What move does the options market price into Qualys's report?

Implied ±9.3%, either direction.

How often does Qualys move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

QLYSNasdaqServices-Prepackaged Software

Qualys, Inc. (QLYS) earnings date, market-implied expected move, and options open interest by expiry

210.57

pre 214.45 +1.84%

Pre-market07:19 ETdelayed

Open212.02Volume697,370Mkt cap$7.3BP/E36.91EPS5.81

Day212.02 – 216.5054%52-wk74.51 – 235.5587%

QLYS

Qualys, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.3%implied · report alone

8Q avg ±9.7%·×0.96·fair

190.88230.26

straddle ±12.5%

spot 210.57exp Nov 20ATM strike 210ATM straddle 30.85IV 85%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 5 days

confirmedQ3 FY26

Calendar

Next report

Last report

+13.78%

vs ±11.0% implied · ×1.25

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+10.22%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

437 managers

Top fund weight

0.15%

QLYS weight · IWM

N-PORTJun 30 '26

5 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Qualys (QLYS) reports on Nov 9 after close (confirmed date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±9.0%
avg realized: ±9.7%

Nov 5 '24Nov 5 '24confirmed±8.7%▲+24.18%×2.79

Feb 6 '25Feb 6 '25confirmed±9.4%▼−3.65%×0.39

May 6 '25May 6 '25confirmed±8.9%▲+0.64%×0.07

Aug 5 '25Aug 5 '25confirmed±8.1%▼−0.21%×0.03

Nov 4 '25Nov 4 '25confirmed±7.7%▲+20.56%×2.67

Feb 5 '26Feb 5 '26confirmed±8.7%▼−13.31%×1.53

Q1 FY26May 5 '26confirmed±9.2%▼−1.41%×0.15

Q2 FY26Aug 4 '26confirmed±11.0%▲+13.78%×1.25

quarterimplied−25%0+25%realized×

Q2 FY26±11.0%▲+13.78%×1.25

Q1 FY26±9.2%▼−1.41%×0.15

Feb '26±8.7%▼−13.31%×1.53

Nov '25±7.7%▲+20.56%×2.67

Aug '25±8.1%▼−0.21%×0.03

May '25±8.9%▲+0.64%×0.07

2 older reports

Feb '25±9.4%▼−3.65%×0.39

Nov '24±8.7%▲+24.18%×2.79

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

1.31OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

679+129%Nov 2016d518+9%

945+14%Dec 1844d0.521,828+3%0.52

1,5060%Mar 19135d2.95510+114%2.95

ExpiryPutsCallsP/C

Nov 2016d679+129%518+9%1.31

Dec 1844d945+14%1,828+3%0.52

Mar 19135d1,5060%510+114%2.95

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±12.5%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

28.77%as filednet margin · revenue +3.72% QoQ · +11.04% YoY

Revenue

$182M+3.72% QoQ

Gross profit

$152M+4.31% QoQ

83.40% margin

Operating income

$62M+1.67% QoQ

33.98% margin

Pre-tax income

$67M+3.19% QoQ

Net income

$52M+3.48% QoQ

28.77% margin

Cost of revenue

$30M+0.85% QoQ

Operating expenses

$90M+6.21% QoQ

Marketing $41M

R&D $31M

SG&A $18M

Tax

$15M+2.17% QoQ

Other income

$5M+25.72% QoQ

Revenue$182M+3.72%

Gross profit

$152M+4.31%

83.40% margin

Operating income

$62M+1.67%

33.98% margin

Pre-tax income

$67M+3.19%

Net income

$52M+3.48%

28.77% margin

Cost of revenue

$30M+0.85%

Operating expenses

$90M+6.21%

Marketing $41M

R&D $31M

SG&A $18M

Other income$5M+25.72%

Tax$15M+2.17%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 07:15 ET

Intraday

Event sensitivity

PPI ×1.33· ±2.3% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.3%5 of 10×1.33

GDPgross domestic product±2.3%10 of 19×1.31

CPIconsumer prices±2.2%5 of 10×1.27

PCEpersonal income & outlays±2.2%10 of 19×1.27

CPROFcorporate profits±2.2%8 of 12×1.24

NFPjobs report±1.6%3 of 10×0.89

FOMCrate decision±1.5%11 of 24×0.88

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 1.50 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	1.50	—
Q1 FY26	May 5 '26 · confirmed	1.42	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod