CIEN · Expected Move
Ciena Corporation
The expected move for CIEN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CIEN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CIEN Expected Move
30-Day Straddle
$52.85
7-Day Straddle
$33.60
30-Day ATM IV
69.4%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to CIEN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CIEN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $52.85 | $33.60 | 69.4% | 26% |
| 20261021 | $59.00 | $33.90 | 71.8% | 32% |
| 20261020 | $54.10 | $38.55 | 69.2% | 26% |
| 20261019 | $57.05 | $25.30 | 69.2% | 26% |
| 20261016 | $51.55 | $31.65 | 70.5% | 29% |
| 20261015 | $54.95 | $30.35 | 67.9% | 22% |
| 20261014 | $58.90 | $33.75 | 71.7% | 32% |
| 20261013 | $63.60 | $35.90 | 68.4% | 24% |
| 20261012 | $60.60 | $25.60 | 64.6% | 12% |
| 20261009 | $66.40 | $31.30 | 66.6% | 14% |
| 20261008 | $61.20 | $35.10 | 64.5% | 10% |
| 20261007 | $62.70 | $34.35 | 62.1% | 6% |
| 20261006 | $68.20 | $38.20 | 65.7% | 13% |
| 20261005 | $59.25 | $21.00 | 64.7% | 11% |
| 20261002 | $57.25 | $27.75 | 65.9% | 13% |
| 20261001 | $56.75 | $29.65 | 65.5% | 12% |
| 20260930 | $55.75 | $26.95 | 69.0% | 19% |
| 20260929 | $53.45 | $30.05 | 65.3% | 12% |
| 20260928 | $53.70 | $21.75 | 66.0% | 13% |
| 20260925 | $50.45 | $21.85 | 63.9% | 9% |
| 20260924 | $54.30 | $26.75 | 66.1% | 14% |
| 20260923 | $54.75 | $31.10 | 66.4% | 14% |
| 20260922 | $55.35 | $31.50 | 64.5% | 10% |
| 20260921 | $56.55 | $21.30 | 65.5% | 12% |
| 20260918 | $48.60 | $22.65 | 63.5% | 9% |
| 20260917 | $47.30 | $27.00 | 62.0% | 6% |
| 20260916 | $53.90 | $31.30 | 69.4% | 20% |
| 20260915 | $49.60 | $32.20 | 64.1% | 10% |
| 20260914 | $48.35 | $19.60 | 64.5% | 10% |
| 20260911 | $44.35 | $22.55 | 59.1% | 0% |
| 20260910 | $48.35 | $26.95 | 64.3% | 7% |
| 20260909 | $48.90 | $24.60 | 63.9% | 6% |
| 20260908 | $50.80 | $29.00 | 64.6% | 8% |
| 20260904 | $43.60 | $24.55 | 60.8% | 0% |
| 20260903 | $44.85 | $22.70 | 62.6% | 0% |
| 20260902 | $62.35 | $45.10 | 77.2% | 0% |
| 20260901 | $65.90 | $48.20 | 79.6% | 7% |
| 20260831 | $71.30 | $45.35 | 79.5% | 7% |
| 20260828 | $66.40 | $46.70 | 78.6% | 4% |
| 20260827 | $73.80 | $53.10 | 82.1% | 15% |
| 20260826 | $79.15 | $56.30 | 85.7% | 25% |
| 20260825 | $75.70 | $55.95 | 83.7% | 19% |
| 20260824 | $74.25 | $26.15 | 86.1% | 27% |
| 20260821 | $74.20 | $29.95 | 83.4% | 19% |
| 20260820 | $74.00 | $33.45 | 84.7% | 23% |
| 20260819 | $79.05 | $36.95 | 87.1% | 30% |
| 20260818 | $83.65 | $42.80 | 88.8% | 35% |
| 20260817 | $91.45 | $30.30 | 88.0% | 32% |
| 20260814 | $84.95 | $34.30 | 88.9% | 35% |
| 20260813 | $89.75 | $40.35 | 90.3% | 39% |
| 20260812 | $86.75 | $43.10 | 88.6% | 34% |
| 20260811 | $77.25 | $38.60 | 86.6% | 28% |
| 20260810 | $83.10 | $29.15 | 90.4% | 40% |
| 20260807 | — | — | 92.1% | 45% |
| 20260806 | $90.70 | $44.15 | 98.2% | 63% |
| 20260805 | $90.30 | $48.55 | 97.0% | 59% |
| 20260804 | $94.35 | $52.50 | 98.3% | 63% |
| 20260803 | $91.55 | $36.50 | 98.2% | 63% |
| 20260731 | $75.10 | $42.00 | 92.4% | 46% |
| 20260730 | $73.95 | $40.05 | 90.2% | 39% |
More on CIEN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.