Symbol:    
Cisco Systems Inc 
Options Root:  Open Help    CSCO  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days20.97%20.52%20.37%136.97% - 24-Mar9.77% - 08-Nov
20 days20.58%20.44%37.51%106.66% - 06-Apr13.35% - 08-Nov
30 days20.44%20.76%36.28%91.67% - 08-Apr16.53% - 30-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help32.27%30.52%26.43%76.89% - 18-Mar16.96% - 26-Nov
IV Index put Open Help32.62%31.16%26.76%76.84% - 18-Mar16.58% - 29-Nov
IV Index mean Open Help32.44%30.84%26.60%76.87% - 18-Mar16.95% - 26-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days28.41%32.22%67.94%93.90% - 01-May16.06% - 20-Nov
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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
40.33%59.36% 1.66500.00
(0.00)
1.665Aug 14, 2020 46.5111.015-0.08
(-7.73)
1.0150-40.69%40.69%
39.19%53.37% 1.3600-0.02
(-1.81)
1.360Aug 14, 2020 47.0111.220-0.11
(-8.27)
1.2200-46.64%39.80%
38.51%47.07% 1.1000-0.03
(-2.65)
1.100Aug 14, 2020 47.5111.455-0.11
(-7.03)
1.4550-52.87%39.01%
37.93%40.72% 0.8750-0.02
(-2.78)
0.875Aug 14, 2020 48.0111.760-0.11
(-5.63)
1.7600-58.86%39.35%
35.19%58.72% 1.8150-0.01
(-0.82)
1.815Aug 21, 2020 46.5181.180-0.05
(-4.45)
1.1800-41.38%35.84%
34.58%53.33% 1.52500.01
(0.33)
1.525Aug 21, 2020 47.0181.385-0.06
(-4.15)
1.3850-46.68%35.09%
34.16%47.77% 1.27000.01
(1.20)
1.270Aug 21, 2020 47.5181.620-0.07
(-4.14)
1.6200-52.19%34.46%
33.68%42.16% 1.04000.00
(0.48)
1.040Aug 21, 2020 48.0181.895-0.07
(-3.56)
1.8950-57.72%34.08%
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