CSCO Options Chain
CSCO $110.24 · Updated Oct 26, 4:00 PM ET
CSCO is at $110.24. The nearest expiration, Oct 30, 2026 (4 days out), lists 49 strikes, with 6,274 calls and 7,510 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $3.50 (3.2%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
6.3%
95 strike
EXPECTED MOVE
$14.26
ATM straddle
MAX PAIN
$85.00
-22.9%
PUT/CALL VOLUME
0.36
8 / 22
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 85 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.30 | 0.00 | 0.00 | ||||||||||
| 93 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 1.65 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 13.08 | 0.0% | 1.000 | 0.0000 | -0.012 | 95 | -0.000 | 0.0001 | -0.000 | 12.5% | 3 | 1.18 | 0.00 | 0.00 | |||
| 98 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 1.89 | 0.00 | 0.00 | ||||||||||
| 105 | -0.000 | 0.0000 | -0.000 | 3.1% | 6.02 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 6.90 | 1 | 0.0% | 1.000 | 0.0000 | -0.013 | 107 | ||||||||||
| 0.00 | 0.00 | 4.75 | 0.0% | 1.000 | 0.0000 | -0.013 | 108 | |||||||||||
| 0.00 | 0.00 | 4.04 | 0.0% | 1.000 | 0.0000 | -0.013 | 109 | |||||||||||
| 0.00 | 0.00 | 6.80 | 6 | 0.0% | 1.000 | 0.0000 | -0.013 | 110 | ||||||||||
| 0.00 | 0.00 | 3.60 | 0.8% | 0.205 | 1.0113 | -0.004 | 111 | |||||||||||
| 113 | 0.014 | 0.0000 | -1.000 | 0.0% | 1 | 9.20 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 1.83 | 6 | 6.3% | 0.000 | 0.0001 | -0.000 | 120 | ||||||||||
| 0.00 | 0.00 | 1.41 | 6.3% | 0.000 | 0.0000 | -0.000 | 121 | |||||||||||
| 0.00 | 0.00 | 1.40 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 122 | ||||||||||
| 0.00 | 0.00 | 1.58 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 123 | ||||||||||
| 0.00 | 0.00 | 1.58 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 125 | ||||||||||
| 0.00 | 0.00 | 0.83 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 130 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
