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BlackLine, Inc. Common Stock BL

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Market dataready · fetched 2026-11-12T15:08:02.265Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:07:34.368040928Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:08:01.720744+00:00

Share price$27.74
1D+2.6%
$27.04$27.25$27.46$27.66$27.875:30 AM6:30 AM9:00 AM1:00 PMBL
Sold putSold call

BlackLine, Inc. Common Stock options

Live interpolated BL call and put midpoint premiums by absolute delta.BlackLine, Inc. Common Stock$0.24$1.47$2.70$3.93$5.16$20.15$24.22$28.29$32.36$36.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BL spot · $27.74BL PRICE$0.45$0.60$0.75$0.87$0.91$0.95$1.00$1.04$1.33$1.69$2.06$2.42$2.79$0.37$0.49$0.62$0.74$0.87$1.03$1.37$1.72$2.06$2.41$2.75$3.70$4.81
PutsCheap0.54×
CallsExpensive1.12×
SkewBearish+0.54 pp
Implied moveBearish±$2.37
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.3687.4%14.7%25.4172.1%9.7%
25Δ30.8592.5%13.4%25.8471.2%8.6%
30Δ30.3397.6%12.1%26.2770.2%7.5%
35Δ29.8197.4%10.6%26.7069.3%6.4%
40Δ29.2687.6%8.8%27.1468.4%5.3%
45Δ28.7277.9%7.0%27.5768.1%4.3%
50Δ28.1868.1%5.2%28.0471.3%3.9%
55Δ27.6358.4%3.4%28.5074.4%3.4%
60Δ27.1658.8%2.7%28.9777.6%3.0%
65Δ26.7062.6%2.3%29.4380.8%2.6%
70Δ26.2466.4%2.0%29.9084.0%2.1%
75Δ25.7970.3%1.7%30.9493.7%1.8%
80Δ25.3374.1%1.4%32.13105.1%1.5%

20Δ

Calls
Pseudo strike
31.36
IV
87.4%
B/E move
14.7%
Puts
Pseudo strike
25.41
IV
72.1%
B/E move
9.7%

25Δ

Calls
Pseudo strike
30.85
IV
92.5%
B/E move
13.4%
Puts
Pseudo strike
25.84
IV
71.2%
B/E move
8.6%

30Δ

Calls
Pseudo strike
30.33
IV
97.6%
B/E move
12.1%
Puts
Pseudo strike
26.27
IV
70.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
29.81
IV
97.4%
B/E move
10.6%
Puts
Pseudo strike
26.70
IV
69.3%
B/E move
6.4%

40Δ

Calls
Pseudo strike
29.26
IV
87.6%
B/E move
8.8%
Puts
Pseudo strike
27.14
IV
68.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
28.72
IV
77.9%
B/E move
7.0%
Puts
Pseudo strike
27.57
IV
68.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
28.18
IV
68.1%
B/E move
5.2%
Puts
Pseudo strike
28.04
IV
71.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
27.63
IV
58.4%
B/E move
3.4%
Puts
Pseudo strike
28.50
IV
74.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
27.16
IV
58.8%
B/E move
2.7%
Puts
Pseudo strike
28.97
IV
77.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
26.70
IV
62.6%
B/E move
2.3%
Puts
Pseudo strike
29.43
IV
80.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
26.24
IV
66.4%
B/E move
2.0%
Puts
Pseudo strike
29.90
IV
84.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
25.79
IV
70.3%
B/E move
1.7%
Puts
Pseudo strike
30.94
IV
93.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.33
IV
74.1%
B/E move
1.4%
Puts
Pseudo strike
32.13
IV
105.1%
B/E move
1.5%

Options history

IV · four-Friday blend64.54%
Daily close
BL51.4%77.5%103.5%2026-08-14: 74.48%2026-08-17: 90.24%2026-08-18: 77.64%2026-08-19: 79.95%2026-08-20: 93.35%2026-08-21: 65.09%2026-08-24: 66.78%2026-08-25: 65.60%2026-08-26: 64.45%2026-08-27: 63.82%2026-08-28: 59.21%2026-08-31: 65.68%2026-09-01: 63.49%2026-09-02: 64.31%2026-09-03: 55.00%2026-09-04: 58.83%2026-09-08: 58.70%2026-09-09: 60.89%2026-09-10: 63.88%2026-09-11: 65.07%2026-09-14: 77.93%2026-09-15: 73.10%2026-09-16: 83.42%2026-09-18: 61.33%2026-09-21: 60.98%2026-09-22: 62.99%2026-09-23: 62.67%2026-09-24: 63.75%2026-09-25: 63.56%2026-09-28: 64.45%2026-09-29: 63.97%2026-09-30: 61.44%2026-10-01: 58.73%2026-10-02: 61.74%2026-10-05: 65.89%2026-10-06: 64.90%2026-10-07: 72.54%2026-10-08: 68.95%2026-10-09: 58.65%2026-10-12: 64.90%2026-10-13: 64.74%2026-10-14: 74.76%2026-10-15: 99.92%2026-10-16: 59.89%2026-10-19: 64.64%2026-10-20: 64.56%2026-10-21: 62.89%2026-10-22: 64.86%2026-10-23: 63.24%2026-10-26: 64.75%2026-10-27: 64.02%2026-10-28: 66.99%2026-10-29: 65.94%2026-10-30: 64.54%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
74.48%
90.24%
77.64%
79.95%
93.35%
65.09%
66.78%
65.60%
64.45%
63.82%
59.21%
65.68%
63.49%
64.31%
55.00%
58.83%
58.70%
60.89%
63.88%
65.07%
77.93%
73.10%
83.42%
61.33%
60.98%
62.99%
62.67%
63.75%
63.56%
64.45%
63.97%
61.44%
58.73%
61.74%
65.89%
64.90%
72.54%
68.95%
58.65%
64.90%
64.74%
74.76%
99.92%
59.89%
64.64%
64.56%
62.89%
64.86%
63.24%
64.75%
64.02%
66.99%
65.94%
64.54%