Share price$0.25
1D+4.2%
Sold putSold callAH
Blaize Holdings, Inc. Common Stock BZAI
i
Market datapartial · fetched 2026-10-23T04:11:55.494Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:57:56.117401003Z
FundamentalsAlpha Vantage · unavailable
Blaize Holdings, Inc. Common Stock options
PutsExpensive2.53×
CallsExpensive3.21×
SkewBullish-52.11 pp
Implied move——
TiltBearish92.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.20 | 419.1% | 400.1% | |||
| 30Δ | 2.81 | 583.8% | 1058.8% | |||
| 35Δ | 2.88 | 643.7% | 1091.6% | |||
| 40Δ | 1.02 | 473.0% | 335.2% | |||
| 45Δ | 1.00 | 456.9% | 339.6% | |||
| 50Δ | 2.91 | 784.8% | 1163.2% | |||
| 55Δ | ||||||
| 60Δ | 4.36 | 754.7% | 85.2% | |||
| 65Δ | 1.74 | 568.5% | 24.3% | |||
| 70Δ | 4.36 | 598.6% | 15.6% | |||
| 75Δ | 0.87 | 289.1% | 7.0% | |||
| 80Δ | 1.47 | 329.6% | 4.6% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 1.20
- IV
- 419.1%
- B/E move
- 400.1%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 2.81
- IV
- 583.8%
- B/E move
- 1058.8%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 2.88
- IV
- 643.7%
- B/E move
- 1091.6%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 1.02
- IV
- 473.0%
- B/E move
- 335.2%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 1.00
- IV
- 456.9%
- B/E move
- 339.6%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 2.91
- IV
- 784.8%
- B/E move
- 1163.2%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.36
- IV
- 754.7%
- B/E move
- 85.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.74
- IV
- 568.5%
- B/E move
- 24.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.36
- IV
- 598.6%
- B/E move
- 15.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.87
- IV
- 289.1%
- B/E move
- 7.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.47
- IV
- 329.6%
- B/E move
- 4.6%
Options history
No recorded observations