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Blackbaud, Inc. Common Stock BLKB

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Market datapartial · fetched 2026-10-22T05:15:11.084Z

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 · 2026-10-21T20:36:17.213076915Z

FundamentalsAlpha Vantage · unavailable

Share price$53.68
1D+0.5%
AH$53.31$53.62$53.94$54.25$54.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLKB
Sold putSold callAH

Blackbaud, Inc. Common Stock options

Live interpolated BLKB call and put midpoint premiums by absolute delta.Blackbaud, Inc. Common Stock$1.93$3.76$5.59$7.41$9.24$38.29$45.09$51.88$58.68$65.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLKB spot · $53.68BLKB PRICE$2.40$2.13$2.38$2.63$3.04$3.63$4.22$4.80$5.39$6.23$7.14$2.45$2.46$2.49$2.73$3.10$3.46$3.83$4.46$5.31$6.15$6.99$7.85$8.71
PutsExpensive1.80×
CallsExpensive1.40×
SkewBearish+7.66 pp
Implied moveBearish±$6.88
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.53122.7%25.3%
25Δ46.2896.3%18.4%
30Δ64.4694.7%24.6%48.9678.2%13.4%
35Δ59.1465.8%14.1%50.7668.9%10.5%
40Δ57.4961.1%11.5%51.9965.1%8.9%
45Δ55.8356.4%8.9%53.2261.2%7.3%
50Δ54.4754.2%7.1%54.4557.4%5.7%
55Δ53.4054.5%6.2%55.6755.8%4.6%
60Δ52.3354.8%5.3%56.8955.9%3.9%
65Δ51.2755.1%4.5%58.1256.0%3.2%
70Δ50.2055.4%3.6%59.3456.1%2.5%
75Δ49.0054.4%2.9%60.5254.5%1.9%
80Δ47.7553.0%2.3%61.6650.8%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.53
IV
122.7%
B/E move
25.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.28
IV
96.3%
B/E move
18.4%

30Δ

Calls
Pseudo strike
64.46
IV
94.7%
B/E move
24.6%
Puts
Pseudo strike
48.96
IV
78.2%
B/E move
13.4%

35Δ

Calls
Pseudo strike
59.14
IV
65.8%
B/E move
14.1%
Puts
Pseudo strike
50.76
IV
68.9%
B/E move
10.5%

40Δ

Calls
Pseudo strike
57.49
IV
61.1%
B/E move
11.5%
Puts
Pseudo strike
51.99
IV
65.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
55.83
IV
56.4%
B/E move
8.9%
Puts
Pseudo strike
53.22
IV
61.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
54.47
IV
54.2%
B/E move
7.1%
Puts
Pseudo strike
54.45
IV
57.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
53.40
IV
54.5%
B/E move
6.2%
Puts
Pseudo strike
55.67
IV
55.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
52.33
IV
54.8%
B/E move
5.3%
Puts
Pseudo strike
56.89
IV
55.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
51.27
IV
55.1%
B/E move
4.5%
Puts
Pseudo strike
58.12
IV
56.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
50.20
IV
55.4%
B/E move
3.6%
Puts
Pseudo strike
59.34
IV
56.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
49.00
IV
54.4%
B/E move
2.9%
Puts
Pseudo strike
60.52
IV
54.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
47.75
IV
53.0%
B/E move
2.3%
Puts
Pseudo strike
61.66
IV
50.8%
B/E move
1.4%

Options history

No recorded observations