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CCJ - Cameco
Implied Volatility Analysis

Implied Volatility:
47.0%
Put/Call-Ratio:
0.56

Cameco has an Implied Volatility (IV) of 47.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CCJ is 19 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for CCJ is -1.16 standard deviations away from its 1 year mean.

Market Cap$12.25B
Dividend Yield0.42% ($0.12)
Next Earnings Date4/28/2023 (39d)
Implied Volatility (IV) 30d
47.04
Implied Volatility Rank (IVR) 1y
18.60
Implied Volatility Percentile (IVP) 1y
15.08
Historical Volatility (HV) 30d
35.39
IV / HV
1.33
Open Interest
593.31K
Option Volume
30.56K
Put/Call Ratio (Volume)
0.56

Data was calculated after the 3/17/2023 closing.

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