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Cameco Corporation CCJ 71.68 -0.88 -1.21%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $71.68
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$1.76 $69.92 – $73.44 $69.56 – $73.80 $67.90 – $75.46
2 sessions ±3.4% ±$2.45 $69.23 – $74.13 $68.71 – $74.65 $66.39 – $76.97
3 sessions ±4.2% ±$2.98 $68.70 – $74.66 $68.12 – $75.24 $65.33 – $78.03
1 week ±5.1% ±$3.68 $68.00 – $75.36 $67.19 – $76.17 $63.85 – $79.51
2 weeks ±7.2% ±$5.13 $66.55 – $76.81 $65.34 – $78.02 $60.73 – $82.63
3 weeks ±8.8% ±$6.33 $65.35 – $78.01 $63.81 – $79.55 $58.30 – $85.06
1 month ±10.1% ±$7.25 $64.43 – $78.93 $62.63 – $80.73 $56.31 – $87.05
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.81%
Average actual move
2.94%
Beyond the implied move
1 / 6
Median IV change
-21.00%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±4.74% -7.88% 1.66× —
July 31, 2026 ±4.40% -2.10% 0.48× —
May 05, 2026 ±7.34% -3.21% 0.44× —
July 31, 2025 ±5.73% -3.63% 0.63× 50.0% → 39.5%
May 01, 2025 ±6.05% +0.80% 0.13× 55.0% → 47.1%
February 20, 2025 ±6.61% -0.02% 0.00× 59.8% → 46.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →