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
0.0%
110 strike
EXPECTED MOVE
$22.65
ATM straddle
MAX PAIN
$60.00
-45.6%
PUT/CALL VOLUME
1.78
403 / 227
APR 16, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 45.70 | 49.00 | 51.28 | 2 | 0.0% | 1.000 | 0.0000 | -0.007 | 60 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.16 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 48.92 | 8 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | -0.000 | 0.0000 | -0.000 | 12.5% | 52 | 0.26 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 47.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 70 | -0.000 | 0.0000 | -0.000 | 12.5% | 7 | 0.64 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 34.20 | 19 | 0.0% | 1.000 | 0.0000 | -0.009 | 75 | -0.000 | 0.0000 | -0.000 | 12.5% | 22 | 1.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.20 | 0.0% | 1.000 | 0.0000 | -0.010 | 80 | -0.000 | 0.0000 | -0.000 | 12.5% | 9 | 1.62 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 24.37 | 2 | 0.0% | 1.000 | 0.0000 | -0.010 | 85 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 2.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.20 | 5 | 0.0% | 1.000 | 0.0000 | -0.011 | 90 | -0.000 | 0.0000 | -0.000 | 6.3% | 53 | 3.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 25.65 | 6 | 0.0% | 1.000 | 0.0000 | -0.011 | 95 | -0.000 | 0.0000 | -0.000 | 6.3% | 158 | 4.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.40 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0000 | -0.000 | 3.1% | 6 | 6.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.68 | 10 | 0.0% | 1.000 | 0.0000 | -0.013 | 105 | -0.000 | 0.0000 | -0.000 | 1.6% | 45 | 8.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.15 | 14 | 0.0% | 1.000 | 0.0000 | -0.013 | 110 | -0.000 | 0.0000 | 0.000 | 0.1% | 27 | 10.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.90 | 21 | 1.6% | 0.025 | 0.0491 | -0.001 | 115 | 0.014 | 0.0000 | -1.000 | 0.0% | 2 | 16.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.90 | 10 | 3.1% | 0.002 | 0.0021 | -0.000 | 120 | 0.014 | 0.0000 | -1.000 | 0.0% | 1 | 16.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.70 | 9 | 3.1% | 0.000 | 0.0000 | -0.000 | 125 | 0.015 | 0.0000 | -1.000 | 0.0% | 2 | 21.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.25 | 25 | 6.3% | 0.000 | 0.0003 | -0.000 | 130 | 0.016 | 0.0000 | -1.000 | 0.0% | 3 | 26.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.30 | 17 | 6.3% | 0.000 | 0.0000 | -0.000 | 135 | 0.016 | 0.0000 | -1.000 | 0.0% | 12 | 29.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.10 | 15 | 6.3% | 0.000 | 0.0000 | -0.000 | 140 | ||||||||||
| 0.00 | 0.00 | 2.45 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 145 | ||||||||||
| 0.00 | 0.00 | 1.59 | 2 | 12.5% | 0.000 | 0.0002 | -0.000 | 150 | 0.018 | 0.0000 | -1.000 | 0.0% | 42.25 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 2.92 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 155 | ||||||||||
| 0.00 | 0.00 | 1.15 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 160 | ||||||||||
| 0.00 | 0.00 | 0.75 | 36 | 12.5% | 0.000 | 0.0000 | -0.000 | 165 | 0.020 | 0.0000 | -1.000 | 0.0% | 55.80 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.59 | 17 | 12.5% | 0.000 | 0.0000 | -0.000 | 170 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology