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Cisco Systems, Inc. Common Stock (DE) CSCO

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-07T16:16:06.847Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:37.405047854Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T16:16:06.347829+00:00

Share price$94.20
1D-2.8%
AH$93$94$95$96$975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSCO
Sold putSold callAH

Cisco Systems, Inc. Common Stock (DE) options

Live interpolated CSCO call and put midpoint premiums by absolute delta.Cisco Systems, Inc. Common Stock (DE)$0.86$3.41$5.95$8.49$11.04$84.07$90.02$95.97$101.92$107.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CSCO spot · $94.20CSCO PRICE$1.14$1.52$1.94$2.43$2.88$3.31$4.14$4.81$5.59$6.47$7.96$9.22$10.01$1.45$1.92$2.43$3.02$3.56$4.29$5.13$6.10$6.62$8.26$9.13$10.31
Puts——
CallsExpensive2.03×
Skew——
Implied moveBearish±$9.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.4188.7%12.0%85.26100.7%11.0%
25Δ102.4789.0%10.4%87.1899.8%9.5%
30Δ100.7889.6%9.0%88.9298.6%8.2%
35Δ99.2590.8%7.9%90.4998.8%7.1%
40Δ97.6989.4%6.8%92.0696.1%6.1%
45Δ96.1686.1%5.6%93.5197.0%5.3%
50Δ94.9292.2%5.2%95.0198.2%4.6%
55Δ93.5292.4%4.4%96.5899.5%3.9%
60Δ92.1193.1%3.7%97.8693.6%3.1%
65Δ90.6493.6%3.1%99.87100.1%2.8%
70Δ88.79101.3%2.7%101.3196.1%2.1%
75Δ87.01102.5%2.2%102.9893.9%1.6%
80Δ85.6596.3%1.6%

20Δ

Calls
Pseudo strike
104.41
IV
88.7%
B/E move
12.0%
Puts
Pseudo strike
85.26
IV
100.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
102.47
IV
89.0%
B/E move
10.4%
Puts
Pseudo strike
87.18
IV
99.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
100.78
IV
89.6%
B/E move
9.0%
Puts
Pseudo strike
88.92
IV
98.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
99.25
IV
90.8%
B/E move
7.9%
Puts
Pseudo strike
90.49
IV
98.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
97.69
IV
89.4%
B/E move
6.8%
Puts
Pseudo strike
92.06
IV
96.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
96.16
IV
86.1%
B/E move
5.6%
Puts
Pseudo strike
93.51
IV
97.0%
B/E move
5.3%

50Δ

Calls
Pseudo strike
94.92
IV
92.2%
B/E move
5.2%
Puts
Pseudo strike
95.01
IV
98.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
93.52
IV
92.4%
B/E move
4.4%
Puts
Pseudo strike
96.58
IV
99.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
92.11
IV
93.1%
B/E move
3.7%
Puts
Pseudo strike
97.86
IV
93.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
90.64
IV
93.6%
B/E move
3.1%
Puts
Pseudo strike
99.87
IV
100.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
88.79
IV
101.3%
B/E move
2.7%
Puts
Pseudo strike
101.31
IV
96.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
87.01
IV
102.5%
B/E move
2.2%
Puts
Pseudo strike
102.98
IV
93.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
85.65
IV
96.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.17%
Daily close
CSCO21.7%56.4%91.1%2026-08-10: 67.81%2026-08-11: 71.55%2026-08-12: 86.28%2026-08-13: 36.59%2026-08-14: 28.99%2026-08-17: 31.57%2026-08-18: 29.99%2026-08-19: 30.68%2026-08-20: 29.37%2026-08-21: 28.92%2026-08-24: 30.93%2026-08-25: 29.93%2026-08-26: 30.42%2026-08-27: 29.79%2026-08-28: 26.47%2026-08-31: 28.00%2026-09-01: 29.89%2026-09-02: 28.64%2026-09-03: 27.97%2026-09-04: 26.63%2026-09-08: 30.67%2026-09-09: 30.36%2026-09-10: 30.03%2026-09-11: 27.51%2026-09-14: 31.09%2026-09-15: 31.70%2026-09-16: 31.81%2026-09-17: 29.42%2026-09-18: 28.59%2026-09-21: 31.13%2026-09-22: 32.08%2026-09-23: 30.91%2026-09-24: 27.47%2026-09-25: 27.75%2026-09-28: 29.94%2026-09-29: 30.40%2026-09-30: 29.96%2026-10-01: 27.67%2026-10-02: 28.05%2026-10-05: 28.47%2026-10-06: 31.07%2026-10-07: 29.68%2026-10-08: 32.04%2026-10-09: 29.77%2026-10-12: 31.73%2026-10-13: 31.47%2026-10-14: 34.83%2026-10-15: 35.88%2026-10-16: 36.80%2026-10-19: 38.83%2026-10-20: 38.96%2026-10-21: 37.80%2026-10-22: 41.47%2026-10-23: 41.18%2026-10-26: 44.67%2026-10-27: 43.57%2026-10-28: 44.63%2026-10-29: 45.35%2026-10-30: 53.17%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
67.81%
71.55%
86.28%
36.59%
28.99%
31.57%
29.99%
30.68%
29.37%
28.92%
30.93%
29.93%
30.42%
29.79%
26.47%
28.00%
29.89%
28.64%
27.97%
26.63%
30.67%
30.36%
30.03%
27.51%
31.09%
31.70%
31.81%
29.42%
28.59%
31.13%
32.08%
30.91%
27.47%
27.75%
29.94%
30.40%
29.96%
27.67%
28.05%
28.47%
31.07%
29.68%
32.04%
29.77%
31.73%
31.47%
34.83%
35.88%
36.80%
38.83%
38.96%
37.80%
41.47%
41.18%
44.67%
43.57%
44.63%
45.35%
53.17%