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Ciena Corp CIEN

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-15T20:03:35.407Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:11.720915177Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:03:35.022446+00:00

Share price$356.85
1D+3.6%
AH$333$339$346$352$3595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIEN
Sold putSold callAH

Ciena Corp options

Live interpolated CIEN call and put midpoint premiums by absolute delta.Ciena Corp$1.04$7.44$13.83$20.23$26.62$330.16$342.14$354.12$366.10$378.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $356.85OPTION PRICELive CIEN spot · $356.85CIEN PRICE$1.73$2.45$2.55$3.06$3.98$4.41$4.66$5.57$7.14$9.28$11.67$10.66$15.27$2.89$3.35$4.54$4.69$6.30$5.41$8.81$9.76$11.60$11.96$17.29$18.93$24.78
PutsExpensive1.12×
CallsCheap0.86×
SkewBearish+36.48 pp
Implied moveBearish±$13.47
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ370.9285.1%4.4%337.67132.0%6.2%
25Δ368.5388.2%4.0%343.33115.0%4.7%
30Δ364.4473.3%2.8%345.94121.3%4.3%
35Δ362.2370.6%2.4%350.05103.3%3.2%
40Δ360.7275.7%2.2%352.20113.8%3.1%
45Δ358.9571.8%1.8%355.5181.5%1.9%
50Δ357.0763.5%1.4%357.52113.8%2.3%
55Δ355.5565.3%1.2%360.02108.3%1.8%
60Δ353.6572.2%1.1%362.75111.0%1.6%
65Δ351.2581.3%1.0%364.5699.5%1.2%
70Δ348.4689.6%0.9%369.99122.5%1.2%
75Δ348.1970.4%0.6%372.69116.5%0.9%
80Δ343.4988.5%0.5%379.02131.2%0.7%

20Δ

Calls
Pseudo strike
370.92
IV
85.1%
B/E move
4.4%
Puts
Pseudo strike
337.67
IV
132.0%
B/E move
6.2%

25Δ

Calls
Pseudo strike
368.53
IV
88.2%
B/E move
4.0%
Puts
Pseudo strike
343.33
IV
115.0%
B/E move
4.7%

30Δ

Calls
Pseudo strike
364.44
IV
73.3%
B/E move
2.8%
Puts
Pseudo strike
345.94
IV
121.3%
B/E move
4.3%

35Δ

Calls
Pseudo strike
362.23
IV
70.6%
B/E move
2.4%
Puts
Pseudo strike
350.05
IV
103.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
360.72
IV
75.7%
B/E move
2.2%
Puts
Pseudo strike
352.20
IV
113.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
358.95
IV
71.8%
B/E move
1.8%
Puts
Pseudo strike
355.51
IV
81.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
357.07
IV
63.5%
B/E move
1.4%
Puts
Pseudo strike
357.52
IV
113.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
355.55
IV
65.3%
B/E move
1.2%
Puts
Pseudo strike
360.02
IV
108.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
353.65
IV
72.2%
B/E move
1.1%
Puts
Pseudo strike
362.75
IV
111.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
351.25
IV
81.3%
B/E move
1.0%
Puts
Pseudo strike
364.56
IV
99.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
348.46
IV
89.6%
B/E move
0.9%
Puts
Pseudo strike
369.99
IV
122.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
348.19
IV
70.4%
B/E move
0.6%
Puts
Pseudo strike
372.69
IV
116.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
343.49
IV
88.5%
B/E move
0.5%
Puts
Pseudo strike
379.02
IV
131.2%
B/E move
0.7%