Cash-Secured Put Entries on Mega Caps
Cash-Secured Put22 trades pass on CSCO
- Annualized return
- 3.2% to 30.4%
- Probability of profit
- 71.0% to 98.5%
CSCO options: IV rank, expected move and trade screens
Cisco Systems, Inc. · Technology
In the app, stock prices are live and options data is refreshed intraday.
CSCO last closed at $95.64 with 30-day implied volatility of 34.8%. That is in the lower half of its one-year range (IV rank 42), so premiums are on the modest side for CSCO. Measured by IV percentile, IV is higher than 58% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $9.28, or 9.7%.
The price is below both its 50-day (-11.3%) and 200-day (-6.3%) moving averages. It is 26.4% below its 52-week high and 33.4% above its 52-week low. The 14-day RSI of 37.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $3.88, about 4.1% of the price, a measure of a typical day's range.
Option volume at the close (91.3K contracts) was 2.3x its average, far busier than usual. A beta of 1.25 means CSCO has tended to move about 1.3 times as much as the broad market. 6 of our preset screens found trades on CSCO at the close, led by Cash-Secured Put Entries on Mega Caps with 22 trades.
CSCO stats at the close
- Price
- $95.64
- Market cap $377B
- Implied volatility
- 34.8%
- 30-day, at the money
- IV rank
- 42
- IV sits 42% of the way from its one-year low to its one-year high.
- IV percentile
- 58
- IV is higher than 58% of the past year's readings.
- ATR (14-day)
- $3.88
- 4.1% of the price on a typical day
- RSI (14-day)
- 37.0
- Between 30 and 70, neutral
- 52-week range
- -26.4% from high
- +33.4% from the 52-week low
- Moving averages
- -11.3% vs 50-day
- -6.3% vs the 200-day
- Beta
- 1.25
- Sensitivity to the broad market
- Option volume
- 2.3x avg
- 91.3K contracts vs 40.6K average
CSCO expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 37.2% | ±$4.93 (5.2%) | $90.71 to $100.57 | $3.95 |
| Dec 11, 202628 days | 35.0% | ±$9.28 (9.7%) | $86.36 to $104.92 | $7.40 |
| Jan 15, 202763 days | 33.8% | ±$13.45 (14.1%) | $82.19 to $109.09 | $10.70 |
| Feb 19, 202798 days | 37.4% | ±$18.54 (19.4%) | $77.10 to $114.18 | $14.70 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
Counts and ranges for CSCO from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
Bear Put Spreads Below the 200-Day
Bear Put Spread12 trades pass on CSCO
- Return on risk
- 133.6% to 250.9%
- Probability of profit
- 35.8% to 45.5%
Unusual Call Volume
Long Call7 trades pass on CSCO
- Probability of profit
- 14.9% to 32.0%
Married Put Protection
Married Put6 trades pass on CSCO
- Probability of profit
- 36.1% to 42.8%
Long Call Butterflies for Pinning
Call Butterfly6 trades pass on CSCO
- Return on risk
- 153.2% to 1,000%+
- Probability of profit
- 14.7% to 71.1%
Fresh Money Flow: Calls
Long Call1 trade passes on CSCO
- Probability of profit
- 32.0%
CSCO options FAQ
- What is CSCO's IV rank?
- At the last close, CSCO's IV rank was 42 with 30-day implied volatility of 34.8%. IV sits 42% of the way from its one-year low to its one-year high. Its IV percentile was 58: IV is higher than 58% of the past year's readings.
- What is the expected move for CSCO?
- Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $9.28 (9.7%), a range of $86.36 to $104.92. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Which option screens have trades on CSCO?
- At the last close, these OptionClaws preset screens had passing trades on CSCO: Cash-Secured Put Entries on Mega Caps (22), Bear Put Spreads Below the 200-Day (12), Unusual Call Volume (7), Married Put Protection (6), Long Call Butterflies for Pinning (6), Fresh Money Flow: Calls (1). Open a screen in the app to see the individual trades, refreshed intraday.
- Is CSCO option volume above average?
- At the last close, CSCO option volume was 2.3x its average, far busier than usual.
More market data
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.