CCJ · Expected Move
Cameco Corporation
The expected move for CCJ is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CCJ straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CCJ Expected Move
30-Day Straddle
$8.93
7-Day Straddle
$5.79
30-Day ATM IV
47.8%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to CCJ's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CCJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $8.93 | $5.79 | 47.8% | 36% |
| 20261020 | $8.68 | $5.80 | 47.1% | 32% |
| 20261019 | $8.82 | $3.28 | 46.9% | 29% |
| 20261016 | $8.70 | $3.99 | 47.6% | 33% |
| 20261015 | $9.40 | $4.49 | 49.3% | 43% |
| 20261014 | $8.97 | $4.63 | 48.0% | 35% |
| 20261013 | $9.35 | $5.00 | 46.8% | 28% |
| 20261012 | $9.53 | $3.21 | 46.7% | 23% |
| 20261009 | $9.07 | $3.88 | 46.7% | 24% |
| 20261008 | $9.12 | $4.47 | 47.0% | 25% |
| 20261007 | $9.45 | $4.82 | 46.5% | 22% |
| 20261006 | $10.38 | $5.40 | 48.3% | 31% |
| 20261005 | $9.75 | $3.32 | 47.0% | 25% |
| 20261002 | $8.77 | $3.61 | 46.4% | 22% |
| 20261001 | $8.95 | $4.71 | 46.9% | 24% |
| 20260930 | $9.30 | $4.73 | 47.1% | 25% |
| 20260929 | $9.47 | $4.95 | 46.5% | 22% |
| 20260928 | $9.72 | $3.46 | 46.1% | 20% |
| 20260925 | $7.70 | $3.67 | 42.1% | 0% |
| 20260924 | $8.65 | $4.47 | 44.4% | 10% |
| 20260923 | $9.05 | $5.20 | 44.0% | 8% |
| 20260922 | $10.50 | $5.94 | 46.5% | 21% |
| 20260921 | $10.65 | $4.39 | 48.5% | 32% |
| 20260918 | $8.65 | $5.26 | 43.5% | 6% |
| 20260917 | $9.20 | $4.78 | 42.7% | 2% |
| 20260916 | $9.50 | $5.40 | 45.1% | 14% |
| 20260915 | $9.60 | $5.73 | 44.9% | 13% |
| 20260914 | $10.25 | $4.00 | 45.9% | 18% |
| 20260911 | $9.38 | $4.70 | 44.7% | 12% |
| 20260910 | $10.30 | $5.50 | 47.1% | 24% |
| 20260909 | $11.28 | $6.08 | 48.9% | 31% |
| 20260908 | $11.53 | $7.10 | 48.9% | 30% |
| 20260904 | $9.90 | $4.41 | 44.6% | 10% |
| 20260903 | $9.93 | $5.02 | 44.0% | 7% |
| 20260902 | $9.57 | $5.19 | 43.5% | 5% |
| 20260901 | $10.15 | $5.55 | 45.4% | 13% |
| 20260831 | $10.57 | $4.33 | 44.9% | 11% |
| 20260828 | $9.80 | $4.55 | 45.1% | 12% |
| 20260827 | $11.10 | $5.84 | 46.5% | 18% |
| 20260826 | $11.70 | $6.53 | 47.3% | 22% |
| 20260825 | $11.98 | $7.05 | 48.3% | 26% |
| 20260824 | $11.60 | $4.64 | 47.9% | 25% |
| 20260821 | $11.03 | $5.62 | 47.1% | 21% |
| 20260820 | $9.32 | $5.00 | 43.4% | 5% |
| 20260819 | $9.95 | $5.70 | 42.8% | 2% |
| 20260818 | $9.50 | $5.54 | 42.4% | 0% |
| 20260817 | $10.27 | $3.88 | 43.6% | 5% |
| 20260814 | $9.27 | $4.35 | 42.4% | 0% |
| 20260813 | $9.93 | $5.10 | 44.9% | 0% |
| 20260812 | $10.18 | $5.37 | 45.1% | 0% |
| 20260811 | $10.68 | $6.07 | 46.5% | 0% |
| 20260810 | $10.90 | $4.46 | 47.5% | 0% |
| 20260807 | — | — | 48.2% | 0% |
| 20260806 | $11.02 | $6.41 | 51.4% | 6% |
| 20260805 | $11.23 | $6.19 | 51.8% | 9% |
| 20260804 | $10.88 | $6.47 | 50.5% | 0% |
| 20260803 | $11.00 | $4.44 | 51.7% | 8% |
| 20260731 | $9.78 | $4.99 | 50.8% | 1% |
| 20260730 | $10.72 | $6.47 | 54.2% | 25% |
| 20260729 | $10.73 | $6.96 | 55.0% | 31% |
More on CCJ
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.