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Cisco Systems Inc CSCO

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-16T00:15:16.089Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:40:13.483485591Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:15:15.167548+00:00

Share price$109.70
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$1.09$5.39$9.69$13.98$18.28$90.91$100.31$109.71$119.11$128.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSCO spot · $109.70CSCO PRICE$1.55$2.08$2.65$3.32$3.99$4.82$5.67$6.60$7.67$8.75$10.12$11.55$13.43$1.88$2.50$3.19$3.91$4.75$5.60$6.56$7.59$8.62$10.41$12.23$14.51$17.04
PutsExpensive1.50×
CallsExpensive1.65×
SkewNeutral-0.06 pp
Implied moveBearish±$12.23
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.5042.8%14.9%98.5845.2%11.8%
25Δ121.8242.8%12.9%101.0844.8%10.1%
30Δ119.3343.0%11.2%103.2544.6%8.8%
35Δ117.2343.4%9.9%105.3744.4%7.5%
40Δ115.1243.8%8.6%107.3144.1%6.5%
45Δ113.1644.1%7.6%109.2543.7%5.5%
50Δ111.2244.5%6.6%111.1543.3%4.7%
55Δ109.2644.7%5.6%113.0342.8%3.9%
60Δ107.3044.9%4.8%114.9142.3%3.1%
65Δ105.3345.0%4.0%117.2843.3%2.6%
70Δ103.2145.0%3.3%119.6844.4%2.1%
75Δ101.0644.9%2.6%122.5145.0%1.5%
80Δ98.5345.4%2.1%125.5845.6%1.1%

20Δ

Calls
Pseudo strike
124.50
IV
42.8%
B/E move
14.9%
Puts
Pseudo strike
98.58
IV
45.2%
B/E move
11.8%

25Δ

Calls
Pseudo strike
121.82
IV
42.8%
B/E move
12.9%
Puts
Pseudo strike
101.08
IV
44.8%
B/E move
10.1%

30Δ

Calls
Pseudo strike
119.33
IV
43.0%
B/E move
11.2%
Puts
Pseudo strike
103.25
IV
44.6%
B/E move
8.8%

35Δ

Calls
Pseudo strike
117.23
IV
43.4%
B/E move
9.9%
Puts
Pseudo strike
105.37
IV
44.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
115.12
IV
43.8%
B/E move
8.6%
Puts
Pseudo strike
107.31
IV
44.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
113.16
IV
44.1%
B/E move
7.6%
Puts
Pseudo strike
109.25
IV
43.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
111.22
IV
44.5%
B/E move
6.6%
Puts
Pseudo strike
111.15
IV
43.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
109.26
IV
44.7%
B/E move
5.6%
Puts
Pseudo strike
113.03
IV
42.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
107.30
IV
44.9%
B/E move
4.8%
Puts
Pseudo strike
114.91
IV
42.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
105.33
IV
45.0%
B/E move
4.0%
Puts
Pseudo strike
117.28
IV
43.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
103.21
IV
45.0%
B/E move
3.3%
Puts
Pseudo strike
119.68
IV
44.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
101.06
IV
44.9%
B/E move
2.6%
Puts
Pseudo strike
122.51
IV
45.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
98.53
IV
45.4%
B/E move
2.1%
Puts
Pseudo strike
125.58
IV
45.6%
B/E move
1.1%