QLYSQualys, Inc. Common Stock
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $3.1B|NASDAQ
● 2026-05-15$86.73
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -36.2%YTD -33.8%7D -8.0%
Options Vol
54
30D
Implied Move
±8.6%
IV Rank
53%
QLYS Options Overview
Mixed signals. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 63.3% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.09x — IV premium over HV
Sector Relative≤50%
Sector percentile 26% — below sector median
Term Structure
<1.1xFront/Back 0.96x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 51.6% — normal range
Spread-Adjusted Value
<80%Effective IV 104.6% (ATM 51.6% + spread 26.5% + bias) — expensive
Execution Efficiency
<3.0%Total drag 33.97% (spread 26.48% + slippage 7.49%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.49 (vega 1.303 / spread 26.48%) — spread drag
Sentiment
Bullish or bearish?
4.6
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -40%, Raw: -48%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -40% (strong bearish) — Raw: -48%
OI Skew Magnitude
≥15%|OI skew| 46.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +7.4%, OI skew +46.5% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 35%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -33%, ATM: +17%, OTM: -74% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 75% — very bearish vs sector
Activity
Unusual activity?
2.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.2x avg — normal
Turnover Rate
≥15%Vol/OI 0.6% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -1.6% (5d) — stable
Sector Relative≥60%
Sector activity percentile 11% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction -40 (bearish) — moderate
Liquidity
Can I trade efficiently?
2.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 26.5% — wide
Adequate OI
≥10,000OI 9,434 — thin
Active Volume
≥500Volume 54/day — thin
Reasonable Cost
≤$0.50$1.32 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 59% — neutral vs sector
Order Book Depth
≥100 contractsDepth 49.1 contracts (bid:23.0 ask:26.1) — thin
Execution Quality
<1.0%Avg slippage 7.49% — poor
Timing
Is now a good time?
7.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -4.4% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 63% — neutral
Event Detection
≥10pts kinkIV kink -1.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 4.05 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -40% @ 69% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts5.2
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.7
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.