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Blackbaud, Inc. Common Stock BLKB

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-04T04:04:17.489Z

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 · 2026-11-03T21:00:03.396073946Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:04:16.733368+00:00

Share price$54.21
1D+0.2%
AH$52.79$53.30$53.81$54.31$54.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLKB
Sold putSold callAH

Blackbaud, Inc. Common Stock options

Live interpolated BLKB call and put midpoint premiums by absolute delta.Blackbaud, Inc. Common Stock$0.81$2.15$3.49$4.83$6.16$41.39$47.25$53.12$58.98$64.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BLKB spot · $54.21BLKB PRICE$2.47$1.97$2.29$2.61$2.94$3.26$3.58$3.91$2.45$0.96$1.22$1.49$1.75$2.01$2.27$2.66$3.28$3.90$4.53$5.15$5.78
PutsCheap0.61×
Calls——
Skew——
Implied moveBearish±$4.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.97161.9%25.3%
25Δ50.6250.2%8.4%
30Δ65.19127.6%24.8%51.3949.2%7.5%
35Δ52.1648.2%6.5%
40Δ52.9447.2%5.6%
45Δ53.7146.1%4.6%
50Δ54.6043.3%4.4%54.4845.1%3.7%
55Δ54.0241.8%3.9%55.2844.5%2.9%
60Δ53.4340.3%3.4%56.1244.8%2.5%
65Δ52.8438.9%2.9%56.9745.1%2.1%
70Δ52.2537.4%2.4%57.8145.3%1.7%
75Δ51.6736.0%1.9%58.6545.6%1.3%
80Δ51.0834.5%1.4%59.5045.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.97
IV
161.9%
B/E move
25.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.62
IV
50.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
65.19
IV
127.6%
B/E move
24.8%
Puts
Pseudo strike
51.39
IV
49.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.16
IV
48.2%
B/E move
6.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.94
IV
47.2%
B/E move
5.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.71
IV
46.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
54.60
IV
43.3%
B/E move
4.4%
Puts
Pseudo strike
54.48
IV
45.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
54.02
IV
41.8%
B/E move
3.9%
Puts
Pseudo strike
55.28
IV
44.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
53.43
IV
40.3%
B/E move
3.4%
Puts
Pseudo strike
56.12
IV
44.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
52.84
IV
38.9%
B/E move
2.9%
Puts
Pseudo strike
56.97
IV
45.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
52.25
IV
37.4%
B/E move
2.4%
Puts
Pseudo strike
57.81
IV
45.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
51.67
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
58.65
IV
45.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
51.08
IV
34.5%
B/E move
1.4%
Puts
Pseudo strike
59.50
IV
45.9%
B/E move
0.9%

Options history

IV · four-Friday blend48.67%
Daily close
BLKB40.6%79.0%117.4%2026-08-05: 53.16%2026-08-06: 54.98%2026-08-07: 53.70%2026-08-12: 52.02%2026-08-13: 65.80%2026-08-17: 76.28%2026-08-18: 71.58%2026-08-19: 88.61%2026-08-21: 49.09%2026-08-24: 49.94%2026-08-25: 49.43%2026-08-26: 49.39%2026-08-27: 45.89%2026-08-28: 46.23%2026-08-31: 50.06%2026-09-01: 49.54%2026-09-03: 50.05%2026-09-09: 60.04%2026-09-10: 61.92%2026-09-11: 57.50%2026-09-16: 84.23%2026-09-17: 112.13%2026-09-18: 52.58%2026-09-21: 50.29%2026-09-23: 51.86%2026-09-24: 51.41%2026-09-25: 48.72%2026-09-28: 56.08%2026-09-29: 55.46%2026-09-30: 56.55%2026-10-01: 57.10%2026-10-02: 62.29%2026-10-06: 51.55%2026-10-09: 60.01%2026-10-15: 99.40%2026-10-16: 49.07%2026-10-19: 49.81%2026-10-20: 48.33%2026-10-21: 49.18%2026-10-22: 49.68%2026-10-23: 49.93%2026-10-26: 49.02%2026-10-27: 50.97%2026-10-28: 48.97%2026-10-29: 48.61%2026-10-30: 48.67%Aug 5Sep 18Oct 30
46 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
53.16%
54.98%
53.70%
52.02%
65.80%
76.28%
71.58%
88.61%
49.09%
49.94%
49.43%
49.39%
45.89%
46.23%
50.06%
49.54%
50.05%
60.04%
61.92%
57.50%
84.23%
112.13%
52.58%
50.29%
51.86%
51.41%
48.72%
56.08%
55.46%
56.55%
57.10%
62.29%
51.55%
60.01%
99.40%
49.07%
49.81%
48.33%
49.18%
49.68%
49.93%
49.02%
50.97%
48.97%
48.61%
48.67%