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Cisco Systems CSCO 103.61 0.64 0.62%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $103.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$1.60 $102.09 – $105.29 $101.77 – $105.61 $100.27 – $107.11
2 sessions ±2.1% ±$2.22 $101.47 – $105.91 $101.00 – $106.38 $98.90 – $108.48
3 sessions ±2.7% ±$2.80 $100.89 – $106.49 $100.35 – $107.03 $97.74 – $109.64
1 week ±3.4% ±$3.56 $100.13 – $107.25 $99.35 – $108.03 $96.12 – $111.26
2 weeks Earnings ±9.6% ±$10.00 $93.69 – $113.69 $91.34 – $116.04 $82.61 – $124.77
3 weeks Earnings ±10.3% ±$10.63 $93.06 – $114.32 $90.53 – $116.85 $81.34 – $126.04
1 month Earnings ±10.9% ±$11.32 $92.37 – $115.01 $89.63 – $117.75 $79.87 – $127.51
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CSCO reports in 7 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.59%
Average actual move
6.40%
Beyond the implied move
3 / 7
Median IV change
-48.82%
Reaction session Implied Actual Used ATM IV before → after
August 13, 2026 ±9.18% -8.40% 0.92× —
May 14, 2026 ±9.18% +13.41% 1.46× 60.7% → 47.3%
February 12, 2026 ±6.28% -12.32% 1.96× —
August 14, 2025 ±5.80% -1.56% 0.27× 40.4% → 19.4%
May 15, 2025 ±4.83% +4.85% 1.00× 34.6% → 23.9%
February 13, 2025 ±5.32% +2.09% 0.39× 34.7% → 17.8%
November 14, 2024 ±5.58% -2.13% 0.38× 36.7% → 15.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →