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Lazard, Inc. LAZ

i

Market dataready · fetched 2026-11-11T14:55:41.355Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:55:27.205426691Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:55:40.845141+00:00

Share price$42.07
1D+1.5%
$41.44$41.65$41.87$42.08$42.305:30 AM6:30 AM9:00 AM1:00 PMLAZ
Sold putSold call

Lazard, Inc. options

Live interpolated LAZ call and put midpoint premiums by absolute delta.Lazard, Inc.$0.29$1.81$3.34$4.86$6.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELAZ PRICE$0.45$0.66$0.87$1.14$1.40$1.61$1.62$1.71$1.81$1.95$2.09$2.24$0.77$1.10$1.45$1.49$1.65$1.97$2.29$2.63$3.00$3.52$3.99$5.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0963.5%10.6%37.6891.6%12.2%
25Δ45.5567.6%9.8%38.30100.8%11.6%
30Δ45.0272.0%9.1%39.12105.5%10.4%
35Δ44.4476.1%8.4%40.2888.0%7.8%
40Δ43.8278.8%7.5%41.1081.1%6.2%
45Δ43.0776.8%6.2%41.7880.9%5.4%
50Δ42.4480.0%4.6%
55Δ41.8455.9%3.3%43.0978.7%3.8%
60Δ41.4551.2%2.6%43.7577.3%3.1%
65Δ41.0646.5%1.9%44.4977.9%2.6%
70Δ40.7543.3%1.5%45.1776.9%2.1%
75Δ40.4640.2%1.2%
80Δ40.1737.2%0.8%47.4484.3%1.4%

20Δ

Calls
Pseudo strike
46.09
IV
63.5%
B/E move
10.6%
Puts
Pseudo strike
37.68
IV
91.6%
B/E move
12.2%

25Δ

Calls
Pseudo strike
45.55
IV
67.6%
B/E move
9.8%
Puts
Pseudo strike
38.30
IV
100.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
45.02
IV
72.0%
B/E move
9.1%
Puts
Pseudo strike
39.12
IV
105.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
44.44
IV
76.1%
B/E move
8.4%
Puts
Pseudo strike
40.28
IV
88.0%
B/E move
7.8%

40Δ

Calls
Pseudo strike
43.82
IV
78.8%
B/E move
7.5%
Puts
Pseudo strike
41.10
IV
81.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
43.07
IV
76.8%
B/E move
6.2%
Puts
Pseudo strike
41.78
IV
80.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.44
IV
80.0%
B/E move
4.6%

55Δ

Calls
Pseudo strike
41.84
IV
55.9%
B/E move
3.3%
Puts
Pseudo strike
43.09
IV
78.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
41.45
IV
51.2%
B/E move
2.6%
Puts
Pseudo strike
43.75
IV
77.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
41.06
IV
46.5%
B/E move
1.9%
Puts
Pseudo strike
44.49
IV
77.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
40.75
IV
43.3%
B/E move
1.5%
Puts
Pseudo strike
45.17
IV
76.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
40.46
IV
40.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.17
IV
37.2%
B/E move
0.8%
Puts
Pseudo strike
47.44
IV
84.3%
B/E move
1.4%

Options history

IV · four-Friday blend50.01%
Daily close
LAZ40.3%54.2%68.1%2026-08-13: 47.02%2026-08-14: 43.35%2026-08-17: 47.26%2026-08-18: 48.03%2026-08-19: 53.35%2026-08-20: 65.52%2026-08-21: 43.91%2026-08-24: 43.17%2026-08-25: 43.52%2026-08-26: 43.69%2026-08-27: 44.17%2026-08-28: 42.22%2026-09-03: 45.76%2026-09-04: 42.98%2026-09-10: 46.44%2026-09-11: 47.71%2026-09-18: 50.59%2026-09-21: 49.10%2026-09-22: 52.08%2026-09-23: 50.81%2026-09-24: 52.81%2026-09-25: 50.75%2026-09-28: 53.62%2026-09-29: 54.87%2026-09-30: 54.97%2026-10-01: 52.23%2026-10-02: 49.92%2026-10-05: 53.48%2026-10-06: 53.57%2026-10-07: 49.57%2026-10-08: 50.66%2026-10-09: 55.17%2026-10-12: 58.62%2026-10-13: 63.50%2026-10-14: 58.02%2026-10-15: 66.14%2026-10-16: 51.10%2026-10-19: 51.59%2026-10-20: 52.95%2026-10-21: 48.81%2026-10-22: 51.41%2026-10-23: 49.02%2026-10-26: 50.27%2026-10-27: 49.60%2026-10-28: 50.53%2026-10-29: 48.38%2026-10-30: 50.01%Aug 13Sep 29Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.02%
43.35%
47.26%
48.03%
53.35%
65.52%
43.91%
43.17%
43.52%
43.69%
44.17%
42.22%
45.76%
42.98%
46.44%
47.71%
50.59%
49.10%
52.08%
50.81%
52.81%
50.75%
53.62%
54.87%
54.97%
52.23%
49.92%
53.48%
53.57%
49.57%
50.66%
55.17%
58.62%
63.50%
58.02%
66.14%
51.10%
51.59%
52.95%
48.81%
51.41%
49.02%
50.27%
49.60%
50.53%
48.38%
50.01%