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Blackbaud, Inc. Common Stock BLKB

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T13:59:05.522Z

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 · 2026-11-11T13:17:06.967605639Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:54:26.361393+00:00

Share price$54.30
1D
Price history unavailable.

Blackbaud, Inc. Common Stock options

Live interpolated BLKB call and put midpoint premiums by absolute delta.Blackbaud, Inc. Common Stock$2.37$3.08$3.78$4.48$5.18$49.40$51.81$54.23$56.64$59.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BLKB spot · $54.30BLKB PRICE$2.47$2.50$2.92$3.33$3.74$4.15$4.56$4.98$2.45$2.45$2.45$2.46$2.47$2.48$2.49
Puts——
Calls——
Skew——
Implied moveBalanced±$5.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.02216.8%25.3%
25Δ46.75169.6%18.4%
30Δ65.22174.8%24.7%49.68133.3%13.0%
35Δ51.00116.1%10.6%
40Δ52.12101.2%8.6%
45Δ53.2586.3%6.5%
50Δ54.8077.4%5.5%54.3771.5%4.5%
55Δ54.0175.6%4.8%
60Δ53.2273.8%4.1%
65Δ52.4272.0%3.4%
70Δ51.6370.2%2.7%
75Δ50.8468.3%2.0%
80Δ50.0566.5%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.02
IV
216.8%
B/E move
25.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.75
IV
169.6%
B/E move
18.4%

30Δ

Calls
Pseudo strike
65.22
IV
174.8%
B/E move
24.7%
Puts
Pseudo strike
49.68
IV
133.3%
B/E move
13.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.00
IV
116.1%
B/E move
10.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.12
IV
101.2%
B/E move
8.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.25
IV
86.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
54.80
IV
77.4%
B/E move
5.5%
Puts
Pseudo strike
54.37
IV
71.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
54.01
IV
75.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
53.22
IV
73.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
52.42
IV
72.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
51.63
IV
70.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.84
IV
68.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.05
IV
66.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.67%
Daily close
BLKB40.6%79.0%117.4%2026-08-13: 65.80%2026-08-17: 76.28%2026-08-18: 71.58%2026-08-19: 88.61%2026-08-21: 49.09%2026-08-24: 49.94%2026-08-25: 49.43%2026-08-26: 49.39%2026-08-27: 45.89%2026-08-28: 46.23%2026-08-31: 50.06%2026-09-01: 49.54%2026-09-03: 50.05%2026-09-09: 60.04%2026-09-10: 61.92%2026-09-11: 57.50%2026-09-16: 84.23%2026-09-17: 112.13%2026-09-18: 52.58%2026-09-21: 50.29%2026-09-23: 51.86%2026-09-24: 51.41%2026-09-25: 48.72%2026-09-28: 56.08%2026-09-29: 55.46%2026-09-30: 56.55%2026-10-01: 57.10%2026-10-02: 62.29%2026-10-06: 51.55%2026-10-09: 60.01%2026-10-15: 99.40%2026-10-16: 49.07%2026-10-19: 49.81%2026-10-20: 48.33%2026-10-21: 49.18%2026-10-22: 49.68%2026-10-23: 49.93%2026-10-26: 49.02%2026-10-27: 50.97%2026-10-28: 48.97%2026-10-29: 48.61%2026-10-30: 48.67%Aug 13Sep 23Oct 30
42 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
65.80%
76.28%
71.58%
88.61%
49.09%
49.94%
49.43%
49.39%
45.89%
46.23%
50.06%
49.54%
50.05%
60.04%
61.92%
57.50%
84.23%
112.13%
52.58%
50.29%
51.86%
51.41%
48.72%
56.08%
55.46%
56.55%
57.10%
62.29%
51.55%
60.01%
99.40%
49.07%
49.81%
48.33%
49.18%
49.68%
49.93%
49.02%
50.97%
48.97%
48.61%
48.67%