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 $88 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $76 ยท Jun '26
Qty 1 ยท Premium $7.79 ยท ฮ 0.57
LONG PUT ยท $76 ยท Jun '26
Qty 1 ยท Premium $6.97 ยท ฮ -0.43
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If QLYS hits $88 by Jun 19: the long straddle returns $-276 (-18.7%) on $1,476 risked, vs +$1,180 (15.5%) for 100 shares on $7,620. Options give 1.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if QLYS is at $88. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if QLYS hits $88 by Jun 19
$-276
-18.7% on $1,476 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,476
Both premiums paid
Break-even
$90.76
+19.1% from spot
Prob. of Target Hit
53%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
13.24 / -10.88 / 25.69
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%) | +$316 | +$182 | +$61 | +$28 |
| $65 (-15%) | +$139 | -$41 | -$236 | -$353 |
| $69 (-10%) | +$27 | -$194 | -$460 | -$734 |
| $72 (-5%) | -$19 | -$269 | -$587 | -$1,115 |
| $75 (-2%) | -$16 | -$275 | -$613 | -$1,344 |
| $76 (0%) โ spot | -$0 | -$264 | -$608 | -$1,456 |
| $78 (+2%) | +$24 | -$241 | -$586 | -$1,304 |
| $80 (+5%) | +$80 | -$185 | -$524 | -$1,075 |
| $84 (+10%) | +$215 | -$39 | -$349 | -$694 |
| $88 (+15%) โ target | +$419 | +$186 | -$76 | -$276 |
| $91 (+20%) | +$624 | +$413 | +$195 | +$68 |
Uses QLYS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.