CSCO · Expected Move

Cisco Systems, Inc. Common Stock (DE)

The expected move for CSCO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CSCO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CSCO Expected Move
30-Day Straddle
$11.10
7-Day Straddle
$4.22
30-Day ATM IV
45.6%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to CSCO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CSCO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $11.10 $4.22 45.6% 68%
20261022 $11.25 $4.31 47.7% 76%
20261021 $11.27 $4.42 46.1% 70%
20261020 $11.45 $4.90 46.5% 72%
20261019 $11.43 $3.29 45.8% 69%
20261016 $10.85 $4.04 45.0% 66%
20261015 $11.60 $4.33 46.6% 72%
20261014 $11.03 $4.84 42.2% 55%
20261013 $12.03 $4.37 43.8% 62%
20261012 $11.10 $3.20 39.5% 45%
20261009 $7.97 $3.75 35.1% 29%
20261008 $8.43 $4.19 35.0% 28%
20261007 $8.23 $4.23 30.8% 12%
20261006 $8.20 $4.79 30.0% 9%
20261005 $7.50 $2.73 28.1% 2%
20261002 $6.93 $3.33 28.4% 3%
20261001 $6.90 $3.40 28.6% 4%
20260930 $7.20 $3.96 29.6% 8%
20260929 $7.45 $4.09 30.1% 10%
20260928 $8.35 $2.73 32.0% 17%
20260925 $6.68 $3.22 29.2% 6%
20260924 $6.29 $3.66 27.5% 0%
20260923 $7.22 $4.16 29.9% 7%
20260922 $7.58 $4.56 30.7% 10%
20260921 $7.85 $3.12 29.9% 7%
20260918 $7.03 $3.38 28.9% 3%
20260917 $7.30 $3.69 29.4% 6%
20260916 $7.90 $4.12 30.8% 11%
20260915 $7.72 $4.53 30.4% 9%
20260914 $7.83 $3.04 30.2% 9%
20260911 $6.95 $3.35 28.2% 1%
20260910 $6.89 $3.73 28.6% 2%
20260909 $7.40 $4.07 29.3% 5%
20260908 $7.62 $4.46 30.0% 8%
20260904 $6.83 $2.94 28.3% 1%
20260903 $6.88 $3.37 28.0% 0%
20260902 $7.20 $3.70 28.6% 1%
20260901 $7.42 $4.18 29.2% 4%
20260831 $7.80 $2.71 29.1% 3%
20260828 $6.75 $3.08 28.3% 0%
20260827 $7.25 $3.79 28.9% 1%
20260826 $7.50 $4.17 29.0% 1%
20260825 $7.60 $4.33 29.5% 3%
20260824 $7.62 $3.07 29.6% 4%
20260821 $7.10 $3.46 28.7% 0%
20260820 $7.12 $3.75 28.9% 0%
20260819 $7.48 $4.23 29.4% 2%
20260818 $7.71 $4.39 29.0% 1%
20260817 $8.20 $3.22 29.8% 8%
20260814 $7.08 $3.63 28.8% 5%
20260813 $7.80 $4.47 30.8% 12%
20260812 $14.12 $11.85 50.1% 86%
20260811 $12.70 $10.45 46.4% 71%
20260810 $13.78 $10.22 49.1% 82%
20260807 — — 46.8% 73%
20260806 $13.35 $10.68 48.7% 80%
20260805 $14.35 $10.62 51.2% 90%
20260804 $14.93 $11.55 53.1% 97%
20260803 $13.55 $4.05 50.2% 86%
20260731 $13.40 $4.68 51.5% 91%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.