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Blackrock, Inc. BLK

i

Market dataready · fetched 2026-11-09T20:59:16.453Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:59:15.033239358Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-09T20:59:15.939926+00:00

Share price$1,216.52
1D+1.6%
$1,193$1,202$1,211$1,220$1,2295:30 AM6:30 AM9:00 AM1:00 PMBLK
Sold putSold call

Blackrock, Inc. options

Live interpolated BLK call and put midpoint premiums by absolute delta.Blackrock, Inc.$3.67$14.45$25.22$36.00$46.77$1140.56$1178.01$1215.47$1252.92$1290.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLK spot · $1216.52BLK PRICE$4.84$6.27$8.29$10.48$12.25$14.89$17.66$20.74$24.27$28.13$32.82$37.36$43.67$4.95$6.16$8.05$9.68$11.57$14.03$16.30$18.53$21.09$24.64$27.68$32.33$38.49
PutsCheap0.87×
CallsCheap0.76×
SkewBullish-4.38 pp
Implied moveBullish±$33.96
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1255.6734.6%3.6%1181.7634.2%3.3%
25Δ1247.2033.5%3.0%1190.8831.8%2.6%
30Δ1241.4934.8%2.7%1196.2532.6%2.3%
35Δ1235.7135.6%2.4%1202.4531.6%2.0%
40Δ1229.1834.4%2.0%1207.7431.3%1.7%
45Δ1223.6835.2%1.8%1212.8731.7%1.5%
50Δ1218.0535.6%1.6%1217.8531.4%1.2%
55Δ1212.3335.8%1.4%1222.7630.6%1.0%
60Δ1206.4036.3%1.2%1227.5730.1%0.8%
65Δ1200.2736.5%1.0%1232.8730.4%0.7%
70Δ1193.5537.1%0.8%1237.8129.7%0.5%
75Δ1186.9636.7%0.6%1243.9230.0%0.4%
80Δ1178.9537.1%0.5%1251.3830.8%0.3%

20Δ

Calls
Pseudo strike
1255.67
IV
34.6%
B/E move
3.6%
Puts
Pseudo strike
1181.76
IV
34.2%
B/E move
3.3%

25Δ

Calls
Pseudo strike
1247.20
IV
33.5%
B/E move
3.0%
Puts
Pseudo strike
1190.88
IV
31.8%
B/E move
2.6%

30Δ

Calls
Pseudo strike
1241.49
IV
34.8%
B/E move
2.7%
Puts
Pseudo strike
1196.25
IV
32.6%
B/E move
2.3%

35Δ

Calls
Pseudo strike
1235.71
IV
35.6%
B/E move
2.4%
Puts
Pseudo strike
1202.45
IV
31.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
1229.18
IV
34.4%
B/E move
2.0%
Puts
Pseudo strike
1207.74
IV
31.3%
B/E move
1.7%

45Δ

Calls
Pseudo strike
1223.68
IV
35.2%
B/E move
1.8%
Puts
Pseudo strike
1212.87
IV
31.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
1218.05
IV
35.6%
B/E move
1.6%
Puts
Pseudo strike
1217.85
IV
31.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
1212.33
IV
35.8%
B/E move
1.4%
Puts
Pseudo strike
1222.76
IV
30.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
1206.40
IV
36.3%
B/E move
1.2%
Puts
Pseudo strike
1227.57
IV
30.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
1200.27
IV
36.5%
B/E move
1.0%
Puts
Pseudo strike
1232.87
IV
30.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
1193.55
IV
37.1%
B/E move
0.8%
Puts
Pseudo strike
1237.81
IV
29.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
1186.96
IV
36.7%
B/E move
0.6%
Puts
Pseudo strike
1243.92
IV
30.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
1178.95
IV
37.1%
B/E move
0.5%
Puts
Pseudo strike
1251.38
IV
30.8%
B/E move
0.3%

Options history

IV · four-Friday blend30.09%
Daily close
BLK20.3%33.3%46.3%2026-08-11: 24.70%2026-08-12: 22.54%2026-08-13: 23.88%2026-08-14: 22.07%2026-08-17: 23.90%2026-08-18: 24.57%2026-08-19: 25.36%2026-08-20: 25.22%2026-08-21: 23.13%2026-08-24: 23.77%2026-08-25: 23.54%2026-08-26: 23.85%2026-08-27: 24.17%2026-08-28: 22.93%2026-08-31: 24.03%2026-09-01: 24.89%2026-09-02: 25.04%2026-09-03: 25.64%2026-09-04: 23.96%2026-09-08: 27.32%2026-09-09: 27.30%2026-09-10: 28.19%2026-09-11: 24.72%2026-09-14: 28.14%2026-09-15: 29.98%2026-09-16: 29.85%2026-09-17: 27.85%2026-09-18: 27.13%2026-09-21: 28.95%2026-09-22: 29.65%2026-09-23: 29.86%2026-09-24: 30.80%2026-09-25: 31.19%2026-09-28: 33.67%2026-09-29: 33.99%2026-09-30: 32.40%2026-10-01: 34.16%2026-10-02: 33.00%2026-10-05: 34.47%2026-10-06: 34.46%2026-10-07: 35.80%2026-10-08: 38.65%2026-10-09: 37.69%2026-10-12: 41.97%2026-10-13: 44.49%2026-10-14: 33.30%2026-10-15: 31.66%2026-10-16: 29.26%2026-10-19: 29.22%2026-10-20: 28.64%2026-10-21: 28.03%2026-10-22: 31.10%2026-10-23: 28.90%2026-10-26: 29.91%2026-10-27: 29.63%2026-10-28: 29.87%2026-10-29: 28.02%2026-10-30: 30.09%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
24.70%
22.54%
23.88%
22.07%
23.90%
24.57%
25.36%
25.22%
23.13%
23.77%
23.54%
23.85%
24.17%
22.93%
24.03%
24.89%
25.04%
25.64%
23.96%
27.32%
27.30%
28.19%
24.72%
28.14%
29.98%
29.85%
27.85%
27.13%
28.95%
29.65%
29.86%
30.80%
31.19%
33.67%
33.99%
32.40%
34.16%
33.00%
34.47%
34.46%
35.80%
38.65%
37.69%
41.97%
44.49%
33.30%
31.66%
29.26%
29.22%
28.64%
28.03%
31.10%
28.90%
29.91%
29.63%
29.87%
28.02%
30.09%