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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ciena Corporation (CIEN) - NYSE Next Earnings Date: OS Estimate: Sept. 3, 2026 BO
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 5.7
Avg Daily Volume: 3,423,996    Market Cap: 65.2B
Sector: Technology    Short Interest: 2.72
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
June 4, 2026 BO 5.3 $620.37 @$620.00 $122.75
($620.37)
19.8% -20.85% O -13.65% I $535.63 $100.25
( $535.63 )
-18.33%
March 5, 2026 BO 5.1 $343.55 @$342.50 $65.55
($343.55)
19.14% -18.96% I -12.88% I $299.30 $55.95
( $299.30 )
-14.65%
Dec. 11, 2025 BO 5.2 $221.85 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2025 BO 4.6 $94.82 @$95.00
June 5, 2025 BO 4.4 $83.89 @$85.00
March 11, 2025 BO 4.5 $65.53 @$65.00
Dec. 12, 2024 BO 4.3 $73.21 @$72.50
Sept. 4, 2024 BO 4.3 $55.35 @$55.00
June 6, 2024 BO 4.3 $48.24 @$50.00
March 7, 2024 BO 4.2 $61.96 @$60.00

 
 
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