IntraAlpha
Create free account Start free

Blaize Holdings, Inc. Common Stock BZAI

i

Market dataready · fetched 2026-11-12T15:23:36.743Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T15:23:24.944700901Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T15:23:35.371845+00:00

Share price$0.18
1D-7.7%
$0.17$0.18$0.19$0.19$0.205:30 AM6:30 AM9:00 AM1:00 PMBZAI
Sold putSold call

Blaize Holdings, Inc. Common Stock options

Live interpolated BZAI call and put midpoint premiums by absolute delta.Blaize Holdings, Inc. Common Stock$0.00$0.21$0.41$0.62$0.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBZAI PRICE$0.03$0.44$0.48$0.52$0.56$0.60$0.64$0.68$0.72$0.77
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.95506.1%3884.1%
30Δ
35Δ
40Δ0.54426.7%39.2%
45Δ0.59407.9%35.1%
50Δ0.64389.1%30.9%
55Δ0.69370.3%26.8%
60Δ0.74351.5%22.6%
65Δ0.78332.7%18.5%
70Δ0.83313.9%14.3%
75Δ0.88295.1%10.2%
80Δ0.93276.3%6.0%

20Δ

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

25Δ

Calls
Pseudo strike
6.95
IV
506.1%
B/E move
3884.1%
Puts
Pseudo strike
IV
B/E move

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.54
IV
426.7%
B/E move
39.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
407.9%
B/E move
35.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.64
IV
389.1%
B/E move
30.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.69
IV
370.3%
B/E move
26.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.74
IV
351.5%
B/E move
22.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.78
IV
332.7%
B/E move
18.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.83
IV
313.9%
B/E move
14.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.88
IV
295.1%
B/E move
10.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
276.3%
B/E move
6.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations