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Q2 Holdings Inc QTWO

i

Market dataready · fetched 2026-11-13T18:11:36.353Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:08:28.004923659Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:11:35.496374+00:00

Share price$74.27
1D+0.9%
$73.18$73.52$73.86$74.20$74.535:30 AM6:30 AM9:00 AM1:00 PMQTWO
Sold putSold call

Q2 Holdings Inc options

Live interpolated QTWO call and put midpoint premiums by absolute delta.Q2 Holdings Inc$0.74$3.58$6.41$9.25$12.09$54.44$63.12$71.81$80.49$89.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTWO spot · $74.27QTWO PRICE$1.04$1.38$1.72$2.11$2.52$2.93$3.34$4.01$4.71$5.41$6.10$7.30$8.70$1.37$1.72$2.09$2.58$3.07$3.57$4.15$5.33$6.52$7.71$8.90$10.08$11.27
PutsFair1.01×
CallsCheap0.81×
SkewBearish+2.99 pp
Implied moveBearish±$7.49
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.2242.8%14.8%65.2749.7%13.9%
25Δ82.3842.3%12.8%67.6747.0%11.2%
30Δ80.5541.9%10.8%70.0344.2%8.5%
35Δ79.0741.2%9.3%71.3143.4%7.4%
40Δ77.7540.5%8.1%72.5942.6%6.4%
45Δ76.4339.9%6.9%73.8841.7%5.3%
50Δ75.1139.2%5.6%75.2041.1%4.3%
55Δ73.9139.4%4.9%76.7941.7%3.8%
60Δ72.7239.7%4.3%78.3942.4%3.2%
65Δ71.5340.0%3.6%79.9843.1%2.7%
70Δ70.3440.3%2.9%81.5743.7%2.1%
75Δ68.7541.4%2.4%83.1744.4%1.6%
80Δ67.0042.7%1.9%84.7645.1%1.0%

20Δ

Calls
Pseudo strike
84.22
IV
42.8%
B/E move
14.8%
Puts
Pseudo strike
65.27
IV
49.7%
B/E move
13.9%

25Δ

Calls
Pseudo strike
82.38
IV
42.3%
B/E move
12.8%
Puts
Pseudo strike
67.67
IV
47.0%
B/E move
11.2%

30Δ

Calls
Pseudo strike
80.55
IV
41.9%
B/E move
10.8%
Puts
Pseudo strike
70.03
IV
44.2%
B/E move
8.5%

35Δ

Calls
Pseudo strike
79.07
IV
41.2%
B/E move
9.3%
Puts
Pseudo strike
71.31
IV
43.4%
B/E move
7.4%

40Δ

Calls
Pseudo strike
77.75
IV
40.5%
B/E move
8.1%
Puts
Pseudo strike
72.59
IV
42.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
76.43
IV
39.9%
B/E move
6.9%
Puts
Pseudo strike
73.88
IV
41.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
75.11
IV
39.2%
B/E move
5.6%
Puts
Pseudo strike
75.20
IV
41.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
73.91
IV
39.4%
B/E move
4.9%
Puts
Pseudo strike
76.79
IV
41.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
72.72
IV
39.7%
B/E move
4.3%
Puts
Pseudo strike
78.39
IV
42.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
71.53
IV
40.0%
B/E move
3.6%
Puts
Pseudo strike
79.98
IV
43.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
70.34
IV
40.3%
B/E move
2.9%
Puts
Pseudo strike
81.57
IV
43.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
68.75
IV
41.4%
B/E move
2.4%
Puts
Pseudo strike
83.17
IV
44.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
67.00
IV
42.7%
B/E move
1.9%
Puts
Pseudo strike
84.76
IV
45.1%
B/E move
1.0%

Options history

IV · four-Friday blend47.48%
Daily EOD
QTWO46.7%51.3%56.0%2026-10-19: 53.53%2026-10-20: 53.19%2026-10-21: 53.14%2026-10-22: 55.32%2026-10-23: 55.31%2026-10-26: 54.54%2026-10-27: 54.93%2026-10-28: 53.42%2026-10-29: 47.36%2026-10-30: 47.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.53%
53.19%
53.14%
55.32%
55.31%
54.54%
54.93%
53.42%
47.36%
47.48%