Options WhaleEarnings volatility research

CCJ · Expected-Move

Cameco Corporation Common Stock (CCJ) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$89.07
Expected move
Unavailable
Expected move %
Unavailable
Lower boundary
Unavailable
Upper boundary
Unavailable
Median historical move
3.2%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-31Realized move 8.0559%Implied move UnavailableSigned actual 8.0559% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
8.0559%UnavailableSigned actual 8.0559% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.9303%UnavailableSigned actual 6.9303% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.6688%UnavailableSigned actual 7.6688% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.7326%UnavailableSigned actual 2.7326% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.628%6.737%Signed actual 4.628% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.2771%3.2274%Signed actual 3.2771% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.7973%6.1794%Signed actual 0.7973% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.627%5.7042%Signed actual 3.627% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.7638%7.0139%Signed actual 1.7638% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.9985%5.1035%Signed actual 2.9985% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.2133%7.399%Signed actual 3.2133% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.0968%4.3976%Signed actual 2.0968% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.