Target Price Playground
QLYS
$76.20
๐ข
QLYS IV: 56.8% โ LOW
(-24.1% 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 $84 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 + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $76.2 ยท ฮ 1.00
LONG PUT ยท $72 ยท Jun '26
Qty 1 ยท Premium $5.03 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If QLYS hits $84 by Jun 19: the protective put returns +$277 (3.4%) on $8,123 risked, vs +$780 (10.2%) for 100 shares on $7,620. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if QLYS is at $84. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if QLYS hits $84 by Jun 19
+$277
+3.4% on $8,123 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$923
Put floors you at $72
Break-even
$81.23
+6.6% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
65.1 / -4.75 / 12.08
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%) | -$732 | -$805 | -$884 | -$923 |
| $65 (-15%) | -$600 | -$694 | -$809 | -$923 |
| $69 (-10%) | -$434 | -$542 | -$683 | -$923 |
| $72 (-5%) | -$233 | -$348 | -$502 | -$884 |
| $75 (-2%) | -$96 | -$213 | -$366 | -$655 |
| $76 (0%) โ spot | +$0 | -$115 | -$265 | -$503 |
| $78 (+2%) | +$101 | -$12 | -$157 | -$351 |
| $80 (+5%) | +$262 | +$152 | +$19 | -$122 |
| $84 (+10%) โ target | +$563 | +$464 | +$354 | +$277 |
| $88 (+15%) | +$856 | +$770 | +$682 | +$640 |
| $91 (+20%) | +$1,181 | +$1,108 | +$1,043 | +$1,021 |
Uses QLYS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.