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Qualys, Inc. Common Stock QLYS

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Market datapartial · fetched 2026-10-23T02:19:21.202Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:59:00.538964341Z

FundamentalsAlpha Vantage · unavailable

Share price$209.07
1D+6.5%
AH$194$198$202$207$2115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQLYS
Sold putSold callAH

Qualys, Inc. Common Stock options

Live interpolated QLYS call and put midpoint premiums by absolute delta.Qualys, Inc. Common Stock$2.59$14.67$26.75$38.83$50.90$157.92$182.70$207.48$232.26$257.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QLYS spot · $209.07QLYS PRICE$3.90$5.39$6.82$8.22$9.80$11.66$13.93$16.30$18.88$21.35$23.80$27.55$32.08$5.22$7.07$8.92$11.02$13.51$16.09$19.11$22.30$25.91$29.65$34.03$39.53$47.42
PutsExpensive1.19×
CallsExpensive1.15×
SkewBearish+5.12 pp
Implied moveBearish±$33.04
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.5863.1%20.3%180.5671.7%16.1%
25Δ242.1866.3%18.4%186.6272.2%14.1%
30Δ235.8166.7%16.1%192.5771.2%12.2%
35Δ229.0265.2%13.5%198.1270.7%10.5%
40Δ223.3864.3%11.5%203.3970.8%9.2%
45Δ218.0964.3%9.9%208.6470.7%7.9%
50Δ213.3165.6%8.7%214.0170.8%6.8%
55Δ208.4766.6%7.5%219.4170.9%5.7%
60Δ203.5066.9%6.4%225.0170.4%4.8%
65Δ198.6266.3%5.2%230.6969.8%3.8%
70Δ193.8564.3%4.1%236.7868.9%3.0%
75Δ188.4065.1%3.3%243.8368.9%2.3%
80Δ182.3566.2%2.6%253.0570.5%1.6%

20Δ

Calls
Pseudo strike
247.58
IV
63.1%
B/E move
20.3%
Puts
Pseudo strike
180.56
IV
71.7%
B/E move
16.1%

25Δ

Calls
Pseudo strike
242.18
IV
66.3%
B/E move
18.4%
Puts
Pseudo strike
186.62
IV
72.2%
B/E move
14.1%

30Δ

Calls
Pseudo strike
235.81
IV
66.7%
B/E move
16.1%
Puts
Pseudo strike
192.57
IV
71.2%
B/E move
12.2%

35Δ

Calls
Pseudo strike
229.02
IV
65.2%
B/E move
13.5%
Puts
Pseudo strike
198.12
IV
70.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
223.38
IV
64.3%
B/E move
11.5%
Puts
Pseudo strike
203.39
IV
70.8%
B/E move
9.2%

45Δ

Calls
Pseudo strike
218.09
IV
64.3%
B/E move
9.9%
Puts
Pseudo strike
208.64
IV
70.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
213.31
IV
65.6%
B/E move
8.7%
Puts
Pseudo strike
214.01
IV
70.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
208.47
IV
66.6%
B/E move
7.5%
Puts
Pseudo strike
219.41
IV
70.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
203.50
IV
66.9%
B/E move
6.4%
Puts
Pseudo strike
225.01
IV
70.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
198.62
IV
66.3%
B/E move
5.2%
Puts
Pseudo strike
230.69
IV
69.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
193.85
IV
64.3%
B/E move
4.1%
Puts
Pseudo strike
236.78
IV
68.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
188.40
IV
65.1%
B/E move
3.3%
Puts
Pseudo strike
243.83
IV
68.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
182.35
IV
66.2%
B/E move
2.6%
Puts
Pseudo strike
253.05
IV
70.5%
B/E move
1.6%

Options history

No recorded observations