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QLYSQualys, Inc. Common Stock

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $6.5B|NASDAQ
● 2026-08-31$187.05
BULLISH
Analysis: 2026-08-28 EOD data
1Y +39.8%YTD +42.8%7D +4.8%
103
30D
±13.0%
16%

QLYS Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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QLYS Gamma Walls

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Value

Is IV priced right?

7.5
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 73.7% — elevated vs history

<1.05x

IV/HV 0.74x — IV ≤ HV

Sector Relative≤50%

Sector percentile 37% — below sector median

<1.1x

Front/Back 0.90x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 47.8% — normal range

<80%

Effective IV 72.0% (ATM 47.8% + spread 12.1% + bias) — fair

<3.0%

Total drag 15.49% (spread 12.08% + slippage 3.41%) — high friction

≥5.0

Vega efficiency 33.42 (vega 40.366 / spread 12.08%) — efficient

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -1%, Raw: +3%)
|net sentiment| ≥25%

Conviction-weighted: -1% (neutral) — Raw: +3%

≥15%

|OI skew| 30.4% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +84.5%, OI skew +30.4% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +4%, ATM: +60%, OTM: -4% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 14% — very bullish vs sector

Activity

Unusual activity?

2.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.9% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +6.8% (5d) — building

Sector Relative≥60%

Sector activity percentile 25% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 36% — patient

≥30

Conviction -1 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.8
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 12.1% — wide

≥10,000

OI 10,945 — adequate

≥500

Volume 103/day — thin

≤$0.50

$0.60 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 62% — wider than sector

≥100 contracts

Depth 24.700000000000003 contracts (bid:9.3 ask:15.4) — thin

<1.0%

Avg slippage 3.41% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -9.9% — contango

<30 or >70

IV percentile 74% — seller opportunity

≥10pts kink

IV kink -2.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 405.69 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -1% @ 50% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls7.2
bullishIV cheap, bullish flow
Long Puts5.3
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, bullish flow
Covered Call3.5
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on QLYS

QLYS gamma wallsQLYS max painQLYS IV rankQLYS options flow