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Cisco Systems, Inc. Common Stock (DE) CSCO

i

Market datapartial · fetched 2026-11-03T21:09:09.444Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:06:44.682431312Z

FundamentalsAlpha Vantage · unavailable

Share price$103.78
1D+0.3%
AH$101.75$102.32$102.90$103.47$104.045:30 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)$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECSCO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.17%
Daily close
CSCO21.7%56.4%91.1%2026-08-05: 56.06%2026-08-06: 54.92%2026-08-07: 57.60%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 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
56.06%
54.92%
57.60%
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%