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Blend Labs, Inc. BLND

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Market datapartial · fetched 2026-10-22T23:30:42.263Z

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 · 2026-10-22T23:00:00.002200367Z

FundamentalsAlpha Vantage · unavailable

Share price$1.11
1D+0.9%
AH$1.06$1.08$1.11$1.13$1.155:30 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.$0.04$0.17$0.29$0.42$0.55$0.07$0.62$1.17$1.72$2.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLND spot · $1.11BLND PRICE$0.06$0.11$0.14$0.18$0.18$0.18$0.19$0.19$0.19$0.20$0.32$0.36$0.38$0.38$0.39$0.39$0.40$0.40$0.41$0.41$0.42$0.42$0.51
PutsExpensive2.66×
CallsExpensive3.02×
SkewBullish-38.02 pp
Implied moveBearish±$0.59
TiltBearish52.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.14199.7%97.6%0.82466.2%55.3%
25Δ3.51339.7%226.2%0.96397.7%46.0%
30Δ3.76389.6%251.6%1.04361.5%40.7%
35Δ4.68444.3%338.0%1.09335.6%36.8%
40Δ4.14395.8%289.3%1.13309.7%32.8%
45Δ3.60347.3%240.7%1.18283.8%28.9%
50Δ3.05298.8%192.0%1.23257.9%25.0%
55Δ2.51250.3%143.4%1.28232.0%21.0%
60Δ1.97201.8%94.7%1.33206.1%17.1%
65Δ1.42153.3%46.1%1.38180.2%13.2%
70Δ1.43154.3%9.2%
75Δ1.47128.5%5.3%
80Δ1.59119.0%2.7%

20Δ

Calls
Pseudo strike
2.14
IV
199.7%
B/E move
97.6%
Puts
Pseudo strike
0.82
IV
466.2%
B/E move
55.3%

25Δ

Calls
Pseudo strike
3.51
IV
339.7%
B/E move
226.2%
Puts
Pseudo strike
0.96
IV
397.7%
B/E move
46.0%

30Δ

Calls
Pseudo strike
3.76
IV
389.6%
B/E move
251.6%
Puts
Pseudo strike
1.04
IV
361.5%
B/E move
40.7%

35Δ

Calls
Pseudo strike
4.68
IV
444.3%
B/E move
338.0%
Puts
Pseudo strike
1.09
IV
335.6%
B/E move
36.8%

40Δ

Calls
Pseudo strike
4.14
IV
395.8%
B/E move
289.3%
Puts
Pseudo strike
1.13
IV
309.7%
B/E move
32.8%

45Δ

Calls
Pseudo strike
3.60
IV
347.3%
B/E move
240.7%
Puts
Pseudo strike
1.18
IV
283.8%
B/E move
28.9%

50Δ

Calls
Pseudo strike
3.05
IV
298.8%
B/E move
192.0%
Puts
Pseudo strike
1.23
IV
257.9%
B/E move
25.0%

55Δ

Calls
Pseudo strike
2.51
IV
250.3%
B/E move
143.4%
Puts
Pseudo strike
1.28
IV
232.0%
B/E move
21.0%

60Δ

Calls
Pseudo strike
1.97
IV
201.8%
B/E move
94.7%
Puts
Pseudo strike
1.33
IV
206.1%
B/E move
17.1%

65Δ

Calls
Pseudo strike
1.42
IV
153.3%
B/E move
46.1%
Puts
Pseudo strike
1.38
IV
180.2%
B/E move
13.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.43
IV
154.3%
B/E move
9.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.47
IV
128.5%
B/E move
5.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.59
IV
119.0%
B/E move
2.7%

Options history

BLND227.58227.81228.042026-10-21: 227.81%Oct 21Oct 21
Table
DateIV
227.81%