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Cisco Systems, Inc. (CSCO) Put Options Pop After Downgrade

Cisco Systems, Inc. (NASDAQ:CSCO) is trading lower after a downgrade at Goldman Sachs

Jun 15, 2016 at 11:47 AM
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Tech stock Cisco Systems, Inc. (NASDAQ:CSCO) is down 1% today at $28.68, after being downgraded at Goldman Sachs. Specifically, the brokerage firm lowered its rating on CSCO to "neutral," and removed it from their "Americas Buy" list. Goldman also lowered its price target on the stock to $32 -- though this still represents territory not explored since late 2007 -- citing competition concerns and a potential slowdown in earnings growth. In the meantime, CSCO put options are trading at an accelerated rate. 

At last check, CSCO put volume was running in the 96th annual percentile, or twice the average intraday pace. Leading the way by a mile is the July 27 put, where more than 8,100 contracts have traded. However, it looks like most of this activity was part of a larger spread trade. Elsewhere, it looks like traders are opening new positions at the weekly 7/8 28-strike put. 

Historically speaking, calls have been more popular than puts in CSCO's options pits. The stock's 50-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) stands at 2.29, outranking over three-fourths of comparable readings from the past year. 

No matter which way you're betting, it's a good time to buy CSCO options, as the options market is pricing in historically low volatility expectations for near-term options. This is according to the stock's Schaeffer's Volatility Index (SVI) of 20%, which sits in the low 14th annual percentile. At the same time, CSCO's Schaeffer's Volatility Scorecard (SVS) sits at 93 -- indicating the stock has tended to make outsized moves relative to what the options market has priced in over the past year.

Aside from today's note from Goldman Sachs, analysts are mostly in Cisco Systems, Inc.'s (NASDAQ:CSCO) bullish corner, as the stock clings to a 5.6% year-to-date lead. Twenty-five brokerage firms track CSCO stock, and 17 of them recommend buying the shares. 

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