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Cisco Systems Inc CSCO

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-15T20:33:51.660Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:07:32.937735643Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:51.053138+00:00

Share price$109.85
1D-2.4%
AH$108$110$111$112$1135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSCO
Sold putSold callAH

Cisco Systems Inc options

Live interpolated CSCO call and put midpoint premiums by absolute delta.Cisco Systems Inc$0.17$1.18$2.19$3.20$4.20$105.66$107.94$110.21$112.49$114.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $109.85OPTION PRICELive CSCO spot · $109.85CSCO PRICE$0.28$0.38$0.47$0.59$0.73$0.87$1.02$1.21$1.40$1.62$1.88$2.14$3.91$0.29$0.40$0.52$0.65$0.75$0.84$0.92$1.13$1.43$1.73$2.00$2.26$2.69
PutsCheap0.77×
CallsExpensive1.96×
SkewBullish-1.51 pp
Implied moveBullish±$1.94
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.0644.2%2.3%107.7344.4%2.2%
25Δ111.6443.7%2.0%108.1744.4%1.9%
30Δ111.2343.3%1.7%108.5245.6%1.7%
35Δ110.8643.3%1.5%108.8646.8%1.5%
40Δ110.5443.8%1.3%109.2045.6%1.3%
45Δ110.2144.4%1.1%109.5342.7%1.1%
50Δ109.8944.9%1.0%109.8639.7%0.8%
55Δ109.5645.2%0.8%110.2240.6%0.7%
60Δ109.2245.5%0.7%110.5944.0%0.6%
65Δ108.8845.7%0.6%110.9647.5%0.6%
70Δ108.5045.7%0.5%111.3447.1%0.5%
75Δ108.1245.7%0.4%111.7246.2%0.4%
80Δ106.3266.6%0.3%112.2547.6%0.3%

20Δ

Calls
Pseudo strike
112.06
IV
44.2%
B/E move
2.3%
Puts
Pseudo strike
107.73
IV
44.4%
B/E move
2.2%

25Δ

Calls
Pseudo strike
111.64
IV
43.7%
B/E move
2.0%
Puts
Pseudo strike
108.17
IV
44.4%
B/E move
1.9%

30Δ

Calls
Pseudo strike
111.23
IV
43.3%
B/E move
1.7%
Puts
Pseudo strike
108.52
IV
45.6%
B/E move
1.7%

35Δ

Calls
Pseudo strike
110.86
IV
43.3%
B/E move
1.5%
Puts
Pseudo strike
108.86
IV
46.8%
B/E move
1.5%

40Δ

Calls
Pseudo strike
110.54
IV
43.8%
B/E move
1.3%
Puts
Pseudo strike
109.20
IV
45.6%
B/E move
1.3%

45Δ

Calls
Pseudo strike
110.21
IV
44.4%
B/E move
1.1%
Puts
Pseudo strike
109.53
IV
42.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
109.89
IV
44.9%
B/E move
1.0%
Puts
Pseudo strike
109.86
IV
39.7%
B/E move
0.8%

55Δ

Calls
Pseudo strike
109.56
IV
45.2%
B/E move
0.8%
Puts
Pseudo strike
110.22
IV
40.6%
B/E move
0.7%

60Δ

Calls
Pseudo strike
109.22
IV
45.5%
B/E move
0.7%
Puts
Pseudo strike
110.59
IV
44.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
108.88
IV
45.7%
B/E move
0.6%
Puts
Pseudo strike
110.96
IV
47.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
108.50
IV
45.7%
B/E move
0.5%
Puts
Pseudo strike
111.34
IV
47.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
108.12
IV
45.7%
B/E move
0.4%
Puts
Pseudo strike
111.72
IV
46.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
106.32
IV
66.6%
B/E move
0.3%
Puts
Pseudo strike
112.25
IV
47.6%
B/E move
0.3%