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Ciena Corp CIEN

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-15T21:57:32.480Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:56:33.276283544Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:57:28.564184+00:00

Share price$357.51
1D+3.6%
AH$333$340$347$355$3625:30 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$0.75$9.93$19.10$28.28$37.46$330.01$342.38$354.75$367.12$379.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIEN spot · $357.51CIEN PRICE$1.74$2.36$2.48$2.88$3.75$4.42$4.40$5.12$6.08$8.01$10.30$12.17$11.03$2.97$3.47$4.68$4.96$6.34$6.40$9.06$10.43$11.74$13.50$18.98$22.84$34.81
PutsExpensive1.46×
CallsCheap0.74×
SkewBearish+52.36 pp
Implied moveBearish±$13.47
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ371.6385.3%4.4%337.56136.7%6.4%
25Δ368.7184.6%3.8%343.59118.4%4.9%
30Δ364.8573.8%2.7%346.25125.1%4.5%
35Δ362.6166.7%2.2%350.42108.4%3.4%
40Δ361.1170.8%2.1%352.74115.0%3.1%
45Δ359.5771.6%1.8%356.0995.0%2.2%
50Δ357.7860.4%1.3%358.20116.8%2.3%
55Δ356.3059.6%1.1%360.94114.9%2.0%
60Δ354.8061.5%0.9%363.45112.2%1.6%
65Δ352.7170.6%0.9%366.32111.1%1.3%
70Δ350.0677.9%0.8%371.91134.5%1.3%
75Δ347.7381.9%0.7%376.66139.0%1.0%
80Δ347.8262.7%0.4%388.78181.1%1.0%

20Δ

Calls
Pseudo strike
371.63
IV
85.3%
B/E move
4.4%
Puts
Pseudo strike
337.56
IV
136.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
368.71
IV
84.6%
B/E move
3.8%
Puts
Pseudo strike
343.59
IV
118.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
364.85
IV
73.8%
B/E move
2.7%
Puts
Pseudo strike
346.25
IV
125.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
362.61
IV
66.7%
B/E move
2.2%
Puts
Pseudo strike
350.42
IV
108.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
361.11
IV
70.8%
B/E move
2.1%
Puts
Pseudo strike
352.74
IV
115.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
359.57
IV
71.6%
B/E move
1.8%
Puts
Pseudo strike
356.09
IV
95.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
357.78
IV
60.4%
B/E move
1.3%
Puts
Pseudo strike
358.20
IV
116.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
356.30
IV
59.6%
B/E move
1.1%
Puts
Pseudo strike
360.94
IV
114.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
354.80
IV
61.5%
B/E move
0.9%
Puts
Pseudo strike
363.45
IV
112.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
352.71
IV
70.6%
B/E move
0.9%
Puts
Pseudo strike
366.32
IV
111.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
350.06
IV
77.9%
B/E move
0.8%
Puts
Pseudo strike
371.91
IV
134.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
347.73
IV
81.9%
B/E move
0.7%
Puts
Pseudo strike
376.66
IV
139.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
347.82
IV
62.7%
B/E move
0.4%
Puts
Pseudo strike
388.78
IV
181.1%
B/E move
1.0%