Target Price Playground
QLYS
$76.20
๐ข
QLYS IV: 52.7% โ LOW
(-29.5% vs 30d avg of 74.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $82 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $76.2 ยท ฮ 1.00
SHORT CALL ยท $82 ยท Jun '26
Qty 1 ยท Premium $5.37 ยท ฮ 0.44
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If QLYS hits $82 by Jun 19: the covered call returns +$1,117 (15.8%) on $7,083 risked, vs +$580 (7.6%) for 100 shares on $7,620. Options give 2.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if QLYS is at $82. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if QLYS hits $82 by Jun 19
+$1,117
+15.8% on $7,083 risked
Max Profit
+$1,117
If the stock โฅ $82 at expiry
Max Loss
โ$7,083
If stock โ $0 (minus premium received)
Break-even
$70.83
-7.04% from spot
Prob. of Target Hit
76%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
55.73 / 5.84 / -12.89
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| QLYS Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $61 (-20%) | -$1,087 | -$1,033 | -$994 | -$987 |
| $65 (-15%) | -$773 | -$696 | -$629 | -$606 |
| $69 (-10%) | -$486 | -$385 | -$282 | -$225 |
| $72 (-5%) | -$227 | -$105 | +$35 | +$156 |
| $75 (-2%) | -$87 | +$46 | +$207 | +$385 |
| $76 (0%) โ spot | +$0 | +$140 | +$311 | +$537 |
| $78 (+2%) | +$83 | +$227 | +$408 | +$689 |
| $80 (+5%) | +$198 | +$348 | +$539 | +$918 |
| $82 (+8%) โ target | +$289 | +$442 | +$638 | +$1,117 |
| $84 (+10%) | +$365 | +$520 | +$717 | +$1,117 |
| $88 (+15%) | +$505 | +$658 | +$848 | +$1,117 |
| $91 (+20%) | +$621 | +$767 | +$940 | +$1,117 |
Uses QLYS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.