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Blackbaud Inc BLKB

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T08:08:03.272Z

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 · 2026-10-22T20:19:21.504933863Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T08:08:02.886477+00:00

Share price$57.60
1D+5.8%
AH$54.20$55.11$56.03$56.94$57.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLKB
Sold putSold callAH

Blackbaud Inc options

Live interpolated BLKB call and put midpoint premiums by absolute delta.Blackbaud Inc$1.98$4.91$7.83$10.76$13.69$37.97$45.60$53.23$60.86$68.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLKB spot · $57.60BLKB PRICE$2.30$2.45$2.45$2.52$2.67$2.83$2.98$3.14$3.29$3.45$2.45$2.46$2.53$2.59$3.33$4.12$4.92$5.82$7.28$8.74$10.58$12.84
PutsExpensive2.04×
CallsExpensive1.11×
SkewBearish+26.74 pp
Implied moveBearish±$7.59
TiltBearish41.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.17117.3%24.1%
25Δ50.2690.3%17.0%
30Δ67.5785.0%21.3%52.5376.6%13.2%
35Δ64.1073.0%15.5%54.8062.9%9.4%
40Δ61.4859.9%11.0%56.2163.2%8.2%
45Δ59.6650.8%8.0%57.5464.9%7.3%
50Δ58.8947.0%6.9%58.8766.5%6.3%
55Δ58.1143.2%5.8%60.2868.4%5.4%
60Δ57.3439.4%4.7%62.1571.3%4.7%
65Δ56.5635.5%3.6%64.0374.3%4.0%
70Δ55.7931.7%2.6%66.2877.2%3.3%
75Δ55.0127.9%1.5%68.9380.2%2.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.17
IV
117.3%
B/E move
24.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.26
IV
90.3%
B/E move
17.0%

30Δ

Calls
Pseudo strike
67.57
IV
85.0%
B/E move
21.3%
Puts
Pseudo strike
52.53
IV
76.6%
B/E move
13.2%

35Δ

Calls
Pseudo strike
64.10
IV
73.0%
B/E move
15.5%
Puts
Pseudo strike
54.80
IV
62.9%
B/E move
9.4%

40Δ

Calls
Pseudo strike
61.48
IV
59.9%
B/E move
11.0%
Puts
Pseudo strike
56.21
IV
63.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
59.66
IV
50.8%
B/E move
8.0%
Puts
Pseudo strike
57.54
IV
64.9%
B/E move
7.3%

50Δ

Calls
Pseudo strike
58.89
IV
47.0%
B/E move
6.9%
Puts
Pseudo strike
58.87
IV
66.5%
B/E move
6.3%

55Δ

Calls
Pseudo strike
58.11
IV
43.2%
B/E move
5.8%
Puts
Pseudo strike
60.28
IV
68.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
57.34
IV
39.4%
B/E move
4.7%
Puts
Pseudo strike
62.15
IV
71.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
56.56
IV
35.5%
B/E move
3.6%
Puts
Pseudo strike
64.03
IV
74.3%
B/E move
4.0%

70Δ

Calls
Pseudo strike
55.79
IV
31.7%
B/E move
2.6%
Puts
Pseudo strike
66.28
IV
77.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
55.01
IV
27.9%
B/E move
1.5%
Puts
Pseudo strike
68.93
IV
80.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

BLKB48.2648.8249.372026-10-20: 48.34%2026-10-21: 49.30%Oct 20Oct 21
Table
DateIV
48.34%
49.30%