Share price$1.08
1D+0.5%
Sold putSold call
Blend Labs, Inc. BLND
i
Market dataready · fetched 2026-11-11T14:56:57.190Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T14:56:55.179389419Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:56:56.647437+00:00
Blend Labs, Inc. options
PutsExpensive3.14×
Calls——
Skew——
Implied moveBearish±$0.49
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.74 | 687.0% | 59.9% | |||
| 25Δ | 0.87 | 625.6% | 48.3% | |||
| 30Δ | 1.00 | 565.5% | 37.0% | |||
| 35Δ | 1.44 | 262.6% | 41.3% | 1.06 | 529.4% | 33.4% |
| 40Δ | 1.37 | 241.9% | 35.8% | 1.11 | 493.4% | 29.8% |
| 45Δ | 1.31 | 221.2% | 30.2% | 1.17 | 457.3% | 26.2% |
| 50Δ | 1.24 | 200.5% | 24.7% | 1.22 | 421.2% | 22.6% |
| 55Δ | 1.17 | 179.8% | 19.2% | 1.28 | 385.1% | 19.0% |
| 60Δ | 1.11 | 159.1% | 13.6% | 1.33 | 349.0% | 15.4% |
| 65Δ | 1.04 | 138.4% | 8.1% | 1.39 | 312.9% | 11.8% |
| 70Δ | 0.96 | 146.0% | 4.5% | 1.45 | 276.8% | 8.2% |
| 75Δ | 0.86 | 198.9% | 4.0% | 1.51 | 242.3% | 4.6% |
| 80Δ | 0.77 | 251.9% | 3.6% | 2.03 | 301.6% | 3.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.74
- IV
- 687.0%
- B/E move
- 59.9%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.87
- IV
- 625.6%
- B/E move
- 48.3%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.00
- IV
- 565.5%
- B/E move
- 37.0%
35Δ
- Pseudo strike
- 1.44
- IV
- 262.6%
- B/E move
- 41.3%
- Pseudo strike
- 1.06
- IV
- 529.4%
- B/E move
- 33.4%
40Δ
- Pseudo strike
- 1.37
- IV
- 241.9%
- B/E move
- 35.8%
- Pseudo strike
- 1.11
- IV
- 493.4%
- B/E move
- 29.8%
45Δ
- Pseudo strike
- 1.31
- IV
- 221.2%
- B/E move
- 30.2%
- Pseudo strike
- 1.17
- IV
- 457.3%
- B/E move
- 26.2%
50Δ
- Pseudo strike
- 1.24
- IV
- 200.5%
- B/E move
- 24.7%
- Pseudo strike
- 1.22
- IV
- 421.2%
- B/E move
- 22.6%
55Δ
- Pseudo strike
- 1.17
- IV
- 179.8%
- B/E move
- 19.2%
- Pseudo strike
- 1.28
- IV
- 385.1%
- B/E move
- 19.0%
60Δ
- Pseudo strike
- 1.11
- IV
- 159.1%
- B/E move
- 13.6%
- Pseudo strike
- 1.33
- IV
- 349.0%
- B/E move
- 15.4%
65Δ
- Pseudo strike
- 1.04
- IV
- 138.4%
- B/E move
- 8.1%
- Pseudo strike
- 1.39
- IV
- 312.9%
- B/E move
- 11.8%
70Δ
- Pseudo strike
- 0.96
- IV
- 146.0%
- B/E move
- 4.5%
- Pseudo strike
- 1.45
- IV
- 276.8%
- B/E move
- 8.2%
75Δ
- Pseudo strike
- 0.86
- IV
- 198.9%
- B/E move
- 4.0%
- Pseudo strike
- 1.51
- IV
- 242.3%
- B/E move
- 4.6%
80Δ
- Pseudo strike
- 0.77
- IV
- 251.9%
- B/E move
- 3.6%
- Pseudo strike
- 2.03
- IV
- 301.6%
- B/E move
- 3.8%
Options history
IV · four-Friday blend210.90%
Daily close
20 observations2026-08-13 — 2026-10-29
Table
| Date | IV (%) |
|---|---|
| 181.14% | |
| 152.27% | |
| 214.29% | |
| 155.60% | |
| 150.91% | |
| 165.91% | |
| 167.17% | |
| 169.21% | |
| 168.01% | |
| 166.50% | |
| 241.02% | |
| 232.16% | |
| 340.70% | |
| 173.85% | |
| 322.98% | |
| 228.71% | |
| 198.84% | |
| 208.23% | |
| 204.13% | |
| 210.90% |
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