Q2 (QTWO) Options Chain
NYSE: QTWOTechnologyComputer Software: Prepackaged SoftwareUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
After hours: 58.60 0.00%
Expiration date
- Expiration
- May 21, 2027
- Days to expiration
- 224
- Share price
- $58.60
- Put/call ratio (OI)
- 0.10
- Put/call ratio (volume)
- 2.00
- Expected move
- ±$28.22
- Open interest (C / P)
- 42 / 4
QTWO options summary
The QTWO options chain for the May 21, 2027 expiration lists 1 call and 2 put contracts, with 224 days until expiration. Open interest stands at 42 calls and 4 puts, a put/call ratio of 0.10, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $50.00 strike is 61.5%, which implies the market expects a move of about ±$28.22 (48.2%) in Q2 stock by expiration.
The most open interest sits at the $50.00 call (42 contracts) and the $40.00 put (3 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
QTWO options chain · May 21, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 35.00 | 0.75 | 2.15 | 1.20 | |||||
| — | — | — | 40.00 | 1.30 | 3.10 | 1.95 | |||||
| 13.50 | 13.90 | 16.50 | 50.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the QTWO put/call ratio?
For the May 21, 2027 expiration, the QTWO put/call ratio based on open interest is 0.10 (4 puts vs 42 calls), and 2.00 based on today's volume. A ratio above 1 means more puts than calls.
What is QTWO's implied volatility?
At-the-money implied volatility for QTWO options expiring May 21, 2027 is about 61.5%, an annualized estimate of how much the market expects Q2 stock to move.
How many QTWO option expiration dates are there?
QTWO has 5 listed expiration dates, from Oct 16, 2026 to Dec 17, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.