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CCJCameco Corporation

Options Analysis Report
Market Cap $46.3B|NYSE
● 2026-08-28$106.33
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +35.2%YTD +7.9%7D +3.7%
15,878
30D
±13.0%
10%

CCJ Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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CCJ Gamma Walls

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Value

Is IV priced right?

6.2
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 70.5% — elevated vs history

<1.05x

IV/HV 1.17x — IV premium over HV

Sector Relative≤50%

Sector percentile 69% — above sector median

<1.1x

Front/Back 0.94x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 47.4% — normal range

<80%

Effective IV 71.9% (ATM 47.4% + spread 12.3% + bias) — fair

<3.0%

Total drag 17.93% (spread 12.27% + slippage 5.66%) — high friction

≥5.0

Vega efficiency 9.58 (vega 11.754 / spread 12.27%) — efficient

Sentiment

Bullish or bearish?

6.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: +6%, Raw: +10%)
|net sentiment| ≥25%

Conviction-weighted: +6% (neutral) — Raw: +10%

≥15%

|OI skew| 5.8% — balanced

Same sign, |vol skew| ≥10%

Vol skew +31.2%, OI skew -5.8% — divergent (opposite)

≥2/3 conditions

0-DTE 26%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -8%, ATM: -2%, OTM: +14% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 58% — bearish vs sector

Activity

Unusual activity?

3.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 3.8% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -8.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 72% — active vs sector

≥30%

Large trade volume 39% — institutional presence

≥60%

Aggressive execution 19% — patient

≥30

Conviction +6 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.0
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 12.3% — wide

≥10,000

OI 422,855 — deep

≥500

Volume 15,878/day — active

≤$0.50

$0.61 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 82% — much wider than sector

≥100 contracts

Depth 204.5 contracts (bid:83.2 ask:121.3) — adequate

<1.0%

Avg slippage 5.66% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -6.3% — contango

<30 or >70

IV percentile 70% — seller opportunity

≥10pts kink

IV kink -1.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 113.57 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +6% @ 53% consistency — unclear

≥40 composite score

Score 69 (ITM 20% + inst 39%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.9
bullishIV cheap, mixed flow
Long Puts5.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.1
bullishIV too cheap, mixed flow
Covered Call4.4
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.