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Ciena Corp CIEN

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-16T00:17:05.272Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:52:57.900759772Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:04.621223+00:00

Share price$354.90
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$5.22$27.14$49.05$70.96$92.87$244.54$302.59$360.63$418.67$476.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIEN spot · $354.90CIEN PRICE$7.59$10.22$12.92$15.95$19.20$22.89$26.86$31.43$36.57$40.96$46.41$53.67$61.36$8.86$11.87$15.52$18.96$23.02$27.59$32.91$38.71$44.00$53.26$63.72$71.68$86.56
PutsCheap0.82×
CallsCheap0.93×
SkewBullish-3.23 pp
Implied moveBearish±$59.78
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ433.4966.1%24.3%306.6364.3%16.1%
25Δ421.1768.1%21.6%317.3264.1%13.9%
30Δ407.4667.7%18.5%326.7965.1%12.3%
35Δ395.8067.9%16.0%336.3164.3%10.6%
40Δ384.7167.8%13.8%345.5364.0%9.1%
45Δ374.5768.3%12.0%354.5064.1%7.9%
50Δ364.6768.6%10.3%363.7864.6%6.8%
55Δ354.9469.3%8.9%373.1564.9%5.8%
60Δ345.2070.2%7.6%382.3263.4%4.7%
65Δ335.7668.5%6.1%394.2365.7%3.9%
70Δ325.8567.6%4.9%407.3167.5%3.2%
75Δ315.3168.6%4.0%418.2965.7%2.3%
80Δ304.1768.3%3.0%435.5267.4%1.7%

20Δ

Calls
Pseudo strike
433.49
IV
66.1%
B/E move
24.3%
Puts
Pseudo strike
306.63
IV
64.3%
B/E move
16.1%

25Δ

Calls
Pseudo strike
421.17
IV
68.1%
B/E move
21.6%
Puts
Pseudo strike
317.32
IV
64.1%
B/E move
13.9%

30Δ

Calls
Pseudo strike
407.46
IV
67.7%
B/E move
18.5%
Puts
Pseudo strike
326.79
IV
65.1%
B/E move
12.3%

35Δ

Calls
Pseudo strike
395.80
IV
67.9%
B/E move
16.0%
Puts
Pseudo strike
336.31
IV
64.3%
B/E move
10.6%

40Δ

Calls
Pseudo strike
384.71
IV
67.8%
B/E move
13.8%
Puts
Pseudo strike
345.53
IV
64.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
374.57
IV
68.3%
B/E move
12.0%
Puts
Pseudo strike
354.50
IV
64.1%
B/E move
7.9%

50Δ

Calls
Pseudo strike
364.67
IV
68.6%
B/E move
10.3%
Puts
Pseudo strike
363.78
IV
64.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
354.94
IV
69.3%
B/E move
8.9%
Puts
Pseudo strike
373.15
IV
64.9%
B/E move
5.8%

60Δ

Calls
Pseudo strike
345.20
IV
70.2%
B/E move
7.6%
Puts
Pseudo strike
382.32
IV
63.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
335.76
IV
68.5%
B/E move
6.1%
Puts
Pseudo strike
394.23
IV
65.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
325.85
IV
67.6%
B/E move
4.9%
Puts
Pseudo strike
407.31
IV
67.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
315.31
IV
68.6%
B/E move
4.0%
Puts
Pseudo strike
418.29
IV
65.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
304.17
IV
68.3%
B/E move
3.0%
Puts
Pseudo strike
435.52
IV
67.4%
B/E move
1.7%