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CCJ - Cameco
Implied Volatility Analysis

Implied Volatility:
68.0%
Put/Call-Ratio:
0.29

Cameco has an Implied Volatility (IV) of 68.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CCJ is 40 and the Implied Volatility Percentile (IVP) is 55. The current Implied Volatility Index for CCJ is 0.13 standard deviations away from its 1 year mean.

Market Cap$10.56B
Dividend Yield0.30% ($0.08)
Next Earnings Date10/27/2022 (23d)
Next Dividend Date11/29/2022 (56d)
Implied Volatility (IV) 30d
67.96
Implied Volatility Rank (IVR) 1y
39.86
Implied Volatility Percentile (IVP) 1y
55.35
Historical Volatility (HV) 30d
46.79
IV / HV
1.45
Open Interest
503.66K
Option Volume
17.43K
Put/Call Ratio (Volume)
0.29

Data was calculated after the 10/3/2022 closing.

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