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La-Z-Boy Incorporated LZB

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-11-12T03:04:07.264Z

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 · 2026-11-12T00:00:00.002005515Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T03:04:06.869786+00:00

Share price$32.94
1D+1.2%
AH$32.23$32.42$32.61$32.80$32.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLZB
Sold putSold callAH

La-Z-Boy Incorporated options

Live interpolated LZB call and put midpoint premiums by absolute delta.La-Z-Boy Incorporated$0.41$2.31$4.21$6.11$8.01$25.72$28.52$31.33$34.13$36.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LZB spot · $32.94LZB PRICE$0.62$0.78$0.94$1.10$1.32$1.59$1.87$2.14$2.41$2.69$2.96$3.23$0.90$1.16$1.44$1.77$2.10$2.43$2.76$3.09$3.42$4.37$5.40$6.43$7.46
PutsExpensive3.22×
Calls——
Skew——
Implied moveBearish±$4.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.02119.9%26.4%28.09127.5%17.5%
25Δ39.28112.9%21.6%29.19129.3%14.9%
30Δ37.55105.9%16.8%30.21129.6%12.7%
35Δ35.8198.8%12.1%31.00126.1%11.3%
40Δ34.6894.5%9.3%31.78122.6%9.9%
45Δ34.0992.6%8.3%32.57119.0%8.5%
50Δ33.5090.7%7.4%33.35115.5%7.1%
55Δ32.9088.7%6.4%34.14112.0%5.7%
60Δ32.3186.8%5.4%34.92108.5%4.4%
65Δ31.7184.9%4.4%36.10112.1%3.7%
70Δ31.1283.0%3.5%37.33116.6%3.1%
75Δ30.5281.0%2.5%38.55121.1%2.5%
80Δ39.78125.6%1.9%

20Δ

Calls
Pseudo strike
41.02
IV
119.9%
B/E move
26.4%
Puts
Pseudo strike
28.09
IV
127.5%
B/E move
17.5%

25Δ

Calls
Pseudo strike
39.28
IV
112.9%
B/E move
21.6%
Puts
Pseudo strike
29.19
IV
129.3%
B/E move
14.9%

30Δ

Calls
Pseudo strike
37.55
IV
105.9%
B/E move
16.8%
Puts
Pseudo strike
30.21
IV
129.6%
B/E move
12.7%

35Δ

Calls
Pseudo strike
35.81
IV
98.8%
B/E move
12.1%
Puts
Pseudo strike
31.00
IV
126.1%
B/E move
11.3%

40Δ

Calls
Pseudo strike
34.68
IV
94.5%
B/E move
9.3%
Puts
Pseudo strike
31.78
IV
122.6%
B/E move
9.9%

45Δ

Calls
Pseudo strike
34.09
IV
92.6%
B/E move
8.3%
Puts
Pseudo strike
32.57
IV
119.0%
B/E move
8.5%

50Δ

Calls
Pseudo strike
33.50
IV
90.7%
B/E move
7.4%
Puts
Pseudo strike
33.35
IV
115.5%
B/E move
7.1%

55Δ

Calls
Pseudo strike
32.90
IV
88.7%
B/E move
6.4%
Puts
Pseudo strike
34.14
IV
112.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
32.31
IV
86.8%
B/E move
5.4%
Puts
Pseudo strike
34.92
IV
108.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
31.71
IV
84.9%
B/E move
4.4%
Puts
Pseudo strike
36.10
IV
112.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
31.12
IV
83.0%
B/E move
3.5%
Puts
Pseudo strike
37.33
IV
116.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
30.52
IV
81.0%
B/E move
2.5%
Puts
Pseudo strike
38.55
IV
121.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.78
IV
125.6%
B/E move
1.9%

Options history

IV · four-Friday blend52.88%
Daily EOD
LZB46.6%50.2%53.7%2026-10-19: 48.96%2026-10-20: 47.10%2026-10-21: 49.56%2026-10-22: 49.61%2026-10-23: 50.87%2026-10-26: 52.34%2026-10-27: 50.85%2026-10-28: 49.13%2026-10-29: 53.24%2026-10-30: 52.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.96%
47.10%
49.56%
49.61%
50.87%
52.34%
50.85%
49.13%
53.24%
52.88%