Ciena Corporation (CIEN) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Ciena Corporation

NYSE: CIEN · Real-Time Price · USD
151.44
-1.22 (-0.80%)
At close: Oct 03, 2025, 3:59 PM
151.01
-0.29%
After-hours: Oct 03, 2025, 07:42 PM EDT

Ciena Greeks

Delta, Gamma, Theta, and Vega Greek Charts for CIEN options.

Delta Table

Strike Price Delta Gamma Theta Vega
30.00 0.9776 0.0005 -0.2569 0.0149
32.50 0.9704 0.0005 -0.3235 0.0193
35.00 0.9655 0.0007 -0.3674 0.0219
37.50 0.9534 0.0009 -0.4729 0.0289
40.00 0.9474 0.0010 -0.5188 0.0318
42.50 0.9405 0.0011 -0.5692 0.0351
45.00 0.9423 0.0011 -0.5517 0.0329
47.50 0.9359 0.0012 -0.5987 0.0358
50.00 0.9330 0.0011 -0.6217 0.0360
52.50 0.9152 0.0015 -0.7387 0.0460
55.00 0.9035 0.0018 -0.8123 0.0514
57.50 0.9104 0.0014 -0.7723 0.0456
60.00 0.9031 0.0015 -0.8172 0.0484
62.50 0.8958 0.0017 -0.8613 0.0510
65.00 0.8850 0.0020 -0.9205 0.0558
67.50 0.8809 0.0018 -0.9468 0.0562
70.00 0.8625 0.0024 -1.0356 0.0654
72.50 0.8553 0.0025 -1.0714 0.0675
75.00 0.8588 0.0022 -1.0384 0.0635
77.50 0.8148 0.0036 -1.1865 0.0852
80.00 0.8462 0.0026 -0.9951 0.0674
82.50 0.8319 0.0031 -1.029 0.0737
85.00 0.8240 0.0034 -1.025 0.0760
87.50 0.8215 0.0035 -0.9871 0.0753
90.00 0.7961 0.0045 -1.0339 0.0870
92.50 0.7957 0.0046 -0.9934 0.0850
95.00 0.7884 0.0049 -0.9672 0.0867
97.50 0.7861 0.0048 -0.9494 0.0850
100.00 0.7763 0.0052 -0.9341 0.0876
105.00 0.7551 0.0063 -0.8966 0.0928
110.00 0.7338 0.0073 -0.8604 0.0968
115.00 0.6992 0.0100 -0.8225 0.1067
120.00 0.6571 0.0142 -0.781 0.1179
125.00 0.5988 0.0219 -0.7368 0.1331
130.00 0.5154 0.0388 -0.6828 0.1529
135.00 0.2898 0.0918 -0.6381 0.1969
140.00 -0.4789 0.0112 -0.4996 0.1069
145.00 -0.5502 0.0126 -0.4347 0.1062
150.00 -0.6372 0.0138 -0.3525 0.1007
155.00 -0.7241 0.0137 -0.2788 0.0897
160.00 -0.8036 0.0123 -0.2081 0.0743
165.00 -0.8674 0.0101 -0.1468 0.0575
170.00 -0.9185 0.0075 -0.0909 0.0404
175.00 -0.9442 0.0056 -0.0628 0.0302
180.00 -0.9543 0.0046 -0.0538 0.0257