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LegalZoom.com, Inc. Common Stock LZ

i

Market dataready · fetched 2026-11-12T16:28:53.818Z

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 · 2026-11-12T16:28:00.577261387Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:28:52.811794+00:00

Share price$5.01
1D+2.4%
$4.85$4.90$4.95$5.01$5.065:30 AM6:30 AM9:00 AM1:00 PMLZ
Sold putSold call

LegalZoom.com, Inc. Common Stock options

Live interpolated LZ call and put midpoint premiums by absolute delta.LegalZoom.com, Inc. Common Stock$0.05$0.31$0.58$0.85$1.11$2.75$3.96$5.18$6.39$7.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LZ spot · $5.00LZ PRICE$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.10$0.12$0.14$0.16$0.17$0.19$0.27$0.40$0.53$0.65$0.78$0.91$1.04
PutsCheap0.42×
Calls——
Skew——
Implied moveBearish±$0.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.8496.8%18.1%4.21128.7%17.8%
25Δ5.7192.1%16.0%4.36117.8%15.3%
30Δ5.5887.4%13.8%4.50106.9%12.8%
35Δ5.4582.8%11.6%4.6596.0%10.3%
40Δ5.3378.1%9.4%4.7985.1%7.7%
45Δ5.2073.4%7.3%4.9474.2%5.2%
50Δ5.0768.7%5.1%5.0873.7%3.9%
55Δ5.2381.6%3.5%
60Δ5.3789.5%3.2%
65Δ5.5297.4%2.8%
70Δ5.66105.3%2.4%
75Δ5.81113.2%2.1%
80Δ5.96121.1%1.7%

20Δ

Calls
Pseudo strike
5.84
IV
96.8%
B/E move
18.1%
Puts
Pseudo strike
4.21
IV
128.7%
B/E move
17.8%

25Δ

Calls
Pseudo strike
5.71
IV
92.1%
B/E move
16.0%
Puts
Pseudo strike
4.36
IV
117.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
5.58
IV
87.4%
B/E move
13.8%
Puts
Pseudo strike
4.50
IV
106.9%
B/E move
12.8%

35Δ

Calls
Pseudo strike
5.45
IV
82.8%
B/E move
11.6%
Puts
Pseudo strike
4.65
IV
96.0%
B/E move
10.3%

40Δ

Calls
Pseudo strike
5.33
IV
78.1%
B/E move
9.4%
Puts
Pseudo strike
4.79
IV
85.1%
B/E move
7.7%

45Δ

Calls
Pseudo strike
5.20
IV
73.4%
B/E move
7.3%
Puts
Pseudo strike
4.94
IV
74.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
5.07
IV
68.7%
B/E move
5.1%
Puts
Pseudo strike
5.08
IV
73.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
81.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
89.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.52
IV
97.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.66
IV
105.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.81
IV
113.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.96
IV
121.1%
B/E move
1.7%

Options history

IV · four-Friday blend70.17%
Daily EOD
LZ66.9%69.8%72.8%2026-10-19: 67.30%2026-10-20: 69.21%2026-10-21: 67.87%2026-10-22: 69.86%2026-10-23: 69.76%2026-10-26: 71.38%2026-10-27: 72.37%2026-10-28: 71.71%2026-10-29: 71.97%2026-10-30: 70.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.30%
69.21%
67.87%
69.86%
69.76%
71.38%
72.37%
71.71%
71.97%
70.17%