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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ciena Corporation (CIEN) - NYSE Next Earnings Date: OS Estimate: June 6, 2024 BO
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 4.3
Avg Daily Volume: 2,578,114    Market Cap: 7.85B
Sector: Technology    Short Interest: 4.79
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
March 7, 2024 BO 4.2 $61.96 @$60.00 $8.65
($61.96)
14.42% -17.28% O -14.71% O $52.84 $6.88
( $52.84 )
-20.46%
Dec. 7, 2023 BO 4.3 $45.76 @$45.00 $4.30
($45.76)
9.56% 5.68% I 1.2% I $46.31 $1.97
( $46.31 )
-54.19%
Aug. 31, 2023 BO 4.3 $43.16 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 6, 2023 BO 4.1 $47.50 @$45.00
March 6, 2023 BO 4.1 $49.09 @$50.00
Dec. 8, 2022 BO 3.9 $43.24 @$45.00
Sept. 1, 2022 BO 3.8 $50.74 @$50.00
June 2, 2022 BO 4.0 $51.35 @$51.00
March 7, 2022 BO 4.0 $65.94 @$66.00
Dec. 9, 2021 BO 4.0 $62.20 @$62.00

 
 
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