CSCO Implied Volatility
CSCO $110.24 · Updated Oct 26, 4:00 PM ET
CSCO at-the-money implied volatility is 40.1% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 49.4%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 110 | 40.1% |
| Nov 6, 2026 | 11 | 110 | 39.7% |
| Nov 13, 2026 | 18 | 110 | 55.5% |
| Nov 20, 2026 | 25 | 110 | 50.9% |
| Nov 27, 2026 | 32 | 110 | 49.4% |
| Dec 4, 2026 | 39 | 95 | 48.8% |
| Dec 18, 2026 | 53 | 110 | 42.9% |
| Jan 15, 2027 | 81 | 110 | 39.9% |
| Mar 19, 2027 | 144 | 110 | 40.1% |
| Apr 16, 2027 | 172 | 110 | 39.7% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 102 | 93.5% | 53.3% |
| 103 | 90.8% | 46.4% |
| 104 | 54.4% | 43.4% |
| 105 | 60.4% | 41.6% |
| 106 | 66.8% | 43.2% |
| 107 | 58.9% | 41.0% |
| 108 | 56.5% | 43.0% |
| 109 | 43.0% | 40.7% |
| 110 | 42.8% | 37.4% |
| 111 | 40.6% | 49.1% |
| 112 | 39.6% | 49.9% |
| 113 | 39.2% | 60.2% |
| 114 | 38.1% | 70.1% |
| 115 | 38.4% | 54.1% |
| 116 | 40.1% | 77.8% |
| 117 | 39.1% | 98.3% |
| 118 | 51.4% | 87.6% |
How this is calculated: Implied Volatility methodology