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 $72 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $76 ยท Jul '26
Qty 1 ยท Premium $8.22 ยท ฮ -0.42
SHORT PUT ยท $72 ยท Jun '26
Qty 1 ยท Premium $5.03 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If QLYS hits $72 by Jun 19: the diagonal put spread returns +$357 (111.9%) on $319 risked, vs $-420 (-5.5%) for 100 shares on $7,620. Options give 20.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if QLYS is at $72. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if QLYS hits $72 by Jun 19
+$357
+111.9% on $319 risked
Max Profit
+$345
If the stock price is favorable
Max Loss
โ$294
Worst-case within chart range
Break-even
$79.63
+4.5% from spot
Prob. of Target Hit
82%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-7.38 / 0.68 / 3.14
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%) | +$73 | +$91 | +$113 | +$96 |
| $65 (-15%) | +$63 | +$87 | +$124 | +$149 |
| $69 (-10%) | +$48 | +$74 | +$119 | +$238 |
| $72 (-6%) โ target | +$29 | +$53 | +$99 | +$357 |
| $75 (-2%) | +$11 | +$32 | +$72 | +$209 |
| $76 (0%) โ spot | -$0 | +$19 | +$54 | +$137 |
| $78 (+2%) | -$12 | +$5 | +$33 | +$71 |
| $80 (+5%) | -$30 | -$18 | +$0 | -$13 |
| $84 (+10%) | -$61 | -$57 | -$57 | -$121 |
| $88 (+15%) | -$92 | -$97 | -$113 | -$195 |
| $91 (+20%) | -$122 | -$134 | -$162 | -$244 |
Uses QLYS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.