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 days15.09%11.89%19.50%59.29% - 26-Aug9.77% - 08-Nov
20 days17.13%18.91%16.93%46.62% - 29-Aug11.07% - 18-Mar
30 days17.33%17.09%27.15%40.67% - 11-Sep12.17% - 06-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help24.37%21.05%18.32%38.16% - 14-Aug15.67% - 13-Mar
IV Index put Open Help24.14%20.58%18.10%37.07% - 14-Aug15.67% - 18-Mar
IV Index mean Open Help24.25%20.82%18.21%37.61% - 14-Aug15.77% - 18-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days61.46%54.72%34.82%95.42% - 22-Jan16.06% - 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
16.44%64.33% 0.9400-0.06
(-5.53)
0.940Jan 31, 2020 48.5140.380-0.03
(-7.32)
0.3800-35.56%16.15%
16.04%51.96% 0.6400-0.05
(-7.25)
0.640Jan 31, 2020 49.0140.575-0.03
(-4.96)
0.5750-48.22%15.63%
15.67%38.93% 0.4050-0.05
(-10.00)
0.405Jan 31, 2020 49.5140.850-0.02
(-2.30)
0.8500-61.53%15.49%
15.79%27.29% 0.2500-0.03
(-10.71)
0.250Jan 31, 2020 50.0141.190-0.01
(-0.83)
1.1900-73.73%15.37%
17.04%61.98% 1.1100-0.05
(-3.90)
1.110Feb 07, 2020 48.5210.540-0.03
(-4.42)
0.5400-38.10%16.91%
16.66%52.17% 0.8150-0.04
(-4.68)
0.815Feb 07, 2020 49.0210.735-0.03
(-3.92)
0.7350-48.06%16.32%
16.38%41.93% 0.5750-0.04
(-6.50)
0.575Feb 07, 2020 49.5210.995-0.02
(-2.45)
0.9950-58.65%16.01%
16.21%32.10% 0.3900-0.03
(-7.14)
0.390Feb 07, 2020 50.0211.280-0.05
(-3.76)
1.2800-69.82%15.04%
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