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Qualys, Inc. Common Stock QLYS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T15:13:25.660Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:13:06.965667306Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:11:45.102560+00:00

Share price$176.22
1D-1.8%
$175$177$178$179$1805:30 AM6:30 AM9:00 AM1:00 PMQLYS
Sold putSold call

Qualys, Inc. Common Stock options

Live interpolated QLYS call and put midpoint premiums by absolute delta.Qualys, Inc. Common Stock$1.39$5.88$10.37$14.86$19.35$133.55$156.41$179.28$202.15$225.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QLYS spot · $176.22QLYS PRICE$1.88$2.50$3.17$3.90$4.70$5.54$6.48$7.42$8.81$10.22$11.68$13.16$15.10$1.94$2.60$3.34$4.15$5.04$5.94$7.16$8.37$9.97$11.74$13.52$15.32$18.06
PutsCheap0.51×
CallsCheap0.83×
SkewBullish-1.73 pp
Implied moveBearish±$13.64
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.8167.0%10.5%163.5163.7%8.3%
25Δ189.5967.2%9.0%166.3062.8%7.1%
30Δ186.7866.8%7.8%168.6063.3%6.2%
35Δ184.1366.5%6.7%170.8263.5%5.4%
40Δ181.7666.3%5.8%172.9563.4%4.7%
45Δ179.4366.1%5.0%175.0863.3%4.0%
50Δ177.2565.6%4.3%177.2163.9%3.5%
55Δ175.0665.1%3.6%179.3464.4%3.0%
60Δ172.8066.2%3.1%181.7165.5%2.5%
65Δ170.5467.3%2.6%184.2166.9%2.1%
70Δ168.2466.7%2.1%186.7266.7%1.7%
75Δ165.9365.6%1.6%189.2565.6%1.3%
80Δ163.2765.0%1.2%192.6066.1%1.0%

20Δ

Calls
Pseudo strike
192.81
IV
67.0%
B/E move
10.5%
Puts
Pseudo strike
163.51
IV
63.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
189.59
IV
67.2%
B/E move
9.0%
Puts
Pseudo strike
166.30
IV
62.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
186.78
IV
66.8%
B/E move
7.8%
Puts
Pseudo strike
168.60
IV
63.3%
B/E move
6.2%

35Δ

Calls
Pseudo strike
184.13
IV
66.5%
B/E move
6.7%
Puts
Pseudo strike
170.82
IV
63.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
181.76
IV
66.3%
B/E move
5.8%
Puts
Pseudo strike
172.95
IV
63.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
179.43
IV
66.1%
B/E move
5.0%
Puts
Pseudo strike
175.08
IV
63.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
177.25
IV
65.6%
B/E move
4.3%
Puts
Pseudo strike
177.21
IV
63.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
175.06
IV
65.1%
B/E move
3.6%
Puts
Pseudo strike
179.34
IV
64.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
172.80
IV
66.2%
B/E move
3.1%
Puts
Pseudo strike
181.71
IV
65.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
170.54
IV
67.3%
B/E move
2.6%
Puts
Pseudo strike
184.21
IV
66.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
168.24
IV
66.7%
B/E move
2.1%
Puts
Pseudo strike
186.72
IV
66.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
165.93
IV
65.6%
B/E move
1.6%
Puts
Pseudo strike
189.25
IV
65.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
163.27
IV
65.0%
B/E move
1.2%
Puts
Pseudo strike
192.60
IV
66.1%
B/E move
1.0%

Options history

IV · four-Friday blend65.48%
Daily EOD
QLYS55.6%60.9%66.2%2026-10-19: 56.31%2026-10-20: 56.75%2026-10-21: 57.56%2026-10-22: 59.51%2026-10-23: 59.79%2026-10-26: 62.07%2026-10-27: 61.82%2026-10-28: 62.51%2026-10-29: 62.72%2026-10-30: 65.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.31%
56.75%
57.56%
59.51%
59.79%
62.07%
61.82%
62.51%
62.72%
65.48%