BLND
Blend Labs, Inc.1.96post−$0.03 (−1.51%)at close +$0.00 (+0.00%)
as of 08:21:28 UTCnext report Aug 6 · tomorrow
Earnings Room‹ back to BLND
The report
fiscal Q2 2026 · from the company's noticeAug 6after close1day out
Expected movement
market-implied · at the Aug 4 close±24.0%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±27.1% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 86% annualized.
expiry Aug 21 · first after the reportATM strike 2straddle 0.63ATM IV 184% vs 132% at Sep 18× 0.85 straddle-to-rangespot 1.96
Blast radius
2 linked · N-PORT + EDGARIf BLND moves ±27.1% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
754
Aug 21
17d
8.1k▲ +1%
▲ +0%
25
Sep 18
45d
13▲ +0%
▲ +0%
242
Nov 20
108d
1.7k▲ +0%
The record
expected in pale · actual in full color3/8reports moved further than the options market had pricedtypically ±14.0% realized vs ±18.3% priced
May 7 '26±16.5%→−14.8%×0.90
Mar 10 '26±26.5%→+11.7%×0.44
Nov 6 '25±16.5%→−6.7%×0.41
Aug 7 '25±17.5%→−23.5%×1.35
May 8 '25±13.6%→+7.0%×0.51
Feb 27 '25±23.2%→−10.8%×0.47
Nov 6 '24±14.8%→+15.0%×1.02
Aug 8 '24±17.9%→+22.7%×1.26
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.05 · rev $31M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.