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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Ciena Corporation (CIEN) - NYSE Next Earnings Date: Aug. 30, 2018 BO
EVR: 4.1
Avg Daily Volume: 2.64M    Market Cap: 3.73B
Sector: Technology    Short Interest: 12.77
Live Interactive Chart
Days to Next Earnings: 12 Days
Current 7 Day Implied Movement: 2.29%       Theoretical Expires in 7 days
Implied Move Weekly: 8.24%       Expires on: Aug. 31, 2018
Implied Move Monthly: 9.44%       Expires on: Sept. 21, 2018


 
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Sample Chart


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    Most Recent CIEN Strategy Testing:
    Richard    Opened a short Put position @$20.00 Expires Jan. 19, 2018   
       Aug. 30, 2017, 2:02 p.m.
    Dennis    Closed a short Straddle position @$20.00 Expires Jan. 20, 2017    PnL: -$248.00
       Jan. 20, 2017, 4 p.m.
    Kwok Leung    Closed a long Straddle position @$24.50 Expires Nov. 27, 2015    PnL: $2.98
       Nov. 27, 2015, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 12

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
May 31, 2018 BO $24.06 8.48% 5.90% 1.82% $24.50 $23.05 3.65% N/A -4.44% 9.43% 3.44%
March 6, 2018 BO $23.36 10.19% 13.55% 5.73% $24.70 $25.71 3.35% N/A 12.84% 13.21% 3.73%
Dec. 7, 2017 BO $21.17 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2017 BO $23.48
March 8, 2017 BO $26.17
Dec. 8, 2016 BO $21.60
June 2, 2016 BO $17.76
March 3, 2016 BO $20.71
Sept. 3, 2015 BO $22.49
June 4, 2015 BO $24.44

 
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