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Backblaze, Inc. Class A Common Stock BLZE

i

Market dataready · fetched 2026-11-11T15:05:32.040Z

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: 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 data

PriceAlpaca · sip · 2026-11-11T15:05:21.368147841Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:05:31.402521+00:00

Share price$8.57
1D+2.8%
$8.29$8.37$8.46$8.54$8.635:30 AM6:30 AM9:00 AM1:00 PMBLZE
Sold putSold call

Backblaze, Inc. Class A Common Stock options

Live interpolated BLZE call and put midpoint premiums by absolute delta.Backblaze, Inc. Class A Common Stock$0.16$0.75$1.34$1.94$2.53$5.11$6.96$8.81$10.66$12.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BLZE spot · $8.57BLZE PRICE$0.22$0.26$0.32$0.42$0.52$0.63$0.73$0.83$0.93$1.03$1.13$0.31$0.41$0.51$0.61$0.71$0.81$0.91$1.16$1.44$1.72$2.04$2.36
Puts——
Calls——
Skew——
Implied moveBearish±$1.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.59135.6%15.1%
30Δ9.4089.0%12.2%7.82134.1%13.6%
35Δ9.1888.2%10.2%8.05132.6%12.1%
40Δ8.9787.8%8.4%8.28131.1%10.5%
45Δ8.8088.8%7.6%8.51129.6%9.0%
50Δ8.6389.7%6.8%8.74128.1%7.5%
55Δ8.4690.6%6.0%8.97126.6%6.0%
60Δ8.2991.6%5.2%9.29132.8%5.2%
65Δ8.1292.5%4.4%9.63140.2%4.5%
70Δ7.9593.4%3.6%9.96147.6%3.8%
75Δ7.7894.4%2.8%10.35147.0%3.0%
80Δ7.6195.3%2.0%10.74145.3%2.2%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.59
IV
135.6%
B/E move
15.1%

30Δ

Calls
Pseudo strike
9.40
IV
89.0%
B/E move
12.2%
Puts
Pseudo strike
7.82
IV
134.1%
B/E move
13.6%

35Δ

Calls
Pseudo strike
9.18
IV
88.2%
B/E move
10.2%
Puts
Pseudo strike
8.05
IV
132.6%
B/E move
12.1%

40Δ

Calls
Pseudo strike
8.97
IV
87.8%
B/E move
8.4%
Puts
Pseudo strike
8.28
IV
131.1%
B/E move
10.5%

45Δ

Calls
Pseudo strike
8.80
IV
88.8%
B/E move
7.6%
Puts
Pseudo strike
8.51
IV
129.6%
B/E move
9.0%

50Δ

Calls
Pseudo strike
8.63
IV
89.7%
B/E move
6.8%
Puts
Pseudo strike
8.74
IV
128.1%
B/E move
7.5%

55Δ

Calls
Pseudo strike
8.46
IV
90.6%
B/E move
6.0%
Puts
Pseudo strike
8.97
IV
126.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
8.29
IV
91.6%
B/E move
5.2%
Puts
Pseudo strike
9.29
IV
132.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
8.12
IV
92.5%
B/E move
4.4%
Puts
Pseudo strike
9.63
IV
140.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
7.95
IV
93.4%
B/E move
3.6%
Puts
Pseudo strike
9.96
IV
147.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
7.78
IV
94.4%
B/E move
2.8%
Puts
Pseudo strike
10.35
IV
147.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
7.61
IV
95.3%
B/E move
2.0%
Puts
Pseudo strike
10.74
IV
145.3%
B/E move
2.2%

Options history

IV · four-Friday blend115.38%
Daily EOD
BLZE100.6%108.5%116.5%2026-10-19: 102.60%2026-10-20: 103.05%2026-10-21: 104.50%2026-10-22: 101.71%2026-10-23: 106.17%2026-10-26: 107.21%2026-10-27: 111.64%2026-10-28: 107.76%2026-10-29: 110.64%2026-10-30: 115.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
102.60%
103.05%
104.50%
101.71%
106.17%
107.21%
111.64%
107.76%
110.64%
115.38%