BlackRock (BLK)

BlackRock

BLK

Q2 2026 Earnings

Reports in

-3days

Wed, Jul 15 · Before open

Options-implied move

±4.5%

$1035.66 · $1134.34 · via ATM straddle

ATM IV

27.8%

Δ term slope -0.1 v/30d

IV-based EM

±5.6%

σ 28% · 15d

ATM Straddle

$49.34

Strike $1085.00

IV Rank

36%

52w 18–43%

Provider signals

Crowding and flow context

Signal score 26

Short days

2.0

2.1M shares short

P/C volume

0.58x

572 puts / 980 calls

P/C OI

0.96x

5.2K puts / 5.4K calls

Actions

5/0

dividend / split events

massive · short 2026-06-30 · IV coverage 51%

Expected move

Probability density around spot

Log-normal model with ATM IV 27.8% over 15 days. Range $1035.66–$1134.34.

$993.27 · -8.5%Spot $1085.00$1176.73 · +8.5%

Spot

−4.5%

+4.5%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term structure

Implied range across expiries

Spot × (1 ± EM) at each expiry. Hover an expiry for details.

4 expiries

Historical

Realized moves · last 8 quarters

Close-to-close moves; implied range pending historical option chains.

EPS beat 8/8

EPS surprisevs sell-side consensus

Realized (up)Realized (down)

ATM greeks

Greeks by expiry

ATM call · delta hedge ratios, sensitivity to vol and time.

Expiry	DTE	ATM IV	Δ Delta	Γ Gamma	𝜈 Vega	Θ Theta	Straddle
Jul 31Earnings K $1085	15d	27.81%	0.547	0.0066	0.87	-0.95	$49.34
Aug 14 K $1090	29d	27.09%	0.517	0.0047	1.22	-0.65	$66.59
Aug 28 K $1100	43d	26.72%	0.488	0.0039	1.49	-0.54	$80.75
Sep 18 K $1100	64d	27.12%	0.490	0.0031	1.81	-0.42	$99.25

Options data · as of 2026-07-16Method: options math baseline