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Blend Labs Inc BLND

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T09:54:58.223Z

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 · 2026-10-21T23:46:37.979463441Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:48:05.415135+00:00

Share price$1.08
1D+2.8%
AH$1.02$1.05$1.08$1.10$1.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLND
Sold putSold callAH

Blend Labs Inc options

Live interpolated BLND call and put midpoint premiums by absolute delta.Blend Labs Inc$0.08$0.75$1.42$2.09$2.76$-0.04$0.53$1.11$1.69$2.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLND spot · $1.08BLND PRICE$0.15$0.18$0.18$0.18$0.19$0.19$0.20$0.20$0.38$0.38$0.38$0.39$0.40$0.41$0.42$0.44$0.45$0.46$0.47$1.69$2.56
PutsExpensive2.94×
CallsExpensive3.18×
SkewBullish-19.85 pp
Implied moveBearish±$0.61
TiltBearish71.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.82525.3%58.9%
25Δ0.94419.6%47.5%
30Δ4.53437.6%333.7%1.03356.3%40.0%
35Δ4.70451.2%351.9%1.08331.2%35.9%
40Δ4.10399.2%296.2%1.14306.1%31.8%
45Δ3.49347.3%240.5%1.19281.0%27.7%
50Δ2.89295.3%184.7%1.25255.9%23.6%
55Δ2.28243.4%129.0%1.31230.8%19.5%
60Δ1.68191.5%73.3%1.36205.7%15.4%
65Δ1.07139.5%17.6%1.42180.6%11.4%
70Δ1.47155.5%7.3%
75Δ2.70247.8%6.2%
80Δ3.58316.5%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
525.3%
B/E move
58.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.94
IV
419.6%
B/E move
47.5%

30Δ

Calls
Pseudo strike
4.53
IV
437.6%
B/E move
333.7%
Puts
Pseudo strike
1.03
IV
356.3%
B/E move
40.0%

35Δ

Calls
Pseudo strike
4.70
IV
451.2%
B/E move
351.9%
Puts
Pseudo strike
1.08
IV
331.2%
B/E move
35.9%

40Δ

Calls
Pseudo strike
4.10
IV
399.2%
B/E move
296.2%
Puts
Pseudo strike
1.14
IV
306.1%
B/E move
31.8%

45Δ

Calls
Pseudo strike
3.49
IV
347.3%
B/E move
240.5%
Puts
Pseudo strike
1.19
IV
281.0%
B/E move
27.7%

50Δ

Calls
Pseudo strike
2.89
IV
295.3%
B/E move
184.7%
Puts
Pseudo strike
1.25
IV
255.9%
B/E move
23.6%

55Δ

Calls
Pseudo strike
2.28
IV
243.4%
B/E move
129.0%
Puts
Pseudo strike
1.31
IV
230.8%
B/E move
19.5%

60Δ

Calls
Pseudo strike
1.68
IV
191.5%
B/E move
73.3%
Puts
Pseudo strike
1.36
IV
205.7%
B/E move
15.4%

65Δ

Calls
Pseudo strike
1.07
IV
139.5%
B/E move
17.6%
Puts
Pseudo strike
1.42
IV
180.6%
B/E move
11.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.47
IV
155.5%
B/E move
7.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.70
IV
247.8%
B/E move
6.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.58
IV
316.5%
B/E move
5.8%

Options history

No recorded observations