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Cisco Systems Inc CSCO

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-15T21:04:31.850Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:56:37.629377192Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:57:09.521721+00:00

Share price$109.77
1D-2.5%
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$0.15$1.42$2.69$3.97$5.24$105.59$107.87$110.15$112.43$114.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $109.77OPTION PRICELive CSCO spot · $109.77CSCO PRICE$0.29$0.38$0.48$0.61$0.75$0.90$1.07$1.27$1.46$1.71$1.99$2.58$4.87$0.28$0.38$0.51$0.63$0.74$0.82$0.90$1.03$1.32$1.62$1.88$2.12$2.36
PutsCheap0.72×
CallsExpensive2.08×
SkewBullish-7.11 pp
Implied moveBullish±$1.97
TiltBullish11.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.0245.2%2.3%107.6943.5%2.2%
25Δ111.6044.8%2.0%108.1443.2%1.8%
30Δ111.1844.4%1.7%108.4744.3%1.6%
35Δ110.8144.7%1.5%108.8145.4%1.5%
40Δ110.4845.4%1.3%109.1344.7%1.3%
45Δ110.1546.1%1.2%109.4541.8%1.0%
50Δ109.8146.7%1.0%109.7638.9%0.8%
55Δ109.4647.3%0.9%110.0937.5%0.6%
60Δ109.1247.8%0.7%110.4640.6%0.6%
65Δ108.7448.2%0.6%110.8243.8%0.5%
70Δ108.3448.7%0.5%111.1744.7%0.4%
75Δ107.6453.6%0.4%111.5243.3%0.3%
80Δ105.3683.0%0.4%111.8742.0%0.2%

20Δ

Calls
Pseudo strike
112.02
IV
45.2%
B/E move
2.3%
Puts
Pseudo strike
107.69
IV
43.5%
B/E move
2.2%

25Δ

Calls
Pseudo strike
111.60
IV
44.8%
B/E move
2.0%
Puts
Pseudo strike
108.14
IV
43.2%
B/E move
1.8%

30Δ

Calls
Pseudo strike
111.18
IV
44.4%
B/E move
1.7%
Puts
Pseudo strike
108.47
IV
44.3%
B/E move
1.6%

35Δ

Calls
Pseudo strike
110.81
IV
44.7%
B/E move
1.5%
Puts
Pseudo strike
108.81
IV
45.4%
B/E move
1.5%

40Δ

Calls
Pseudo strike
110.48
IV
45.4%
B/E move
1.3%
Puts
Pseudo strike
109.13
IV
44.7%
B/E move
1.3%

45Δ

Calls
Pseudo strike
110.15
IV
46.1%
B/E move
1.2%
Puts
Pseudo strike
109.45
IV
41.8%
B/E move
1.0%

50Δ

Calls
Pseudo strike
109.81
IV
46.7%
B/E move
1.0%
Puts
Pseudo strike
109.76
IV
38.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
109.46
IV
47.3%
B/E move
0.9%
Puts
Pseudo strike
110.09
IV
37.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
109.12
IV
47.8%
B/E move
0.7%
Puts
Pseudo strike
110.46
IV
40.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
108.74
IV
48.2%
B/E move
0.6%
Puts
Pseudo strike
110.82
IV
43.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
108.34
IV
48.7%
B/E move
0.5%
Puts
Pseudo strike
111.17
IV
44.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
107.64
IV
53.6%
B/E move
0.4%
Puts
Pseudo strike
111.52
IV
43.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
105.36
IV
83.0%
B/E move
0.4%
Puts
Pseudo strike
111.87
IV
42.0%
B/E move
0.2%