QLYSQualys, Inc. Common Stock
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $3.9B|NASDAQ
● 2026-06-09$110.31
BULLISH
Analysis: 2026-06-08 EOD data
1Y -22.2%YTD -15.8%7D -2.7%
Options Vol
42
30D
Implied Move
±17.4%
IV Rank
60%
QLYS Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.8
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 73.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.01x — IV ≤ HV
Sector Relative≤50%
Sector percentile 32% — below sector median
Term Structure
<1.1xFront/Back 1.13x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 54.9% — normal range
Spread-Adjusted Value
<80%Effective IV 101.4% (ATM 54.9% + spread 23.3% + bias) — expensive
Execution Efficiency
<3.0%Total drag 32.87% (spread 23.26% + slippage 9.61%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.12 (vega 7.256 / spread 23.26%) — spread drag
Sentiment
Bullish or bearish?
6.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Moderate signal (Conviction: +63%, Raw: +55%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +63% (strong bullish) — Raw: +55%
OI Skew Magnitude
≥15%|OI skew| 42.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -19.0%, OI skew +42.0% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +0%, ATM: +20%, OTM: +62% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 93% — very bearish vs sector
Activity
Unusual activity?
3.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.1x avg — normal
Turnover Rate
≥15%Vol/OI 0.4% — 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 +8.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 14% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 31% — patient
Flow Conviction
≥30Conviction +63 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
2.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 23.3% — wide
Adequate OI
≥10,000OI 11,098 — adequate
Active Volume
≥500Volume 42/day — thin
Reasonable Cost
≤$0.50$1.16 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 61% — wider than sector
Order Book Depth
≥100 contractsDepth 38.9 contracts (bid:18.2 ask:20.7) — thin
Execution Quality
<1.0%Avg slippage 9.61% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +12.8% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 73% — seller opportunity
Event Detection
≥10pts kinkIV kink 8.3pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 31.98 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +63% @ 80% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.4
bullishIV fair, bullish flow
Long Puts4.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.