ThetaOwl

LMND

Lemonade, Inc.Financial Services
$61.47
Bullish
Mkt Cap: $4.70B|Float: 70.7M|SI: 16.1%|DTC: 3.9
Data as of market close Apr 2, 2026
IV Rank
0
IV Pctl
0%
HV 20d
71.5%
52W Range
$24-$100
ATR(14)
$4.12
Exp. Move
±8.3%
P/C Ratio
0.75
Earnings
May 5
GEX Positive
DEX Long
Net Put Premium
IV Low
Max Pain Above
Exp. Move Wide

LMND Key Options Data

IV Rank
0%
Total GEX
$0.00B
Total DEX
$3.6M
Max Pain
$66.00
Expected Move
±8.3%
Put/Call OI
0.75
Net Premium
$-1.8M
Spot Price
$61.47

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$5.10±8.3%$56.37$66.57
2026-04-1715±$7.25±11.8%$54.22$68.72
2026-04-2422±$8.70±14.2%$52.77$70.17
2026-05-0129±$11.05±18.0%$50.42$72.52
2026-05-0836±$7.50±12.2%$53.97$68.97
2026-05-1543±$14.90±24.2%$46.57$76.37

Explore LMND options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.