Options WhaleEarnings volatility research

CSCO · Expected-Move

Cisco Systems, Inc. (CSCO) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$117.39
Expected move
$12.48
Expected move %
10.6%
Lower boundary
$104.92
Upper boundary
$129.87
Median historical move
4.7%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-11-15Realized move 9.8348%Implied move UnavailableSigned actual 9.8348% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
9.8348%UnavailableSigned actual 9.8348% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.4264%UnavailableSigned actual 2.4264% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.6777%UnavailableSigned actual 2.6777% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.8001%UnavailableSigned actual 6.8001% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.1291%UnavailableSigned actual 2.1291% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.095%UnavailableSigned actual 2.095% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.8458%UnavailableSigned actual 4.8458% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.5625%UnavailableSigned actual 1.5625% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.6242%UnavailableSigned actual 4.6242% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.3217%UnavailableSigned actual 12.3217% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
13.4092%UnavailableSigned actual 13.4092% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.4033%UnavailableSigned actual 8.4033% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.