How often does Blend Labs move more than the options market prices?

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

BLNDNYSEServices-Computer Programming, Data Processing, Etc.

Blend Labs, Inc. (BLND) earnings date, market-implied expected move, and options open interest by expiry

1.29

+0.13 · +10.79%

Regular session14:36 ET

Open1.25Volume1.5MMkt cap$274.4MEPS-0.08

Day1.24 – 1.3082%52-wk0.88 – 3.4416%

BLND

Blend Labs, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−16.41%

vs ±49.5% implied · ×0.33

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+12.11%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

183 managers

Top fund weight

0.01%

BLND weight · IWM

N-PORTJun 30 '26

3 funds

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

Blend Labs (BLND) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±22.2%
avg realized: ±13.2%

Nov 6 '24Nov 6 '24confirmed±14.8%▲+15.03%×1.02

Feb 27 '25Feb 27 '25confirmed±23.2%▼−10.83%×0.47

May 8 '25May 8 '25confirmed±13.6%▲+6.99%×0.51

Aug 7 '25Aug 7 '25confirmed±17.5%▼−23.53%×1.35

Q3 FY25Nov 6 '25confirmed±16.5%▼−6.69%×0.41

Q1 FY26Mar 10 '26confirmed±26.5%▲+11.66%×0.44

May 7 '26May 7 '26confirmed±16.5%▼−14.81%×0.90

Q2 FY26Aug 6 '26confirmed±49.5%▼−16.41%×0.33

quarterimplied−50%0+50%realized×

Q2 FY26±49.5%▼−16.41%×0.33

May '26±16.5%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.19OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,0930%Nov 2016d5,820+4%

5090%Feb 19107d0.291,781+7%0.29

ExpiryPutsCallsP/C

Nov 2016d1,0930%5,820+4%0.19

Feb 19107d5090%1,781+7%0.29

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−4.38%as filednet margin · revenue +9.71% QoQ · +6.98% YoY

Revenue$34M+9.71%

Gross profit$25M73.54%+6.51%

Operating income−$2M−4.66%+68.86%

Pre-tax income−$1M+73.01%

Net income−$1M−4.38%+81.58%

Cost of revenue$9M+19.71%

Operating expenses$26M−6.91%

Tax$119,000+88.89%

Other income$221,000+452.50%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:30 ET

Intraday

Event sensitivity

NFP ×1.77· ±6.0% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.0%3 of 10×1.77

PPIproducer prices±3.7%4 of 10×1.09

CPIconsumer prices±3.5%4 of 10×1.04

FOMCrate decision±3.4%11 of 24×1.00

CPROFcorporate profits±3.2%6 of 12×0.93

PCEpersonal income & outlays±3.1%8 of 19×0.93

GDPgross domestic product±2.6%8 of 19×0.76

Bar = avg |move| to ±7% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.03	—
Q1 FY26	Mar 10 '26 · confirmed	-0.05	—
Q3 FY25	Nov 6 '25 · confirmed	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod