# CSCO - CISCO SYSTEMS INC Options Profit Calculator, Price & Chart

> Graphical, multi-leg complex stock option profit and loss calculator for CSCO.

Data as of Oct 20, 2026 (end of day). **Data is delayed**: the latest session is Nov 10, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **106.71**. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.

## Settings

| Field | Value |
|---|---|
| Stock price | 106.71 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.3490 |
| Indexed IV | 0.4148 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 107.00 | Call | 1 | Long | 1.2900 | 1.3057 | 0.3701 | 0.4782 | 0.1113 | -0.2430 | 0.0385 | 0.0041 |

**Cost** is the entry price per share, **TPrice** the theoretical value on the valuation date, **Vol** the volatility it is priced with; Greeks are per share (short legs negative). Quantities are contracts of 100 shares, or shares for the stock leg.

### Position totals ($)

| Cost | Value | P/L | Delta | Gamma | Theta | Vega | Rho |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 129.00 | 130.57 | 1.57 | 47.82 | 11.13 | -24.30 | 3.85 | 0.41 |

Cost is the net debit paid (negative: a net credit), Value the position's theoretical value on the valuation date, P/L the difference; Greeks are position totals in shares.

## Profit and loss

Breakevens (where the P/L line crosses zero): **106.64**.

P/L by stock price from 53.36 to 158.96 (the chart spans 50% either side of the stock price; narrow it with `factor`, e.g. `factor=0.1` for 10%), every 4th of its 97 points.

At expiration, over the charted range, P/L runs from **-129.00** (at 53.36) to **5,067.49** (at 158.96).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 53.36 | -129.00 | -129.00 |
| 57.76 | -129.00 | -129.00 |
| 62.16 | -129.00 | -129.00 |
| 66.56 | -129.00 | -129.00 |
| 70.96 | -129.00 | -129.00 |
| 75.36 | -129.00 | -129.00 |
| 79.76 | -129.00 | -129.00 |
| 84.16 | -129.00 | -129.00 |
| 88.56 | -129.00 | -129.00 |
| 92.96 | -129.00 | -129.00 |
| 97.36 | -128.74 | -129.00 |
| 101.76 | -118.44 | -129.00 |
| 106.16 | -23.05 | -129.00 |
| 110.56 | 261.72 | 227.04 |
| 114.96 | 672.59 | 667.08 |
| 119.36 | 1,110.58 | 1,107.12 |
| 123.76 | 1,550.57 | 1,547.16 |
| 128.16 | 1,990.61 | 1,987.20 |
| 132.56 | 2,430.65 | 2,427.24 |
| 136.96 | 2,870.70 | 2,867.28 |
| 141.36 | 3,310.74 | 3,307.32 |
| 145.76 | 3,750.78 | 3,747.37 |
| 150.16 | 4,190.82 | 4,187.41 |
| 154.56 | 4,630.86 | 4,627.45 |
| 158.96 | 5,070.90 | 5,067.49 |

## How to use

Enter the position with query parameters. Option legs are `legs[N][field]`, N counting from 0, up to 4 legs ([subscribe](https://www.optionistics.com/subscribe) for 8): `expiry` (YYYY-MM-DD, required), `strike` (required), `putcall` (C or P), `side` (long or short), `quantity` (contracts, 1-1000), `cost` (entry price per share; default the contract's theoretical price), `ivol` (volatility override, decimal), `hidden` (1 leaves the leg out of the totals and chart). A stock leg: `stock[side]`, `stock[quantity]` (shares), `stock[cost]`. Or start from a `preset`: bull-call, bear-call, bull-put, bear-put, straddle, strangle, covered-call, covered-put, calendar-call, calendar-put, diagonal-call, diagonal-put, single-call, single-put. Pricing: `rate` (percent), `model` (a American, e European; default American when a dividend is set), `voltype` (0 slider, 1 indexed IV, 2 historical IV, 3 each leg's IV), `ivSlider` (1-400, with voltype 0), `dividend` (next dividend, dollars), `exDate` (YYYY-MM-DD), `frequency` (0 none, 12, 4, 2 or 1 a year). Chart: `solveFor` (p price change, dl days left), `factor` (price range either side of the stock price, 0.01-1, default 0.5), `dateOffset` (price change: value on the report date plus dateOffset + 1 days; default -1, the report date), `sliderPrice` (days left: the stock price to value at).

This position: `/calculators/stock-option-calculator/CSCO.md?legs[0][expiry]=2026-10-23&legs[0][strike]=107&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.29`. A preset: `/calculators/stock-option-calculator/CSCO.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CSCO

- [Quote](https://www.optionistics.com/quotes/stock-quotes/CSCO.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/CSCO.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/CSCO.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=CSCO)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/CSCO.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/CSCO.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/CSCO.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/CSCO.md)
- [Probability calculator](https://www.optionistics.com/calculators/probability-calculator.md?symbol=CSCO)

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