Stock Analyzer

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CSCO · Options

Prices are delayed. Buyer’s break-even and chance of profit use the realistic price (ask); the chance is estimated from implied volatility, not a forecast. The bold row is at the money.

Stock price 104.51 · 5.8 days to expiry

Strike	Bid / Ask	IV	Model	Δ	Θ	Break-even	Chance	Liquidity	OI
80	23.4 / 26.55	138.3%	24.96	0.95	-0.171	106.55	42.1%	low · 12.6%	1
90	12.85 / 16.6	73.2%	14.73	0.95	-0.087	106.6	39.7%	low · 25.5%	9
99	5 / 7.05	70.2%	7.01	0.75	-0.261	106.05	41.7%	low · 34.0%	1
100	5.1 / 6.55	58.4%	5.8	0.74	-0.221	106.55	38.2%	low · 24.9%	822
102	3 / 5.3	51.4%	4.12	0.66	-0.218	107.3	33.0%	low · 55.4%	42
103	3 / 4.25	52.9%	3.59	0.6	-0.236	107.25	33.6%	low · 34.5%	3
104	2.48 / 2.8	47.6%	2.77	0.55	-0.218	106.8	34.7%	low · 12.1%	38
105	2.01 / 2.21	45.7%	2.18	0.48	-0.21	107.21	31.8%	medium · 9.5%	72
106	1.52 / 1.94	48.6%	1.9	0.42	-0.22	107.94	28.8%	low · 24.3%	40
107	1.21 / 1.5	47.2%	1.47	0.36	-0.203	108.5	25.4%	low · 21.4%	66
108	0.85 / 1.13	45.9%	1.1	0.3	-0.183	109.13	21.8%	low · 28.3%	119
109	0.63 / 0.93	47.2%	0.9	0.25	-0.173	109.93	18.9%	low · 38.5%	129
110	0.45 / 0.58	43.5%	0.56	0.18	-0.133	110.58	14.4%	low · 25.2%	363
111	0.27 / 0.52	46.4%	0.5	0.16	-0.129	111.52	12.7%	low · 63.3%	349
112	0.21 / 0.3	43.1%	0.28	0.11	-0.091	112.3	8.8%	low · 35.3%	923
113	0.14 / 0.23	43.8%	0.21	0.08	-0.077	113.23	6.9%	low · 48.6%	573
114	0.09 / 0.17	44.3%	0.16	0.06	-0.063	114.17	5.3%	low · 61.5%	155
115	0.08 / 0.14	45.8%	0.13	0.05	-0.056	115.14	4.3%	low · 54.5%	775
116	0.01 / 0.14	49.0%	0.13	0.05	-0.057	116.14	4.1%	low · 173.3%	625
117	0.03 / 0.55	61.1%	0.27	0.08	-0.101	117.55	5.8%	low · 179.3%	286
118	— / 0.16	50.0%	0.07	0.03	-0.038	118.04	2.4%	unknown	346
119	— / 0.61	68.7%	0.28	0.07	-0.108	119.11	5.9%	unknown	80
120	0.02 / 0.09	52.3%	0.05	0.02	-0.028	120.09	1.6%	low · 127.3%	629
121	— / 2.14	105.3%	1.01	0.15	-0.28	121.87	11.0%	unknown	260
122	— / 2.14	109.1%	1.01	0.15	-0.285	122.1	11.4%	unknown	115
123	— / 2.13	112.8%	1	0.14	-0.288	123.06	11.1%	unknown	265
124	— / 2.13	116.5%	1	0.14	-0.292	124.1	10.6%	unknown	1107
125	— / 0.3	76.6%	0.14	0.04	-0.068	125.07	2.8%	unknown	400
126	— / 0.17	72.3%	0.08	0.02	-0.044	126.03	1.8%	unknown	71
127	— / 0.05	63.3%	0.02	0.01	-0.016	127.05	0.6%	low	26
128	— / 2.13	130.8%	1	0.13	-0.308	128.01	9.4%	unknown	71
129	— / 2.13	134.2%	0.99	0.12	-0.311	129.31	8.9%	unknown	50
130	— / 0.15	80.5%	0.07	0.02	-0.04	130.35	1.3%	unknown	86
131	— / 2.13	140.9%	0.99	0.12	-0.318	131.05	8.6%	unknown	56
132	— / 2.13	144.1%	0.99	0.12	-0.321	132.08	8.3%	low	5
135	— / 2.13	153.7%	0.99	0.11	-0.33	135.01	7.7%	low	43