LAZ · Expected Move
Lazard, Inc.
The expected move for LAZ is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LAZ straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LAZ Expected Move
30-Day Straddle
$4.67
7-Day Straddle
$2.77
30-Day ATM IV
46.0%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to LAZ's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LAZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $4.67 | $2.77 | 46.0% | 46% |
| 20261106 | $5.22 | $3.92 | 51.9% | 79% |
| 20261105 | $5.53 | $3.72 | 54.7% | 95% |
| 20261104 | $4.35 | $4.35 | 51.2% | 76% |
| 20261103 | $3.92 | $3.92 | 53.0% | 85% |
| 20261102 | $4.15 | $4.15 | 51.9% | 79% |
| 20261030 | $3.75 | $3.75 | 50.5% | 72% |
| 20261029 | $4.50 | $4.50 | 51.2% | 75% |
| 20261028 | $3.73 | $3.73 | 50.2% | 70% |
| 20261027 | $4.15 | $4.15 | 51.5% | 77% |
| 20261026 | $4.30 | $4.30 | 52.8% | 84% |
| 20261023 | $4.22 | $4.22 | 50.2% | 70% |
| 20261022 | $4.65 | $4.65 | 55.0% | 97% |
| 20261021 | $4.10 | $4.10 | 49.5% | 66% |
| 20261020 | $4.70 | $4.70 | 54.8% | 95% |
| 20261019 | $4.78 | $4.78 | 55.3% | 98% |
| 20261016 | $4.88 | $1.25 | 55.1% | 97% |
| 20261015 | $4.70 | $1.50 | 52.4% | 82% |
| 20261014 | $4.50 | $1.30 | 49.2% | 64% |
| 20261013 | $4.72 | $2.80 | 48.8% | 62% |
| 20261012 | $4.90 | $2.70 | 51.2% | 75% |
| 20261009 | $5.15 | $2.85 | 53.3% | 87% |
| 20261008 | $4.95 | $2.12 | 50.8% | 73% |
| 20261007 | $4.97 | $2.38 | 50.4% | 71% |
| 20261006 | $5.38 | $3.17 | 53.7% | 89% |
| 20261005 | $4.83 | $2.15 | 49.4% | 65% |
| 20261002 | $3.12 | $3.12 | 47.1% | 52% |
| 20261001 | $3.62 | $3.62 | 52.0% | 80% |
| 20260930 | $3.92 | $3.92 | 55.7% | 100% |
| 20260929 | $3.88 | $3.88 | 53.9% | 92% |
| 20260928 | $3.78 | $3.78 | 52.7% | 86% |
| 20260925 | $3.62 | $3.62 | 51.6% | 80% |
| 20260924 | $3.45 | $3.45 | 52.6% | 85% |
| 20260923 | $3.62 | $3.62 | 50.3% | 72% |
| 20260922 | $4.03 | $4.03 | 50.6% | 74% |
| 20260921 | $4.30 | $4.30 | 50.5% | 73% |
| 20260918 | $4.47 | $1.65 | 54.2% | 94% |
| 20260917 | $3.55 | $1.40 | 43.8% | 35% |
| 20260916 | $4.00 | $2.42 | 45.4% | 44% |
| 20260915 | $4.47 | $1.73 | 46.2% | 48% |
| 20260914 | $4.00 | $2.15 | 42.5% | 28% |
| 20260911 | $4.53 | $2.90 | 43.2% | 32% |
| 20260910 | $4.85 | $2.55 | 47.0% | 53% |
| 20260909 | $5.65 | $3.90 | 51.9% | 81% |
| 20260908 | $4.90 | $2.08 | 43.1% | 31% |
| 20260904 | $5.22 | $2.85 | 42.8% | 30% |
| 20260903 | $5.33 | $3.38 | 44.7% | 40% |
| 20260902 | $3.28 | $3.28 | 42.8% | 29% |
| 20260901 | $4.12 | $4.12 | 43.4% | 33% |
| 20260831 | $3.67 | $3.67 | 42.8% | 29% |
| 20260828 | $3.45 | $3.45 | 41.0% | 19% |
| 20260827 | $3.55 | $3.55 | 40.5% | 16% |
| 20260826 | $3.60 | $3.60 | 41.1% | 19% |
| 20260825 | $3.20 | $3.20 | 39.8% | 12% |
| 20260824 | $3.90 | $3.90 | 40.3% | 15% |
| 20260821 | $4.03 | $0.55 | 39.7% | 12% |
| 20260820 | $4.85 | $0.85 | 43.8% | 35% |
| 20260819 | $4.15 | $2.25 | 40.2% | 15% |
| 20260818 | $4.55 | $1.55 | 43.3% | 32% |
| 20260817 | $4.12 | $2.25 | 40.1% | 14% |
More on LAZ
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.