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Lazard, Inc. LAZ

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Market datapartial · fetched 2026-10-22T10:11:00.978Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002359837Z

FundamentalsAlpha Vantage · unavailable

Share price$37.37
1D+1.6%
AH$36.69$37.03$37.38$37.72$38.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAZ
Sold putSold callAH

Lazard, Inc. options

Live interpolated LAZ call and put midpoint premiums by absolute delta.Lazard, Inc.$0.27$2.70$5.13$7.56$10.00$29.19$33.15$37.12$41.08$45.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAZ spot · $37.37LAZ PRICE$0.53$0.72$0.90$1.13$1.52$1.81$1.87$1.95$2.09$2.27$3.05$3.80$4.31$0.86$1.18$1.20$1.65$1.98$2.25$2.69$2.98$3.68$4.47$6.14$7.62$9.29
PutsExpensive1.36×
CallsCheap0.81×
SkewBearish+15.65 pp
Implied moveBearish±$4.56
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.3947.8%14.9%32.6265.8%15.0%
25Δ41.5248.7%13.0%33.5567.7%13.4%
30Δ40.6548.3%11.2%34.9755.3%9.7%
35Δ39.8348.2%9.6%35.6659.5%9.0%
40Δ39.3553.9%9.4%36.4159.7%7.9%
45Δ38.7455.8%8.5%37.2256.8%6.4%
50Δ37.8648.4%6.3%37.9857.6%5.6%
55Δ37.2243.1%4.8%38.6754.9%4.5%
60Δ36.6939.7%3.8%39.6057.5%3.9%
65Δ36.2137.3%3.0%40.6060.1%3.3%
70Δ35.3744.0%2.8%42.3869.7%3.0%
75Δ34.5048.4%2.5%44.0873.8%2.4%
80Δ33.7747.7%1.9%45.9976.4%1.8%

20Δ

Calls
Pseudo strike
42.39
IV
47.8%
B/E move
14.9%
Puts
Pseudo strike
32.62
IV
65.8%
B/E move
15.0%

25Δ

Calls
Pseudo strike
41.52
IV
48.7%
B/E move
13.0%
Puts
Pseudo strike
33.55
IV
67.7%
B/E move
13.4%

30Δ

Calls
Pseudo strike
40.65
IV
48.3%
B/E move
11.2%
Puts
Pseudo strike
34.97
IV
55.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
39.83
IV
48.2%
B/E move
9.6%
Puts
Pseudo strike
35.66
IV
59.5%
B/E move
9.0%

40Δ

Calls
Pseudo strike
39.35
IV
53.9%
B/E move
9.4%
Puts
Pseudo strike
36.41
IV
59.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
38.74
IV
55.8%
B/E move
8.5%
Puts
Pseudo strike
37.22
IV
56.8%
B/E move
6.4%

50Δ

Calls
Pseudo strike
37.86
IV
48.4%
B/E move
6.3%
Puts
Pseudo strike
37.98
IV
57.6%
B/E move
5.6%

55Δ

Calls
Pseudo strike
37.22
IV
43.1%
B/E move
4.8%
Puts
Pseudo strike
38.67
IV
54.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
36.69
IV
39.7%
B/E move
3.8%
Puts
Pseudo strike
39.60
IV
57.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
36.21
IV
37.3%
B/E move
3.0%
Puts
Pseudo strike
40.60
IV
60.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
35.37
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
42.38
IV
69.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
34.50
IV
48.4%
B/E move
2.5%
Puts
Pseudo strike
44.08
IV
73.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
33.77
IV
47.7%
B/E move
1.9%
Puts
Pseudo strike
45.99
IV
76.4%
B/E move
1.8%

Options history

No recorded observations