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CSCOCisco Systems, Inc.
Next verified earnings Nov 11, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for CSCO
Observed outcomes from 8 earnings events (Nov 13, 2024 – Aug 12, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-11-13Realized move 2.1291%Implied move 5.5357%Signed actual -2.1291% · Reconstructed · 7 IV checkpointsUpdated Oct 8, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 2.1291% | 5.5357% | Signed actual -2.1291% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 2.095% | 5.2379% | Signed actual 2.095% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 4.8458% | 5.0421% | Signed actual 4.8458% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.5625% | 5.2466% | Signed actual -1.5625% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 4.6242% | 5.9894% | Signed actual 4.6242% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 12.3217% | 6.229% | Signed actual -12.3217% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 13.4092% | 7.8558% | Signed actual 13.4092% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 8.4033% | 8.1375% | Signed actual -8.4033% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 8 | 0 / 8 | -35.0% | -2.0% | -58.0% |
| Bull Put Spread | 8 | 7 / 8 | 9.9% | 15.5% | -1.3% |
| Calendar | 8 | 1 / 8 | -35.5% | 23.2% | -87.5% |
| Iron Condor | 8 | 0 / 8 | -27.2% | -4.2% | -55.9% |
| Long Straddle | 8 | 5 / 8 | 18.6% | 62.1% | -14.1% |
| Long Strangle | 8 | 6 / 8 | 53.0% | 172.6% | -30.9% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry debit
- $25.50
- Payoff max loss
- -$325.50
- Payoff max profit
- -$25.50
- Modeled exit P&L
- -$130.35-48.6% on stored risk basis $268.00
Entry Jul 29, 2026 → Exit Aug 11, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$56.24Expiration P/L -$25.50Update time unavailable
Event / reference markers
- Entry spot: $112.48
- sell call strike $125.00: $125.00
- buy call strike $128.00: $128.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$25.50 | Update time unavailable | ||
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| -$25.50 | Entry spot reference | Update time unavailable | |
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| -$123.26 | Update time unavailable | ||
| -$235.74 | Update time unavailable | ||
| -$325.50 | Update time unavailable | ||
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| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CSCO260814C00125000 | $125.00 call · 2026-08-14 | $1.71 | $3.19 |
| BUY × 1 | CSCO260814C00128000 | $128.00 call · 2026-08-14 | $1.96 | $2.17 |
Breakevens: None. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
Record hist_CSCO_996eb66d006f90fb · Historical methodology