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Backblaze Inc BLZE

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-22T10:04:04.779Z

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 · 2026-10-21T20:36:20.577430592Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:04:02.537300+00:00

Share price$9.24
1D-0.6%
AH$8.93$9.14$9.36$9.57$9.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLZE
Sold putSold callAH

Backblaze Inc options

Live interpolated BLZE call and put midpoint premiums by absolute delta.Backblaze Inc$0.19$1.43$2.68$3.93$5.18$4.78$7.54$10.29$13.05$15.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLZE spot · $9.24BLZE PRICE$0.32$0.42$0.54$0.66$0.78$0.90$1.06$1.28$1.50$1.71$1.93$2.15$2.59$0.47$0.64$0.85$1.06$1.27$1.48$1.69$2.07$2.53$2.98$3.43$4.02$4.82
PutsExpensive1.19×
CallsExpensive1.44×
SkewBearish+3.88 pp
Implied moveBearish±$2.75
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.54126.5%50.0%7.15134.0%27.7%
25Δ12.58126.5%40.7%7.73129.3%23.2%
30Δ11.99125.5%35.6%8.16128.7%20.9%
35Δ11.44124.4%30.9%8.59128.1%18.5%
40Δ10.89123.4%26.3%9.02127.5%16.1%
45Δ10.33122.3%21.6%9.45126.9%13.8%
50Δ9.83122.1%17.9%9.88126.3%11.4%
55Δ9.41123.2%15.7%10.41127.2%9.7%
60Δ9.00124.2%13.6%11.00128.8%8.3%
65Δ8.58125.2%11.4%11.58130.3%7.0%
70Δ8.16126.3%9.2%12.16131.9%5.6%
75Δ7.74127.3%7.0%12.87132.4%4.3%
80Δ7.14135.6%5.3%13.77131.4%3.1%

20Δ

Calls
Pseudo strike
13.54
IV
126.5%
B/E move
50.0%
Puts
Pseudo strike
7.15
IV
134.0%
B/E move
27.7%

25Δ

Calls
Pseudo strike
12.58
IV
126.5%
B/E move
40.7%
Puts
Pseudo strike
7.73
IV
129.3%
B/E move
23.2%

30Δ

Calls
Pseudo strike
11.99
IV
125.5%
B/E move
35.6%
Puts
Pseudo strike
8.16
IV
128.7%
B/E move
20.9%

35Δ

Calls
Pseudo strike
11.44
IV
124.4%
B/E move
30.9%
Puts
Pseudo strike
8.59
IV
128.1%
B/E move
18.5%

40Δ

Calls
Pseudo strike
10.89
IV
123.4%
B/E move
26.3%
Puts
Pseudo strike
9.02
IV
127.5%
B/E move
16.1%

45Δ

Calls
Pseudo strike
10.33
IV
122.3%
B/E move
21.6%
Puts
Pseudo strike
9.45
IV
126.9%
B/E move
13.8%

50Δ

Calls
Pseudo strike
9.83
IV
122.1%
B/E move
17.9%
Puts
Pseudo strike
9.88
IV
126.3%
B/E move
11.4%

55Δ

Calls
Pseudo strike
9.41
IV
123.2%
B/E move
15.7%
Puts
Pseudo strike
10.41
IV
127.2%
B/E move
9.7%

60Δ

Calls
Pseudo strike
9.00
IV
124.2%
B/E move
13.6%
Puts
Pseudo strike
11.00
IV
128.8%
B/E move
8.3%

65Δ

Calls
Pseudo strike
8.58
IV
125.2%
B/E move
11.4%
Puts
Pseudo strike
11.58
IV
130.3%
B/E move
7.0%

70Δ

Calls
Pseudo strike
8.16
IV
126.3%
B/E move
9.2%
Puts
Pseudo strike
12.16
IV
131.9%
B/E move
5.6%

75Δ

Calls
Pseudo strike
7.74
IV
127.3%
B/E move
7.0%
Puts
Pseudo strike
12.87
IV
132.4%
B/E move
4.3%

80Δ

Calls
Pseudo strike
7.14
IV
135.6%
B/E move
5.3%
Puts
Pseudo strike
13.77
IV
131.4%
B/E move
3.1%

Options history

No recorded observations