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BlackLine BL 33.67 -0.72 -2.09%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for BL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.31%
Average actual move
13.35%
Beyond the implied move
1 / 2
Median IV change
+26.04%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2025 ±9.11% +8.62% 0.95× —
February 12, 2025 ±9.50% -18.08% 1.90× 71.5% → 90.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →