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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ciena Corporation (CIEN) - NYSE Next Earnings Date: OS Estimate: June 5, 2025 BO
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 4.4
Avg Daily Volume: 2,764,304    Market Cap: 9.8B
Sector: Technology    Short Interest: 2.76
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 11, 2025 BO 4.5 $65.53 @$65.00 $8.80
($65.53)
13.54% -9.49% I -2.41% I $63.95 $5.47
( $63.95 )
-37.84%
Dec. 12, 2024 BO 4.3 $73.21 @$72.50 $7.65
($73.21)
10.55% 21.9% O 15.44% O $84.52 $12.95
( $84.52 )
69.28%
Sept. 4, 2024 BO 4.3 $55.35 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 6, 2024 BO 4.3 $48.24 @$50.00
March 7, 2024 BO 4.2 $61.96 @$60.00
Dec. 7, 2023 BO 4.3 $45.76 @$45.00
Aug. 31, 2023 BO 4.3 $43.16 @$45.00
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

 
 
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