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CCJ options: IV rank, expected move and trade screens

Cameco Corp · Materials

As of the close on . In the app, data is refreshed intraday.

CCJ closed at $87.04 on Sep 28, 2026 with 30-day implied volatility of 46.1%. That is near the bottom of its one-year range (IV rank 15), so options on CCJ are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 12% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $12.22, or 14.0%.

The price is below both its 50-day (-7.6%) and 200-day (-17.7%) moving averages. It is 35.1% below its 52-week high and 9.6% above its 52-week low. The 14-day RSI of 36.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $3.66, about 4.2% of the price, a measure of a typical day's range.

Option volume at the close (13.1K contracts) was 0.6x its average, quieter than usual. A beta of 2.13 means CCJ has tended to move about 2.1 times as much as the broad market. 4 of our preset screens found trades on CCJ at the close, led by Bull Call Spreads on High-Beta Names with 49 trades.

CCJ stats at the close

Price
$87.04
Market cap $37.9B
Implied volatility
46.1%
30-day, at the money
IV rank
15
IV sits 15% of the way from its one-year low to its one-year high.
IV percentile
12
IV is higher than 12% of the past year's readings.
ATR (14-day)
$3.66
4.2% of the price on a typical day
RSI (14-day)
36.0
Between 30 and 70, neutral
52-week range
-35.1% from high
+9.6% from the 52-week low
Moving averages
-7.6% vs 50-day
-17.7% vs the 200-day
Beta
2.13
Sensitivity to the broad market
Option volume
0.6x avg
13.1K contracts vs 21.7K average

CCJ expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days47.7%±$4.34 (5.0%)$82.70 to $91.38$3.47
Oct 30, 202632 days47.4%±$12.22 (14.0%)$74.82 to $99.26$9.73
Nov 20, 202653 days44.8%±$14.86 (17.1%)$72.18 to $101.90$11.85
Dec 18, 202681 days43.5%±$17.82 (20.5%)$69.22 to $104.86$14.15

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for CCJ from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

CCJ options FAQ

What is CCJ's IV rank?
At the close on Sep 28, 2026, CCJ's IV rank was 15 with 30-day implied volatility of 46.1%. IV sits 15% of the way from its one-year low to its one-year high. Its IV percentile was 12: IV is higher than 12% of the past year's readings.
What is the expected move for CCJ?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $12.22 (14.0%), a range of $74.82 to $99.26. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on CCJ?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on CCJ: Bull Call Spreads on High-Beta Names (49), Long Call Butterflies for Pinning (8), Bear Put Spreads Below the 200-Day (7), Married Put Protection (3). Open a screen in the app to see the individual trades, refreshed intraday.
Is CCJ option volume above average?
On Sep 28, 2026, CCJ option volume was 0.6x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.