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

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

BLZENasdaqServices-Prepackaged Software

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

8.39

+0.99 · +13.38%

post 8.09 −3.58%

Closed19:50 ET

Open10.10Volume11.9MMkt cap$529.6MEPS-0.31

Day7.77 – 10.2913%52-wk3.26 – 23.9923%

BLZE

Backblaze, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 22

after close · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

+13.24%

vs ±23.3% implied · ×0.57

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+13.40%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

171 managers

Top fund weight

0.03%

BLZE weight · IWM

N-PORTJun 30 '26

3 funds

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

Backblaze (BLZE) is expected to report on Feb 22 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±20.3%
avg realized: ±24.8%

Feb 25 '25Feb 25 '25confirmed±22.3%▲+5.53%×0.25

May 7 '25May 7 '25confirmed±16.1%▲+16.15%×1.01

Aug 7 '25Aug 7 '25confirmed±13.9%▲+24.86%×1.79

Nov 6 '25Nov 6 '25confirmed±17.5%▼−33.83%×1.94

Feb 23 '26Feb 23 '26confirmed±24.0%▼−13.96%×0.58

Q1 FY26May 4 '26confirmed±19.5%▲+63.58%×3.25

Q2 FY26Aug 3 '26confirmed±25.6%▲+26.94%×1.05

Q3 FY26Nov 2 '26confirmed±23.3%▲+13.24%×0.57

quarterimplied−65%0+65%realized×

Q3 FY26±23.3%▲+13.24%×0.57

Q2 FY26±25.6%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.23OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

2,7930%Nov 2016d0.684,094+4%0.68

1,0140%Dec 1844d0.422,4060%0.42

7460%Jan 1572d0.126,3750%0.12

report · Feb 22 · after close · est.

2390%Apr 16163d1,0200%

ExpiryPutsCallsP/C

Nov 2016d2,7930%4,094+4%0.68

Dec 1844d1,0140%2,4060%0.42

Jan 1572d7460%6,3750%0.12

report · Feb 22 · after close · est.

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 filedQ3 FY26

−5.07%as filednet margin · revenue +9.23% QoQ · +25.54% YoY

Revenue$47M+9.23%

Gross profit$30M63.96%+11.19%

Operating income−$1M−3.02%+66.22%

Pre-tax income−$2M+54.37%

Net income−$2M−5.07%+53.55%

Cost of revenue$17M+5.90%

Operating expenses$31M+0.77%

Tax$60,000+50.00%

Other expense−$894,000−2.17%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

PPI ×1.28· ±3.9% vs ±3.1% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.9%4 of 10×1.28

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 2 '26 · confirmed	-0.04	—
Q2 FY26	Aug 3 '26 · confirmed	-0.08	—
Q1 FY26	May 4 '26 · confirmed	-0.10	—

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

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

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

Revenue flow

Implied vs realized

Positioning

Event sensitivity

Earnings history

Methodology

Linked exposure

Intraday