
11.1%

30Δ

Calls
Pseudo strike
92.01
IV
46.3%
B/E move
12.3%
Puts
Pseudo strike
78.51
IV
49.1%
B/E move
9.7%

35Δ

Calls
Pseudo strike
89.98
IV
46.1%
B/E move
10.4%
Puts
Pseudo strike
80.30
IV
49.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
88.34
IV
45.9%
B/E move
9.2%
Puts
Pseudo strike
81.94
IV
49.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
86.71
IV
45.8%
B/E move
7.9%
Puts
Pseudo strike
83.59
IV
49.5%
B/E move
6.3%

50Δ

Calls
Pseudo strike
85.08
IV
45.6%
B/E move
6.7%
Puts
Pseudo strike
85.26
IV
49.8%
B/E move
5.3%

55Δ

Calls
Pseudo strike
83.57
IV
45.3%
B/E move
5.8%
Puts
Pseudo strike
87.04
IV
50.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
82.07
IV
44.9%
B/E move
4.9%
Puts
Pseudo strike
88.82
IV
50.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
80.56
IV
44.6%
B/E move
4.0%
Puts
Pseudo strike
90.87
IV
51.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
79.01
IV
44.0%
B/E move
3.3%
Puts
Pseudo strike
93.41
IV
53.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
77.42
IV
43.3%
B/E move
2.6%
Puts
Pseudo strike
97.01
IV
58.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
75.83
IV
42.6%
B/E move
2.0%
Puts
Pseudo strike
102.47
IV
65.7%
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
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.