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LegalZoom.com, Inc. Common Stock LZ

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Market datapartial · fetched 2026-10-22T22:09:21.719Z

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 · 2026-10-22T20:00:02.544777774Z

FundamentalsAlpha Vantage · unavailable

Share price$7.12
1D+7.7%
AH$6.56$6.71$6.87$7.02$7.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLZ
Sold putSold callAH

LegalZoom.com, Inc. Common Stock options

Live interpolated LZ call and put midpoint premiums by absolute delta.LegalZoom.com, Inc. Common Stock$0.05$1.12$2.19$3.26$4.34$4.83$5.87$6.92$7.96$9.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LZ spot · $7.12LZ PRICE$0.16$0.20$0.24$0.31$0.38$0.46$0.53$0.61$0.71$0.86$1.00$1.15$1.29$0.24$0.31$0.39$0.47$0.54$0.69$0.87$1.06$1.25$1.50$1.78$2.06$4.03
PutsExpensive1.87×
CallsExpensive1.33×
SkewBearish+20.22 pp
Implied moveBearish±$1.40
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.8980.0%27.1%5.9093.7%20.4%
25Δ8.4974.9%22.1%6.1989.7%17.5%
30Δ8.0969.7%17.1%6.4387.2%15.2%
35Δ7.8669.1%14.7%6.6784.8%12.9%
40Δ7.6769.9%13.1%6.9182.3%10.7%
45Δ7.4870.8%11.5%7.1683.4%9.2%
50Δ7.3071.6%9.9%7.4186.9%8.2%
55Δ7.1172.4%8.4%7.6790.3%7.2%
60Δ6.9173.5%7.0%7.9393.7%6.2%
65Δ6.7075.1%6.1%8.2595.6%5.2%
70Δ6.4876.7%5.1%8.6096.8%4.2%
75Δ6.2778.3%4.1%8.9598.0%3.2%
80Δ6.0579.9%3.1%10.92142.3%3.2%

20Δ

Calls
Pseudo strike
8.89
IV
80.0%
B/E move
27.1%
Puts
Pseudo strike
5.90
IV
93.7%
B/E move
20.4%

25Δ

Calls
Pseudo strike
8.49
IV
74.9%
B/E move
22.1%
Puts
Pseudo strike
6.19
IV
89.7%
B/E move
17.5%

30Δ

Calls
Pseudo strike
8.09
IV
69.7%
B/E move
17.1%
Puts
Pseudo strike
6.43
IV
87.2%
B/E move
15.2%

35Δ

Calls
Pseudo strike
7.86
IV
69.1%
B/E move
14.7%
Puts
Pseudo strike
6.67
IV
84.8%
B/E move
12.9%

40Δ

Calls
Pseudo strike
7.67
IV
69.9%
B/E move
13.1%
Puts
Pseudo strike
6.91
IV
82.3%
B/E move
10.7%

45Δ

Calls
Pseudo strike
7.48
IV
70.8%
B/E move
11.5%
Puts
Pseudo strike
7.16
IV
83.4%
B/E move
9.2%

50Δ

Calls
Pseudo strike
7.30
IV
71.6%
B/E move
9.9%
Puts
Pseudo strike
7.41
IV
86.9%
B/E move
8.2%

55Δ

Calls
Pseudo strike
7.11
IV
72.4%
B/E move
8.4%
Puts
Pseudo strike
7.67
IV
90.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
6.91
IV
73.5%
B/E move
7.0%
Puts
Pseudo strike
7.93
IV
93.7%
B/E move
6.2%

65Δ

Calls
Pseudo strike
6.70
IV
75.1%
B/E move
6.1%
Puts
Pseudo strike
8.25
IV
95.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.48
IV
76.7%
B/E move
5.1%
Puts
Pseudo strike
8.60
IV
96.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
6.27
IV
78.3%
B/E move
4.1%
Puts
Pseudo strike
8.95
IV
98.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
6.05
IV
79.9%
B/E move
3.1%
Puts
Pseudo strike
10.92
IV
142.3%
B/E move
3.2%

Options history

No recorded observations