La Dea are three points clear of fifth place with two games remaining in Serie A, and are taking part in their first final since 1996.
Having lifted this trophy just once before way back in 1963, they are priced at 13/8 (2.63) with bet365 to end their long wait for more success by coming out on top at the Stadio Olimpico.
Simone Inzaghi's team has finished as runners-up in two of the last four seasons, but also can be backed at 13/8 (2.63) to go one better with a win this time out.
Just three of the last 23 encounters between this pair have resulted in draws, but there are odds of 9/4 (3.25) available on them taking this clash into extra-time after a deadlocked 90 minutes.
Papu Gomez, Andrea Masiello and Gianluca Mancini are all available after missing Saturday's win over Genoa due to suspension, with Rafael Toloi the only injury absentee.
Sergej Milinkovic-Savic is hoping to be involved as he makes his way back from injury, although Thomas Strakosha, Patric, Valon Berisha and Jordan Lukaku are all ruled out.
It is a mark of their quality that Gian Piero Gasperini's men were able to come out on top against Genoa without three of their key players, extending their unbeaten streak to 13 fixtures with a fifth win in a row.
Having won both league encounters against the Biancocelesti this season – including a 3-1 away victory at this stadium less than two weeks ago – they will be confident of adding to the feelgood factor with a first major trophy in over half a century.
With Lazio having lost four of their last nine matches, odds of 10/11 (1.91) seem generous on an in-form Atalanta lifting the trophy on Wednesday.
Odds correct at the time of writing. Please gamble responsibly.