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Lazard, Inc. LAZ

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Market datapartial · fetched 2026-10-22T12:09:37.312Z

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 · 2026-10-22T11:51:16.742350903Z

FundamentalsAlpha Vantage · unavailable

Share price$35.10
1D
Price history unavailable.

Lazard, Inc. options

Live interpolated LAZ call and put midpoint premiums by absolute delta.Lazard, Inc.$0.29$3.12$5.96$8.80$11.63$26.19$31.12$36.06$40.99$45.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAZ spot · $35.10LAZ PRICE$0.66$0.90$1.21$1.64$1.86$2.06$2.48$3.32$4.09$4.97$6.22$8.26$10.81$0.59$0.78$1.01$1.23$1.28$1.21$1.47$1.78$1.92$1.99$2.05$2.12
PutsCheap0.55×
CallsExpensive1.54×
SkewBullish-51.07 pp
Implied moveBullish±$3.95
TiltBullish47.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.7564.8%20.8%31.4850.7%12.0%
25Δ40.6866.6%18.5%32.4148.4%9.9%
30Δ39.7369.6%16.7%33.0349.7%8.8%
35Δ39.2077.8%16.4%33.7048.6%7.5%
40Δ37.9473.9%13.4%34.3343.2%5.9%
45Δ36.7668.6%10.6%34.9334.2%3.9%
50Δ35.8870.3%9.3%35.4034.4%3.3%
55Δ35.1283.2%9.5%35.8635.8%2.9%
60Δ34.0990.3%8.8%36.1834.1%2.4%
65Δ32.8997.2%7.9%36.4531.0%1.8%
70Δ31.42108.9%7.2%36.7127.8%1.3%
75Δ29.33132.8%7.1%36.9824.6%0.7%
80Δ26.62160.9%6.6%

20Δ

Calls
Pseudo strike
41.75
IV
64.8%
B/E move
20.8%
Puts
Pseudo strike
31.48
IV
50.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
40.68
IV
66.6%
B/E move
18.5%
Puts
Pseudo strike
32.41
IV
48.4%
B/E move
9.9%

30Δ

Calls
Pseudo strike
39.73
IV
69.6%
B/E move
16.7%
Puts
Pseudo strike
33.03
IV
49.7%
B/E move
8.8%

35Δ

Calls
Pseudo strike
39.20
IV
77.8%
B/E move
16.4%
Puts
Pseudo strike
33.70
IV
48.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
37.94
IV
73.9%
B/E move
13.4%
Puts
Pseudo strike
34.33
IV
43.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
36.76
IV
68.6%
B/E move
10.6%
Puts
Pseudo strike
34.93
IV
34.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
35.88
IV
70.3%
B/E move
9.3%
Puts
Pseudo strike
35.40
IV
34.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
35.12
IV
83.2%
B/E move
9.5%
Puts
Pseudo strike
35.86
IV
35.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
34.09
IV
90.3%
B/E move
8.8%
Puts
Pseudo strike
36.18
IV
34.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
32.89
IV
97.2%
B/E move
7.9%
Puts
Pseudo strike
36.45
IV
31.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
31.42
IV
108.9%
B/E move
7.2%
Puts
Pseudo strike
36.71
IV
27.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
29.33
IV
132.8%
B/E move
7.1%
Puts
Pseudo strike
36.98
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
26.62
IV
160.9%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations