Symbol:    
Cisco Systems Inc 
Options Root:  Open Help    CSCO  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days28.60%26.17%18.34%59.29% - 26-Aug9.89% - 03-May
20 days22.50%20.64%24.17%46.62% - 29-Aug11.07% - 18-Mar
30 days22.00%19.80%40.44%40.67% - 11-Sep12.17% - 06-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help27.92%24.28%21.97%41.65% - 24-Dec15.67% - 13-Mar
IV Index put Open Help27.81%24.14%21.71%39.85% - 24-Dec15.67% - 18-Mar
IV Index mean Open Help27.86%24.21%21.84%40.75% - 24-Dec15.77% - 18-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days76.21%76.51%67.00%95.42% - 22-Jan47.45% - 15-Mar
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
23.72%62.80% 1.0750-0.44
(-29.28)
1.075Oct 25, 2019 45.5110.4950.03
(6.45)
0.4950-37.20%23.57%
23.10%52.46% 0.7750-0.41
(-34.60)
0.775Oct 25, 2019 46.0110.6950.06
(8.59)
0.6950-47.66%22.93%
22.69%41.59% 0.5350-0.37
(-40.88)
0.535Oct 25, 2019 46.5110.9550.09
(11.05)
0.9550-58.68%22.50%
22.15%30.97% 0.3450-0.32
(-48.12)
0.345Oct 25, 2019 47.0111.2750.15
(13.84)
1.2750-69.19%22.28%
23.41%60.85% 1.2750-0.46
(-26.51)
1.275Nov 01, 2019 45.5180.6850.00
(0.74)
0.6850-39.28%23.43%
23.00%52.61% 0.9850-0.42
(-29.89)
0.985Nov 01, 2019 46.0180.8950.04
(5.29)
0.8950-47.56%23.02%
22.54%44.03% 0.7350-0.38
(-34.08)
0.735Nov 01, 2019 46.5181.1400.08
(7.55)
1.1400-56.25%22.44%
22.01%35.43% 0.5250-0.34
(-39.31)
0.525Nov 01, 2019 47.0181.4350.13
(10.38)
1.4350-64.91%21.99%
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