What move does the options market price into Blackline's report?

Implied ±9.8%, either direction.

How often does Blackline move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

BLNasdaqServices-Prepackaged Software

Blackline, Inc. (BL) earnings date, market-implied expected move, and options open interest by expiry

33.35

−0.74 · −2.16%

post 33.34 −0.04%

After hours17:10 ETdelayed

Open33.50Volume729,976Mkt cap$1.9BP/E56.51EPS0.59

Day32.89 – 34.0041%52-wk24.70 – 59.5725%

Blackline, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.8%implied · report alone

8Q avg ±7.5%·×1.29·rich

30.0936.59

straddle ±12.9%

spot 33.34exp Nov 20ATM strike 32.5ATM straddle 5.05IV 88%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−8.00%

vs ±14.2% implied · ×0.56

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

7dSAP · customerSAP Empowers AI Developers to Build What Matters and Turn Intent into Autonomous Execution

News

Largest filed tie

13F top-10 QoQ

−7.12%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

249 managers

Top fund weight

0.04%

BL weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Blackline (BL) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±9.3%
avg realized: ±7.5%

Jan 13 '25Jan 13 '25confirmed±5.2%▲+1.37%×0.26

Feb 11 '25Feb 11 '25confirmed±7.8%▼−18.08%×2.32

May 6 '25May 6 '25confirmed±8.2%▲+8.62%×1.06

Aug 5 '25Aug 5 '25confirmed±7.9%▼−4.46%×0.56

Q3 FY25Nov 6 '25confirmed±6.8%▼−5.70%×0.84

Feb 10 '26Feb 10 '26confirmed±11.4%▼−5.48%×0.48

Q1 FY26May 5 '26confirmed±13.1%▼−8.63%×0.66

Q2 FY26Aug 4 '26confirmed±14.2%▼−8.00%×0.56

quarterimplied−20%0+20%realized×

Q2 FY26±14.2%▼−8.00%×0.56

Q1 FY26±13.1%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.73OI · 5 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

678+6%Nov 2017d934+6%

2,1540%Dec 1845d0.0925,0610%0.09

247+129%Jan 1573d1.00246+4%1.00

9690%Feb 19108d1.456700%1.45

2,6950%Mar 19136d0.525,2150%0.52

ExpiryPutsCallsP/C

Nov 2017d678+6%934+6%0.73

Dec 1845d2,1540%25,0610%0.09

Jan 1573d247+129%246+4%1.00

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±12.9%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Customers 1

SAP±4.6%×0.36

Dashed = straddle · × = co-movement · max 499dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

4.93%as filednet margin · revenue +2.55% QoQ · +9.18% YoY

Revenue

$188M+2.55% QoQ

Gross profit

$143M+2.54% QoQ

75.96% margin

Operating income

$11M+76.26% QoQ

5.85% margin

Pre-tax income

$13M+30.30% QoQ

Net income

$9M+138.19% QoQ

4.93% margin

Cost of revenue

$45M+2.59% QoQ

Operating expenses

$132M−0.92% QoQ

Marketing $68M

R&D $31M

SG&A $31M

Other operating $1M

Tax

$4M−40.76% QoQ

Other income

$2M−50.11% QoQ

Revenue$188M+2.55%

Gross profit

$143M+2.54%

75.96% margin

Operating income

$11M+76.26%

5.85% margin

Pre-tax income

$13M+30.30%

Net income

$9M+138.19%

4.93% margin

Cost of revenue

$45M+2.59%

Operating expenses

$132M−0.92%

Marketing $68M

R&D $31M

SG&A $31M

Other income$2M−50.11%

Tax$4M−40.76%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:00 ET

Intraday

Event sensitivity

PPI ×1.42· ±2.7% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.7%5 of 10×1.42

CPIconsumer prices±2.2%3 of 10×1.17

FOMCrate decision±1.9%10 of 24×1.01

NFPjobs report±1.6%3 of 10×0.83

GDPgross domestic product±1.6%8 of 19×0.82

PCEpersonal income & outlays±1.5%11 of 19×0.78

CPROFcorporate profits±1.4%5 of 12×0.74

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.27	—
Q1 FY26	May 5 '26 · confirmed	0.13	—
Q3 FY25	Nov 6 '25 · confirmed	0.09	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod