QLYS Moves

Qualys QLYS 210.89 0.32 0.15%

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Expected move

November 04, 2026 close · $210.87

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$5.59	$205.28 – $216.46	$204.17 – $217.58	$198.89 – $222.85
2 sessions	±3.7% ±$7.76	$203.11 – $218.63	$201.47 – $220.28	$194.13 – $227.61
3 sessions	±4.6% ±$9.79	$201.09 – $220.66	$199.21 – $222.53	$190.04 – $231.71
1 week Earnings	±11.4% ±$24.06	$186.81 – $234.93	$180.99 – $240.75	$160.28 – $261.46
2 weeks Earnings	±13.0% ±$27.50	$183.37 – $238.37	$176.90 – $244.84	$152.90 – $268.84
3 weeks Earnings	±14.4% ±$30.39	$180.49 – $241.26	$173.25 – $248.49	$147.02 – $274.72
1 month Earnings	±15.8% ±$33.42	$177.45 – $244.29	$169.39 – $252.35	$140.59 – $281.16

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. QLYS reports in 4 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±10.31%

Average actual move

6.61%

Beyond the implied move

1 / 4

Median IV change

-37.46%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±11.61%	-1.41%	0.12×	86.9% → 54.4%
August 06, 2025	±9.42%	-0.21%	0.02×	—
May 07, 2025	±9.70%	+0.64%	0.07×	—
November 06, 2024	±10.53%	+24.18%	2.30×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →