LMND
Lemonade, Inc.Close $57.36EOD onlyThis page reflects LMND options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 23.25 | 20.20 | 22.80 | 0.00 | 6 | 1 | 365.6% | 0.975 | 0.0038 | -0.230 | 0.002 | 0.002 |
| 40.00 | 14.06 | 15.60 | 17.70 | 0.00 | 5 | 6 | 266.0% | 0.973 | 0.0055 | -0.179 | 0.003 | 0.002 |
| 43.00 | 12.18 | 12.60 | 14.70 | 2.18 | 1 | 5 | 221.9% | 0.967 | 0.0078 | -0.178 | 0.003 | 0.002 |
| 44.00 | 9.90 | 11.60 | 13.70 | 0.00 | 12 | 3 | 207.8% | 0.964 | 0.0089 | -0.178 | 0.003 | 0.002 |
| 45.00 | 11.20 | 10.20 | 12.70 | 3.22 | 1 | 12 | 193.8% | 0.961 | 0.0102 | -0.178 | 0.004 | 0.002 |
| 45.50 | 10.43 | 9.70 | 12.20 | 3.10 | 4 | 29 | 186.7% | 0.960 | 0.0109 | -0.177 | 0.004 | 0.002 |
| 46.50 | 9.70 | 8.70 | 11.20 | 2.55 | 1 | 29 | 173.0% | 0.956 | 0.0127 | -0.177 | 0.004 | 0.002 |
| 47.00 | 9.20 | 8.20 | 10.70 | 2.92 | 5 | 5 | 166.4% | 0.954 | 0.0138 | -0.177 | 0.004 | 0.002 |
| 48.00 | 8.20 | 7.20 | 9.70 | 3.06 | 6 | 5 | 152.7% | 0.949 | 0.0162 | -0.175 | 0.004 | 0.002 |
| 48.50 | 5.75 | 6.70 | 9.20 | 0.97 | 1 | 10 | 146.1% | 0.946 | 0.0177 | -0.175 | 0.005 | 0.002 |
| 49.00 | 7.09 | 6.30 | 8.70 | 0.00 | 2 | 2 | 139.3% | 0.943 | 0.0193 | -0.174 | 0.005 | 0.002 |
| 49.50 | 5.15 | 5.80 | 8.20 | 0.00 | 12 | 12 | 132.6% | 0.940 | 0.0212 | -0.174 | 0.005 | 0.003 |
| 50.00 | 6.28 | 5.30 | 7.80 | 2.68 | 111 | 134 | 135.9% | 0.922 | 0.0253 | -0.216 | 0.006 | 0.002 |
| 51.00 | 5.30 | 4.80 | 6.80 | 3.28 | 2 | 18 | 121.9% | 0.912 | 0.0310 | -0.213 | 0.007 | 0.003 |
| 52.00 | 4.57 | 3.80 | 5.80 | 1.15 | 5 | 130 | 107.6% | 0.899 | 0.0388 | -0.208 | 0.008 | 0.003 |
| 53.00 | 3.82 | 3.20 | 4.90 | 2.07 | 23 | 89 | 100.9% | 0.864 | 0.0509 | -0.239 | 0.009 | 0.002 |
| 54.00 | 2.97 | 2.70 | 4.10 | 1.57 | 42 | 504 | 98.5% | 0.807 | 0.0655 | -0.291 | 0.012 | 0.002 |
| 55.00 | 2.25 | 2.10 | 3.20 | 1.25 | 78 | 357 | 53.4% | 0.862 | 0.0973 | -0.131 | 0.009 | 0.003 |
| 56.00 | 2.05 | 1.90 | 2.80 | 1.45 | 212 | 299 | 77.0% | 0.675 | 0.1101 | -0.298 | 0.015 | 0.002 |
| 57.00 | 1.50 | 1.05 | 1.90 | 1.10 | 660 | 242 | 62.2% | 0.565 | 0.1490 | -0.264 | 0.017 | 0.002 |
| 58.00 | 0.58 | 0.75 | 1.20 | 0.33 | 69 | 303 | 60.8% | 0.413 | 0.1508 | -0.254 | 0.017 | 0.001 |
| 59.00 | 0.62 | 0.50 | 0.80 | 0.42 | 106 | 76 | 62.3% | 0.280 | 0.1272 | -0.224 | 0.014 | 0.001 |
| 60.00 | 0.44 | 0.25 | 0.65 | 0.29 | 920 | 1,476 | 65.4% | 0.184 | 0.0958 | -0.186 | 0.011 | 0.001 |
| 61.00 | 0.20 | 0.15 | 0.30 | 0.05 | 106 | 106 | 61.5% | 0.093 | 0.0636 | -0.109 | 0.007 | 0.000 |
| 62.00 | 0.08 | 0.00 | 0.15 | 0.01 | 71 | 222 | 54.9% | 0.029 | 0.0288 | -0.039 | 0.003 | 0.000 |
| 63.00 | 0.10 | 0.00 | 0.10 | 0.00 | 1 | 73 | 58.6% | 0.016 | 0.0164 | -0.025 | 0.002 | 0.000 |
| 64.00 | 0.25 | 0.00 | 0.90 | 0.00 | 1 | 41 | 112.9% | 0.103 | 0.0373 | -0.215 | 0.008 | 0.000 |
| 65.00 | 0.05 | 0.00 | 0.20 | 0.00 | 12 | 211 | 84.4% | 0.025 | 0.0161 | -0.052 | 0.002 | 0.000 |
| 66.00 | 0.05 | 0.00 | 0.05 | 0.00 | 2 | 37 | 73.4% | 0.005 | 0.0050 | -0.012 | 0.001 | 0.000 |
| 67.00 | 0.40 | 0.00 | 0.05 | 0.00 | 1 | 8 | 79.7% | 0.005 | 0.0040 | -0.012 | 0.001 | 0.000 |
| 68.00 | 0.09 | 0.00 | 0.05 | -0.10 | 1 | 35 | 85.9% | 0.004 | 0.0034 | -0.011 | 0.001 | 0.000 |
| 69.00 | 0.03 | 0.00 | 1.05 | -0.17 | 1 | 23 | 168.2% | 0.078 | 0.0204 | -0.260 | 0.006 | 0.000 |
| 70.00 | 0.02 | 0.00 | 0.05 | 0.00 | 11 | 104 | 98.4% | 0.004 | 0.0025 | -0.011 | 0.000 | 0.000 |
| 71.00 | 0.01 | 0.00 | 0.90 | 0.00 | 5 | 22 | 178.3% | 0.061 | 0.0159 | -0.228 | 0.005 | 0.000 |
| 72.00 | 0.41 | 0.00 | 0.90 | 0.00 | 1 | 7 | 186.7% | 0.058 | 0.0146 | -0.230 | 0.005 | 0.000 |
| 73.00 | 0.50 | 0.00 | 0.90 | 0.00 | 3 | 19 | 194.7% | 0.055 | 0.0134 | -0.230 | 0.005 | 0.000 |
| 74.00 | 3.20 | 0.00 | 0.90 | 0.00 | 0 | 3 | 202.5% | 0.052 | 0.0124 | -0.230 | 0.005 | 0.000 |
| 75.00 | 0.13 | 0.00 | 0.50 | -0.10 | 5 | 147 | 184.0% | 0.029 | 0.0084 | -0.129 | 0.003 | 0.000 |
| 76.00 | 0.37 | 0.00 | 0.90 | 0.00 | 4 | 7 | 217.8% | 0.048 | 0.0108 | -0.231 | 0.004 | 0.000 |
| 77.00 | 0.27 | 0.00 | 0.90 | 0.00 | 0 | 2 | 225.0% | 0.046 | 0.0101 | -0.231 | 0.004 | 0.000 |
| 78.00 | 0.41 | 0.00 | 0.90 | 0.00 | 1 | 1 | 232.2% | 0.045 | 0.0095 | -0.232 | 0.004 | 0.000 |
| 80.00 | 0.06 | 0.00 | 0.90 | 0.00 | 5 | 29 | 246.1% | 0.041 | 0.0085 | -0.232 | 0.004 | 0.000 |
| 81.00 | 0.83 | 0.00 | 0.90 | 0.00 | 1 | 3 | 252.7% | 0.040 | 0.0080 | -0.232 | 0.004 | 0.000 |
| 82.00 | 1.50 | 0.00 | 0.90 | 0.00 | 1 | 2 | 259.4% | 0.039 | 0.0076 | -0.232 | 0.004 | 0.000 |
| 83.00 | 2.17 | 0.00 | 0.90 | 0.00 | 1 | 0 | 266.0% | 0.038 | 0.0073 | -0.233 | 0.003 | 0.000 |
| 85.00 | 0.03 | 0.00 | 0.90 | 0.00 | 10 | 65 | 278.5% | 0.036 | 0.0066 | -0.232 | 0.003 | 0.000 |
| 90.00 | 0.03 | 0.00 | 0.90 | 0.00 | 4 | 35 | 308.2% | 0.031 | 0.0054 | -0.232 | 0.003 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 0.05 | 0.00 | 1.10 | 0.00 | 5 | 6 | 385.2% | -0.030 | 0.0042 | -0.280 | 0.003 | -0.000 |
| 40.00 | 0.10 | 0.00 | 0.05 | 0.00 | 1 | 2,476 | 170.3% | -0.002 | 0.0008 | -0.010 | 0.000 | -0.000 |
| 42.00 | 0.15 | 0.00 | 0.60 | 0.00 | 40 | 4 | 229.7% | -0.027 | 0.0065 | -0.154 | 0.003 | -0.000 |
| 42.50 | 0.15 | 0.00 | 0.90 | 0.00 | 10 | 4 | 245.5% | -0.041 | 0.0084 | -0.228 | 0.004 | -0.000 |
| 43.00 | 0.21 | 0.00 | 0.90 | 0.00 | 0 | 5 | 237.9% | -0.042 | 0.0089 | -0.227 | 0.004 | -0.000 |
| 43.50 | 0.22 | 0.00 | 0.90 | 0.00 | 0 | 7 | 230.5% | -0.044 | 0.0095 | -0.227 | 0.004 | -0.000 |
| 44.00 | 0.23 | 0.00 | 0.90 | 0.00 | 2 | 1 | 223.0% | -0.046 | 0.0101 | -0.226 | 0.004 | -0.000 |
| 44.50 | 0.20 | 0.00 | 0.90 | 0.00 | 4 | 4 | 215.6% | -0.047 | 0.0108 | -0.225 | 0.004 | -0.000 |
| 45.00 | 0.10 | 0.00 | 0.05 | 0.00 | 45 | 104 | 120.3% | -0.003 | 0.0017 | -0.011 | 0.000 | -0.000 |
| 45.50 | 0.12 | 0.00 | 0.05 | 0.00 | 2 | 27 | 115.6% | -0.003 | 0.0018 | -0.011 | 0.000 | -0.000 |
| 46.00 | 0.10 | 0.00 | 0.05 | 0.00 | 12 | 50 | 110.9% | -0.003 | 0.0020 | -0.011 | 0.000 | -0.000 |
| 46.50 | 0.35 | 0.00 | 0.95 | 0.00 | 10 | 75 | 189.5% | -0.058 | 0.0145 | -0.234 | 0.005 | -0.000 |
| 47.00 | 0.16 | 0.00 | 0.20 | 0.05 | 1 | 375 | 126.6% | -0.015 | 0.0070 | -0.050 | 0.002 | -0.000 |
| 47.50 | 0.08 | 0.00 | 0.15 | -0.15 | 153 | 99 | 114.8% | -0.012 | 0.0063 | -0.037 | 0.001 | -0.000 |
| 48.00 | 0.05 | 0.00 | 0.35 | -0.13 | 34 | 128 | 129.7% | -0.028 | 0.0118 | -0.089 | 0.003 | -0.000 |
| 48.50 | 0.14 | 0.00 | 0.15 | -0.11 | 5 | 68 | 103.9% | -0.013 | 0.0076 | -0.037 | 0.001 | -0.000 |
| 49.00 | 0.05 | 0.00 | 0.15 | -0.20 | 17 | 145 | 98.8% | -0.014 | 0.0086 | -0.038 | 0.002 | -0.000 |
| 49.50 | 0.07 | 0.00 | 0.20 | -0.23 | 5 | 150 | 98.8% | -0.020 | 0.0115 | -0.051 | 0.002 | -0.000 |
| 50.00 | 0.10 | 0.05 | 0.15 | -0.30 | 91 | 346 | 93.4% | -0.021 | 0.0129 | -0.051 | 0.002 | -0.000 |
| 51.00 | 0.09 | 0.00 | 0.15 | -0.53 | 24 | 225 | 77.7% | -0.019 | 0.0140 | -0.038 | 0.002 | -0.000 |
| 52.00 | 0.15 | 0.00 | 0.20 | -1.10 | 118 | 576 | 71.5% | -0.030 | 0.0222 | -0.051 | 0.003 | -0.000 |
| 53.00 | 0.24 | 0.10 | 0.35 | -1.31 | 24 | 98 | 74.8% | -0.072 | 0.0433 | -0.109 | 0.006 | -0.000 |
| 54.00 | 0.40 | 0.15 | 0.60 | -2.05 | 22 | 111 | 74.0% | -0.129 | 0.0668 | -0.164 | 0.009 | -0.000 |
| 55.00 | 0.61 | 0.30 | 0.95 | -2.23 | 28 | 512 | 75.0% | -0.215 | 0.0918 | -0.231 | 0.012 | -0.001 |
| 56.00 | 0.95 | 0.65 | 1.25 | -3.60 | 22 | 33 | 74.9% | -0.321 | 0.1126 | -0.282 | 0.015 | -0.001 |
| 57.00 | 1.30 | 1.00 | 1.60 | -2.83 | 10 | 34 | 71.2% | -0.440 | 0.1305 | -0.295 | 0.017 | -0.001 |
| 58.00 | 1.88 | 1.55 | 2.15 | -2.92 | 3 | 31 | 72.4% | -0.570 | 0.1278 | -0.298 | 0.017 | -0.002 |
| 59.00 | 5.70 | 2.10 | 3.10 | 0.00 | 3 | 7 | 78.5% | -0.674 | 0.1080 | -0.295 | 0.015 | -0.002 |
| 60.00 | 3.89 | 2.80 | 4.60 | -3.17 | 5 | 190 | 100.1% | -0.715 | 0.0799 | -0.356 | 0.014 | -0.002 |
| 61.00 | 6.71 | 3.60 | 5.50 | -1.24 | 1 | 9 | 106.7% | -0.769 | 0.0671 | -0.339 | 0.013 | -0.003 |
| 62.00 | 6.15 | 4.50 | 6.50 | -2.66 | 2 | 9 | 117.4% | -0.802 | 0.0558 | -0.341 | 0.012 | -0.003 |
| 63.00 | 7.07 | 5.30 | 7.40 | -3.22 | 2 | 8 | 120.5% | -0.842 | 0.0471 | -0.302 | 0.010 | -0.003 |
| 64.00 | 6.15 | 6.40 | 8.90 | 0.00 | 10 | 6 | 152.0% | -0.820 | 0.0407 | -0.417 | 0.011 | -0.003 |
| 65.00 | 9.14 | 7.30 | 9.80 | -4.70 | 20 | 135 | 157.2% | -0.845 | 0.0357 | -0.391 | 0.010 | -0.003 |
| 66.00 | 13.21 | 8.40 | 10.80 | 0.00 | 2 | 4 | 171.9% | -0.850 | 0.0319 | -0.418 | 0.010 | -0.003 |
| 67.00 | 14.18 | 9.40 | 11.80 | 0.00 | 2 | 2 | 182.7% | -0.860 | 0.0287 | -0.425 | 0.009 | -0.003 |
| 68.00 | 12.80 | 10.40 | 12.80 | 0.00 | 4 | 1 | 193.2% | -0.868 | 0.0261 | -0.431 | 0.009 | -0.003 |
| 69.00 | 8.70 | 11.30 | 13.80 | 0.00 | 0 | 0 | 199.7% | -0.880 | 0.0236 | -0.417 | 0.009 | -0.003 |
| 70.00 | 16.58 | 12.30 | 14.80 | 0.00 | 1 | 0 | 209.4% | -0.886 | 0.0217 | -0.421 | 0.008 | -0.004 |
| 71.00 | 10.21 | 13.40 | 15.80 | 0.00 | 1 | 1 | 222.8% | -0.887 | 0.0203 | -0.446 | 0.008 | -0.004 |
| 72.00 | 19.11 | 14.40 | 16.50 | 0.00 | 4 | 0 | 220.0% | -0.905 | 0.0180 | -0.386 | 0.007 | -0.004 |
| 73.00 | 20.08 | 15.40 | 17.80 | 0.00 | 4 | 0 | 241.0% | -0.896 | 0.0176 | -0.453 | 0.008 | -0.004 |
| 78.00 | 25.05 | 20.40 | 22.50 | 0.00 | 2 | 0 | 269.5% | -0.925 | 0.0124 | -0.396 | 0.006 | -0.004 |
| 79.00 | 25.95 | 21.40 | 23.50 | 0.00 | 2 | 2 | 277.1% | -0.927 | 0.0117 | -0.397 | 0.006 | -0.004 |
| 80.00 | 26.47 | 22.30 | 24.50 | 0.00 | 9 | 0 | 279.9% | -0.933 | 0.0109 | -0.375 | 0.005 | -0.004 |
| 81.00 | 28.27 | 23.40 | 25.50 | 0.00 | 1 | 0 | 292.0% | -0.932 | 0.0106 | -0.400 | 0.006 | -0.004 |
| 83.00 | 25.47 | 25.10 | 27.50 | 0.00 | 0 | 0 | 290.6% | -0.946 | 0.0089 | -0.328 | 0.005 | -0.004 |
| 85.00 | 29.31 | 27.20 | 29.50 | 0.00 | 2 | 0 | 309.4% | -0.945 | 0.0084 | -0.353 | 0.005 | -0.004 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.