thetaOwl

BL

BlackLine, Inc.Close $27.41EOD only
Max Pain
$32.50
Next expiry Oct 16, 2026
Expected Move
±$1.23
4.5% from close
Price Gap
+5.09
Distance to max pain
IV Rank
1
Low premium
P/C OI
0.14
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot

This page reflects BL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Oct 2, 2026 close
BL Options Chain
Data as of market close Oct 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 14)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
25.002.003.103.600.000161.5%0.8790.0670-0.0300.0100.006
27.500.750.502.600.000160.2%0.6110.1305-0.0530.0190.005
30.000.550.002.550.0021699.0%0.3890.0793-0.0850.0190.003
32.501.130.002.450.001179132.8%0.3070.0541-0.1040.0170.002
35.001.400.001.000.00113115.3%0.1620.0436-0.0630.0120.001
37.500.130.001.300.002036149.6%0.1650.0340-0.0830.0120.001
40.000.700.002.350.001516207.6%0.2140.0287-0.1350.0140.001
42.500.700.002.350.0001227.7%0.2000.0251-0.1420.0140.001
45.000.650.000.200.0012137.1%0.0320.0108-0.0220.0040.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
22.500.300.001.150.0033132.8%-0.1380.0340-0.0640.011-0.001
25.000.250.100.70-0.1512276.2%-0.1670.0671-0.0420.012-0.002
27.501.150.201.950.0021468.0%-0.3970.1161-0.0570.019-0.004
30.002.500.904.100.0021465.0%-0.6920.1107-0.0480.017-0.007
32.505.302.956.300.0055970.9%-0.8650.0628-0.0310.011-0.009
35.004.155.109.100.000091.8%-0.9000.0391-0.0320.009-0.010
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.