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Ciena Corporation CIEN

i

Market datapartial · fetched 2026-11-07T03:20:09.057Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:35:22.030724949Z

FundamentalsAlpha Vantage · unavailable

Share price$243.51
1D-1.8%
AH$237$241$246$251$2565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIEN
Sold putSold callAH

Ciena Corporation options

Live interpolated CIEN call and put midpoint premiums by absolute delta.Ciena Corporation$0.00$0.27$0.54$0.81$1.08$-0.24$0.13$0.50$0.87$1.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECIEN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend87.83%
Daily close
CIEN54.3%87.3%120.3%2026-08-10: 84.00%2026-08-11: 79.76%2026-08-12: 86.31%2026-08-13: 87.83%2026-08-14: 82.73%2026-08-17: 86.93%2026-08-18: 90.40%2026-08-19: 86.49%2026-08-20: 84.57%2026-08-21: 84.65%2026-08-24: 92.45%2026-08-25: 92.56%2026-08-26: 96.45%2026-08-27: 93.30%2026-08-28: 89.56%2026-08-31: 102.49%2026-09-01: 109.01%2026-09-02: 115.75%2026-09-03: 68.17%2026-09-04: 60.42%2026-09-08: 68.07%2026-09-09: 61.24%2026-09-10: 70.80%2026-09-11: 58.82%2026-09-14: 67.18%2026-09-15: 68.53%2026-09-16: 76.68%2026-09-17: 68.66%2026-09-18: 59.88%2026-09-21: 67.53%2026-09-22: 67.49%2026-09-23: 68.12%2026-09-24: 69.47%2026-09-25: 60.68%2026-09-28: 67.21%2026-09-29: 67.77%2026-09-30: 68.59%2026-10-01: 69.43%2026-10-02: 62.09%2026-10-05: 62.92%2026-10-06: 66.17%2026-10-07: 65.81%2026-10-08: 71.03%2026-10-09: 64.16%2026-10-12: 69.78%2026-10-13: 72.06%2026-10-14: 73.87%2026-10-15: 74.31%2026-10-16: 77.74%2026-10-19: 78.90%2026-10-20: 77.72%2026-10-21: 75.97%2026-10-22: 95.10%2026-10-23: 80.88%2026-10-26: 83.57%2026-10-27: 81.73%2026-10-28: 84.24%2026-10-29: 89.38%2026-10-30: 87.83%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
84.00%
79.76%
86.31%
87.83%
82.73%
86.93%
90.40%
86.49%
84.57%
84.65%
92.45%
92.56%
96.45%
93.30%
89.56%
102.49%
109.01%
115.75%
68.17%
60.42%
68.07%
61.24%
70.80%
58.82%
67.18%
68.53%
76.68%
68.66%
59.88%
67.53%
67.49%
68.12%
69.47%
60.68%
67.21%
67.77%
68.59%
69.43%
62.09%
62.92%
66.17%
65.81%
71.03%
64.16%
69.78%
72.06%
73.87%
74.31%
77.74%
78.90%
77.72%
75.97%
95.10%
80.88%
83.57%
81.73%
84.24%
89.38%
87.83%