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Qualys, Inc. Common Stock QLYS

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Market datapartial · fetched 2026-10-24T05:32:02.275Z

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 · 2026-10-23T20:04:21.149492813Z

FundamentalsAlpha Vantage · unavailable

Share price$216.70
1D+3.8%
AH$206$209$213$216$2205:30 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$2.72$14.55$26.38$38.21$50.04$156.71$184.61$212.50$240.40$268.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QLYS spot · $216.70QLYS PRICE$4.00$5.41$7.03$8.64$10.23$12.28$14.49$17.07$19.76$22.53$25.32$29.38$33.46$5.24$7.02$8.98$11.11$13.33$15.94$18.74$22.13$25.59$29.13$33.72$39.28$46.63
PutsExpensive1.24×
CallsExpensive1.19×
SkewBearish+1.93 pp
Implied moveBearish±$33.23
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.5065.2%20.2%187.7772.2%15.8%
25Δ249.9867.2%17.9%194.0872.1%13.7%
30Δ243.8668.3%15.8%199.9371.9%11.9%
35Δ237.7468.5%13.7%205.4271.2%10.3%
40Δ231.6067.3%11.6%210.8670.5%8.8%
45Δ226.2467.8%10.1%216.0870.2%7.6%
50Δ221.1768.8%8.7%221.3670.1%6.5%
55Δ216.0269.6%7.6%226.8370.4%5.5%
60Δ210.8570.4%6.4%232.3170.1%4.6%
65Δ205.6869.7%5.3%237.8068.9%3.7%
70Δ200.5268.7%4.2%244.0968.6%2.9%
75Δ194.6769.8%3.4%251.1769.0%2.2%
80Δ188.7969.1%2.6%259.8670.1%1.6%

20Δ

Calls
Pseudo strike
256.50
IV
65.2%
B/E move
20.2%
Puts
Pseudo strike
187.77
IV
72.2%
B/E move
15.8%

25Δ

Calls
Pseudo strike
249.98
IV
67.2%
B/E move
17.9%
Puts
Pseudo strike
194.08
IV
72.1%
B/E move
13.7%

30Δ

Calls
Pseudo strike
243.86
IV
68.3%
B/E move
15.8%
Puts
Pseudo strike
199.93
IV
71.9%
B/E move
11.9%

35Δ

Calls
Pseudo strike
237.74
IV
68.5%
B/E move
13.7%
Puts
Pseudo strike
205.42
IV
71.2%
B/E move
10.3%

40Δ

Calls
Pseudo strike
231.60
IV
67.3%
B/E move
11.6%
Puts
Pseudo strike
210.86
IV
70.5%
B/E move
8.8%

45Δ

Calls
Pseudo strike
226.24
IV
67.8%
B/E move
10.1%
Puts
Pseudo strike
216.08
IV
70.2%
B/E move
7.6%

50Δ

Calls
Pseudo strike
221.17
IV
68.8%
B/E move
8.7%
Puts
Pseudo strike
221.36
IV
70.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
216.02
IV
69.6%
B/E move
7.6%
Puts
Pseudo strike
226.83
IV
70.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
210.85
IV
70.4%
B/E move
6.4%
Puts
Pseudo strike
232.31
IV
70.1%
B/E move
4.6%

65Δ

Calls
Pseudo strike
205.68
IV
69.7%
B/E move
5.3%
Puts
Pseudo strike
237.80
IV
68.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
200.52
IV
68.7%
B/E move
4.2%
Puts
Pseudo strike
244.09
IV
68.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
194.67
IV
69.8%
B/E move
3.4%
Puts
Pseudo strike
251.17
IV
69.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
188.79
IV
69.1%
B/E move
2.6%
Puts
Pseudo strike
259.86
IV
70.1%
B/E move
1.6%

Options history

No recorded observations