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BlackLine, Inc. Common Stock BL

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Market datapartial · fetched 2026-10-23T05:54:43.858Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:18:30.57589888Z

FundamentalsAlpha Vantage · unavailable

Share price$34.60
1D+8.2%
AH$31.47$32.30$33.14$33.97$34.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBL
Sold putSold callAH

BlackLine, Inc. Common Stock options

Live interpolated BL call and put midpoint premiums by absolute delta.BlackLine, Inc. Common Stock$0.73$3.14$5.55$7.96$10.37$24.06$28.97$33.88$38.79$43.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BL spot · $34.60BL PRICE$0.99$1.21$1.14$1.36$1.69$2.09$2.49$2.85$3.18$3.51$4.22$5.31$6.39$1.21$1.67$1.98$2.29$2.66$3.04$3.54$4.13$4.73$5.54$6.35$7.69$9.67
PutsExpensive1.75×
CallsExpensive1.48×
SkewBearish+10.06 pp
Implied moveBearish±$6.02
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5699.0%34.5%28.8792.8%20.1%
25Δ43.1595.5%28.2%29.9399.2%18.3%
30Δ39.1368.0%16.4%31.2394.0%15.5%
35Δ37.9566.4%13.6%32.5488.1%12.6%
40Δ37.0067.3%11.8%33.5584.6%10.7%
45Δ36.1969.8%10.6%34.5781.1%8.9%
50Δ35.3972.4%9.5%35.5679.3%7.4%
55Δ34.5772.2%8.1%36.5578.8%6.3%
60Δ33.7469.5%6.7%37.5478.4%5.2%
65Δ32.9166.8%5.3%38.6778.1%4.3%
70Δ31.8368.1%4.2%39.7977.8%3.4%
75Δ30.5273.2%3.6%41.3980.0%2.6%
80Δ29.2178.4%2.9%43.5985.1%2.0%

20Δ

Calls
Pseudo strike
45.56
IV
99.0%
B/E move
34.5%
Puts
Pseudo strike
28.87
IV
92.8%
B/E move
20.1%

25Δ

Calls
Pseudo strike
43.15
IV
95.5%
B/E move
28.2%
Puts
Pseudo strike
29.93
IV
99.2%
B/E move
18.3%

30Δ

Calls
Pseudo strike
39.13
IV
68.0%
B/E move
16.4%
Puts
Pseudo strike
31.23
IV
94.0%
B/E move
15.5%

35Δ

Calls
Pseudo strike
37.95
IV
66.4%
B/E move
13.6%
Puts
Pseudo strike
32.54
IV
88.1%
B/E move
12.6%

40Δ

Calls
Pseudo strike
37.00
IV
67.3%
B/E move
11.8%
Puts
Pseudo strike
33.55
IV
84.6%
B/E move
10.7%

45Δ

Calls
Pseudo strike
36.19
IV
69.8%
B/E move
10.6%
Puts
Pseudo strike
34.57
IV
81.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
35.39
IV
72.4%
B/E move
9.5%
Puts
Pseudo strike
35.56
IV
79.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
34.57
IV
72.2%
B/E move
8.1%
Puts
Pseudo strike
36.55
IV
78.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
33.74
IV
69.5%
B/E move
6.7%
Puts
Pseudo strike
37.54
IV
78.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
32.91
IV
66.8%
B/E move
5.3%
Puts
Pseudo strike
38.67
IV
78.1%
B/E move
4.3%

70Δ

Calls
Pseudo strike
31.83
IV
68.1%
B/E move
4.2%
Puts
Pseudo strike
39.79
IV
77.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
30.52
IV
73.2%
B/E move
3.6%
Puts
Pseudo strike
41.39
IV
80.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
29.21
IV
78.4%
B/E move
2.9%
Puts
Pseudo strike
43.59
IV
85.1%
B/E move
2.0%

Options history

BL62.7563.7064.662026-10-20: 64.53%2026-10-21: 62.88%Oct 20Oct 21
Table
DateIV
64.53%
62.88%