CSCO Implied Volatility
CSCO $110.50 · Updated Oct 26, 4:00 PM ET
CSCO at-the-money implied volatility is 38.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 46.2%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 110 | 38.2% |
| Nov 6, 2026 | 11 | 110 | 35.8% |
| Nov 13, 2026 | 18 | 110 | 55.8% |
| Nov 20, 2026 | 25 | 110 | 50.9% |
| Nov 27, 2026 | 32 | 110 | 46.2% |
| Dec 4, 2026 | 39 | 110 | 43.4% |
| Dec 18, 2026 | 53 | 110 | 41.7% |
| Jan 15, 2027 | 81 | 110 | 38.3% |
| Mar 19, 2027 | 144 | 110 | 39.0% |
| Apr 16, 2027 | 172 | 110 | 38.4% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 102 | 29.3% | 48.1% |
| 103 | 25.5% | 44.0% |
| 104 | 49.7% | 41.9% |
| 105 | 40.9% | 40.5% |
| 106 | 44.1% | 40.7% |
| 107 | 43.3% | 39.6% |
| 108 | 44.8% | 40.2% |
| 109 | 36.7% | 39.0% |
| 110 | 38.5% | 37.9% |
| 111 | 36.8% | 41.6% |
| 112 | 36.6% | 38.1% |
| 113 | 35.7% | 43.4% |
| 114 | 34.4% | 45.2% |
| 115 | 36.2% | 39.7% |
| 116 | 36.8% | 21.5% |
| 117 | 36.5% | 44.6% |
| 118 | 44.1% | 50.4% |
How this is calculated: Implied Volatility methodology