LMND
Lemonade, Inc.Close $50.12EOD 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 | 16.80 | 14.00 | 17.30 | 0.00 | 1 | 41 | 264.8% | 0.947 | 0.0090 | -0.220 | 0.005 | 0.003 |
| 37.00 | 13.98 | 11.50 | 15.30 | 1.28 | 2 | 2 | 197.7% | 0.963 | 0.0090 | -0.125 | 0.004 | 0.003 |
| 39.00 | 11.88 | 9.40 | 13.30 | 0.98 | 1 | 2 | 162.1% | 0.963 | 0.0111 | -0.104 | 0.004 | 0.003 |
| 40.00 | 10.98 | 8.60 | 12.30 | 1.08 | 1 | 5 | 162.9% | 0.946 | 0.0149 | -0.140 | 0.005 | 0.003 |
| 44.00 | 7.38 | 5.30 | 7.80 | 0.00 | 2 | 11 | 117.6% | 0.899 | 0.0330 | -0.161 | 0.008 | 0.003 |
| 45.00 | 5.30 | 4.90 | 5.70 | -0.10 | 4 | 31 | 79.3% | 0.938 | 0.0338 | -0.078 | 0.006 | 0.003 |
| 46.00 | 4.49 | 3.50 | 5.40 | -2.99 | 2 | 17 | 80.9% | 0.887 | 0.0521 | -0.122 | 0.009 | 0.003 |
| 47.00 | 6.53 | 2.45 | 4.80 | 0.00 | 0 | 17 | 79.2% | 0.825 | 0.0715 | -0.159 | 0.012 | 0.003 |
| 49.00 | 4.53 | 1.40 | 2.10 | 0.00 | 0 | 1 | 53.2% | 0.691 | 0.1456 | -0.146 | 0.016 | 0.003 |
| 50.00 | 1.25 | 1.00 | 1.30 | 0.09 | 54 | 963 | 52.1% | 0.533 | 0.1681 | -0.160 | 0.018 | 0.002 |
| 51.00 | 0.73 | 0.60 | 0.85 | -0.15 | 47 | 54 | 52.5% | 0.369 | 0.1580 | -0.152 | 0.017 | 0.001 |
| 52.00 | 0.40 | 0.35 | 0.45 | -0.12 | 67 | 248 | 51.2% | 0.223 | 0.1283 | -0.117 | 0.014 | 0.001 |
| 53.00 | 0.25 | 0.05 | 0.35 | -0.08 | 20 | 120 | 50.2% | 0.116 | 0.0854 | -0.075 | 0.009 | 0.000 |
| 54.00 | 0.10 | 0.10 | 0.15 | -0.14 | 41 | 209 | 53.5% | 0.066 | 0.0528 | -0.052 | 0.006 | 0.000 |
| 55.00 | 0.05 | 0.05 | 0.10 | -0.08 | 333 | 687 | 56.3% | 0.037 | 0.0315 | -0.034 | 0.004 | 0.000 |
| 56.00 | 0.07 | 0.00 | 0.15 | -0.03 | 9 | 345 | 64.5% | 0.031 | 0.0240 | -0.035 | 0.003 | 0.000 |
| 57.00 | 0.10 | 0.00 | 0.20 | 0.04 | 2 | 83 | 77.0% | 0.036 | 0.0224 | -0.046 | 0.004 | 0.000 |
| 58.00 | 0.05 | 0.00 | 0.15 | 0.00 | 5 | 95 | 80.1% | 0.024 | 0.0157 | -0.035 | 0.003 | 0.000 |
| 59.00 | 0.10 | 0.00 | 0.10 | 0.05 | 14 | 133 | 81.6% | 0.015 | 0.0104 | -0.024 | 0.002 | 0.000 |
| 60.00 | 0.03 | 0.00 | 0.05 | -0.02 | 14 | 1,108 | 79.7% | 0.007 | 0.0055 | -0.012 | 0.001 | 0.000 |
| 61.00 | 0.03 | 0.00 | 0.15 | 0.00 | 3 | 97 | 101.6% | 0.019 | 0.0099 | -0.035 | 0.002 | 0.000 |
| 62.00 | 0.05 | 0.00 | 0.05 | 0.00 | 5 | 75 | 92.2% | 0.006 | 0.0042 | -0.012 | 0.001 | 0.000 |
| 63.00 | 0.07 | 0.00 | 1.15 | 0.00 | 1 | 215 | 179.9% | 0.094 | 0.0205 | -0.228 | 0.008 | 0.000 |
| 64.00 | 0.25 | 0.00 | 0.95 | 0.00 | 2 | 29 | 178.7% | 0.077 | 0.0178 | -0.196 | 0.007 | 0.000 |
| 65.00 | 0.05 | 0.00 | 0.95 | 0.00 | 2 | 193 | 186.7% | 0.074 | 0.0165 | -0.198 | 0.006 | 0.000 |
| 66.00 | 0.33 | 0.00 | 0.95 | 0.00 | 0 | 6 | 194.5% | 0.071 | 0.0153 | -0.200 | 0.006 | 0.000 |
| 67.00 | 0.50 | 0.00 | 0.95 | 0.00 | 2 | 5 | 202.0% | 0.068 | 0.0143 | -0.201 | 0.006 | 0.000 |
| 68.00 | 0.25 | 0.00 | 0.95 | 0.00 | 5 | 6 | 209.4% | 0.065 | 0.0134 | -0.203 | 0.006 | 0.000 |
| 69.00 | 0.15 | 0.00 | 0.05 | 0.00 | 2 | 26 | 129.7% | 0.004 | 0.0020 | -0.011 | 0.001 | 0.000 |
| 70.00 | 0.01 | 0.00 | 0.05 | 0.00 | 20 | 1,675 | 134.4% | 0.004 | 0.0018 | -0.011 | 0.001 | 0.000 |
| 71.00 | 2.55 | 0.00 | 0.95 | 0.00 | 4 | 70 | 230.3% | 0.059 | 0.0113 | -0.206 | 0.005 | 0.000 |
| 72.00 | 0.10 | 0.00 | 0.95 | 0.00 | 9 | 28 | 236.9% | 0.057 | 0.0107 | -0.207 | 0.005 | 0.000 |
| 73.00 | 3.50 | 0.00 | 1.15 | 0.00 | 0 | 2 | 254.7% | 0.065 | 0.0110 | -0.246 | 0.006 | 0.000 |
| 74.00 | 0.05 | 0.00 | 0.20 | -0.07 | 1 | 4 | 185.9% | 0.013 | 0.0040 | -0.047 | 0.002 | 0.000 |
| 75.00 | 0.25 | 0.00 | 0.10 | 0.24 | 4 | 751 | 172.7% | 0.006 | 0.0023 | -0.023 | 0.001 | 0.000 |
| 76.00 | 0.48 | 0.00 | 1.35 | 0.00 | 2 | 62 | 284.8% | 0.069 | 0.0103 | -0.287 | 0.006 | 0.000 |
| 77.00 | 0.80 | 0.00 | 0.20 | 0.64 | 1 | 11 | 201.6% | 0.012 | 0.0034 | -0.048 | 0.001 | 0.000 |
| 80.00 | 0.05 | 0.00 | 0.05 | 0.00 | 2 | 491 | 179.7% | 0.003 | 0.0010 | -0.011 | 0.000 | 0.000 |
| 85.00 | 0.10 | 0.00 | 0.35 | 0.00 | 5 | 171 | 260.2% | 0.017 | 0.0036 | -0.083 | 0.002 | 0.000 |
| 90.00 | 0.02 | 0.00 | 1.35 | 0.00 | 1 | 334 | 363.3% | 0.054 | 0.0066 | -0.300 | 0.005 | 0.000 |
| 95.00 | 0.09 | 0.00 | 0.60 | -0.41 | 1 | 130 | 330.9% | 0.024 | 0.0037 | -0.141 | 0.003 | 0.000 |
| 100.00 | 0.05 | 0.00 | 0.85 | 0.00 | 1 | 1,329 | 373.8% | 0.031 | 0.0041 | -0.198 | 0.003 | 0.000 |
| 105.00 | 0.05 | 0.00 | 0.55 | 0.00 | 1 | 4 | 364.8% | 0.019 | 0.0028 | -0.130 | 0.002 | 0.000 |
| 110.00 | 0.05 | 0.00 | 0.15 | 0.00 | 1 | 57 | 318.0% | 0.005 | 0.0010 | -0.034 | 0.001 | 0.000 |
| 115.00 | 0.09 | 0.00 | 0.45 | 0.04 | 1 | 109 | 387.1% | 0.014 | 0.0021 | -0.106 | 0.002 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 0.05 | 0.00 | 0.25 | 0.00 | 1 | 115 | 192.2% | -0.016 | 0.0045 | -0.057 | 0.002 | -0.000 |
| 37.00 | 0.20 | 0.00 | 0.20 | 0.00 | 1 | 1 | 160.2% | -0.015 | 0.0053 | -0.046 | 0.002 | -0.000 |
| 40.00 | 0.33 | 0.00 | 0.10 | 0.00 | 2 | 92 | 110.2% | -0.010 | 0.0055 | -0.023 | 0.001 | -0.000 |
| 41.00 | 0.19 | 0.00 | 0.10 | 0.00 | 1 | 11 | 100.0% | -0.012 | 0.0068 | -0.023 | 0.001 | -0.000 |
| 42.00 | 0.11 | 0.00 | 0.10 | 0.00 | 1 | 46 | 89.8% | -0.013 | 0.0084 | -0.023 | 0.002 | -0.000 |
| 43.00 | 0.09 | 0.00 | 0.10 | 0.00 | 1 | 6 | 79.7% | -0.015 | 0.0106 | -0.023 | 0.002 | -0.000 |
| 44.00 | 0.05 | 0.00 | 0.10 | 0.00 | 10 | 42 | 69.5% | -0.018 | 0.0138 | -0.023 | 0.002 | -0.000 |
| 45.00 | 0.05 | 0.00 | 0.05 | -0.07 | 30 | 2,094 | 52.3% | -0.011 | 0.0119 | -0.011 | 0.001 | -0.000 |
| 46.00 | 0.08 | 0.00 | 0.10 | -0.02 | 15 | 96 | 57.4% | -0.046 | 0.0372 | -0.042 | 0.004 | -0.000 |
| 47.00 | 0.10 | 0.10 | 0.15 | -0.05 | 33 | 230 | 51.6% | -0.080 | 0.0634 | -0.058 | 0.007 | -0.000 |
| 47.50 | 0.15 | 0.10 | 0.25 | -0.15 | 4 | 30 | 53.8% | -0.129 | 0.0860 | -0.085 | 0.010 | -0.001 |
| 48.00 | 0.27 | 0.20 | 0.35 | -0.18 | 13 | 164 | 53.7% | -0.179 | 0.1071 | -0.105 | 0.012 | -0.001 |
| 48.50 | 0.36 | 0.30 | 0.50 | -0.19 | 6 | 85 | 54.9% | -0.244 | 0.1259 | -0.129 | 0.014 | -0.001 |
| 49.00 | 0.54 | 0.45 | 0.65 | -0.23 | 58 | 764 | 54.2% | -0.311 | 0.1435 | -0.143 | 0.016 | -0.001 |
| 49.50 | 0.75 | 0.60 | 0.85 | -0.25 | 7 | 101 | 54.5% | -0.388 | 0.1548 | -0.156 | 0.017 | -0.002 |
| 50.00 | 0.87 | 0.80 | 1.00 | -0.28 | 65 | 2,279 | 50.7% | -0.467 | 0.1726 | -0.150 | 0.018 | -0.002 |
| 51.00 | 1.45 | 1.25 | 1.65 | -0.30 | 30 | 179 | 54.8% | -0.625 | 0.1523 | -0.153 | 0.017 | -0.003 |
| 52.00 | 1.55 | 1.90 | 2.40 | -1.00 | 7 | 277 | 58.2% | -0.747 | 0.1209 | -0.136 | 0.015 | -0.003 |
| 53.00 | 2.75 | 2.55 | 3.60 | 0.54 | 3 | 113 | 84.0% | -0.755 | 0.0823 | -0.195 | 0.014 | -0.003 |
| 54.00 | 3.85 | 2.85 | 4.60 | 0.57 | 1 | 5 | 97.6% | -0.787 | 0.0656 | -0.210 | 0.013 | -0.004 |
| 55.00 | 4.78 | 4.30 | 5.10 | -0.27 | 5 | 255 | 73.2% | -0.913 | 0.0475 | -0.082 | 0.007 | -0.004 |
| 56.00 | 4.00 | 4.40 | 6.70 | 0.00 | 0 | 7 | 128.5% | -0.813 | 0.0459 | -0.256 | 0.012 | -0.004 |
| 57.00 | 6.46 | 5.40 | 7.50 | 0.00 | 2 | 9 | 126.4% | -0.856 | 0.0395 | -0.211 | 0.010 | -0.004 |
| 58.00 | 7.37 | 6.50 | 8.30 | 0.00 | 1 | 7 | 120.9% | -0.899 | 0.0322 | -0.156 | 0.008 | -0.004 |
| 59.00 | 8.66 | 6.70 | 10.50 | 0.00 | 3 | 6 | 212.1% | -0.773 | 0.0312 | -0.478 | 0.014 | -0.004 |
| 60.00 | 9.78 | 9.60 | 10.00 | 0.14 | 5 | 593 | 103.5% | -0.969 | 0.0149 | -0.048 | 0.003 | -0.005 |
| 61.00 | 8.55 | 10.40 | 11.40 | 0.00 | 1 | 226 | 82.8% | -0.995 | 0.0039 | -0.002 | 0.001 | -0.005 |
| 62.00 | 5.60 | 10.20 | 12.60 | 0.00 | 12 | 10 | 183.4% | -0.884 | 0.0235 | -0.265 | 0.009 | -0.005 |
| 63.00 | 12.30 | 11.20 | 13.60 | 0.00 | 1 | 0 | 192.4% | -0.889 | 0.0216 | -0.269 | 0.009 | -0.005 |
| 64.00 | 15.55 | 12.10 | 14.60 | 0.00 | 1 | 1 | 201.0% | -0.894 | 0.0200 | -0.272 | 0.008 | -0.005 |
| 65.00 | 15.60 | 13.40 | 15.50 | 1.30 | 3 | 113 | 200.6% | -0.909 | 0.0179 | -0.241 | 0.007 | -0.005 |
| 66.00 | 13.20 | 14.20 | 16.70 | 0.00 | 2 | 0 | 226.2% | -0.892 | 0.0180 | -0.310 | 0.008 | -0.005 |
| 67.00 | 14.21 | 14.70 | 18.70 | 0.00 | 2 | 0 | 305.5% | -0.818 | 0.0190 | -0.604 | 0.012 | -0.005 |
| 68.00 | 8.90 | 15.70 | 19.60 | 0.00 | 11 | 0 | 307.9% | -0.829 | 0.0181 | -0.584 | 0.012 | -0.005 |
| 69.00 | 7.30 | 17.50 | 19.60 | 0.00 | 0 | 1 | 241.0% | -0.912 | 0.0146 | -0.284 | 0.007 | -0.005 |
| 70.00 | 20.08 | 18.50 | 20.60 | 0.00 | 1 | 51 | 248.4% | -0.915 | 0.0138 | -0.286 | 0.007 | -0.005 |
| 73.00 | 20.14 | 21.30 | 23.70 | 0.00 | 9 | 0 | 279.1% | -0.913 | 0.0125 | -0.327 | 0.007 | -0.006 |
| 74.00 | 21.80 | 22.40 | 24.40 | 0.00 | 0 | 0 | 255.1% | -0.942 | 0.0101 | -0.217 | 0.005 | -0.006 |
| 75.00 | 21.85 | 23.40 | 25.60 | 0.00 | 1 | 3 | 283.0% | -0.925 | 0.0110 | -0.294 | 0.006 | -0.006 |
| 80.00 | 26.85 | 28.10 | 30.70 | 0.00 | 1 | 0 | 324.2% | -0.925 | 0.0096 | -0.337 | 0.006 | -0.006 |
| 85.00 | 15.30 | 33.30 | 36.70 | 0.00 | 10 | 0 | 244.9% | -0.988 | 0.0027 | -0.047 | 0.001 | -0.007 |
| 90.00 | 24.18 | 38.20 | 40.70 | 0.00 | 1 | 0 | 379.7% | -0.937 | 0.0072 | -0.347 | 0.006 | -0.007 |
| 95.00 | 28.70 | 43.30 | 45.70 | 0.00 | 0 | 0 | 404.1% | -0.941 | 0.0064 | -0.350 | 0.005 | -0.008 |
| 100.00 | 24.10 | 48.20 | 50.70 | 0.00 | 0 | 0 | 427.0% | -0.944 | 0.0058 | -0.353 | 0.005 | -0.008 |
| 115.00 | 34.90 | 63.30 | 65.70 | 0.00 | 0 | 0 | 487.1% | -0.951 | 0.0046 | -0.358 | 0.005 | -0.009 |
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.